Discussion re Pure Renko strategy

• 04/04/2020 at 5:36 PM #124625
  Fran55

  One ultimate Code complete, please!

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  bertrandpinoy

  

  Fran55

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  04/04/2020 at 8:42 PM #124649
  Francesco

  An “ultimate code” never exists, for any strategy

  

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  04/04/2020 at 10:12 PM #124655
  robertogozzi

  I think he wants the latest working code (last = último, in spanish), mistakingly called ULTIMATE, which actually means the best!

  

  robertogozzi

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  04/04/2020 at 10:55 PM #124660
  Vonasi

  robertogozzi wrote:

  which actually means the best!

  …otherwise known as the one that loses the least.

  

  Vonasi

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  04/04/2020 at 11:26 PM #124662
  Fran55

  Yes Vonasi.

   

  The automatic traductors is bads.

   

  Sorry… And thanks all peoples.

  

  Fran55

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  04/05/2020 at 9:48 AM #124688
  GraHal

  @Fran55 … to get the Latest System is easy … look on the List of Attachments at the top of every page of any Topic.

  In this Topic, you you will see that the most recent coded System is Attachment 75 (check it out).

  To make it even easier for you … just click on the link below …

  https://www.prorealcode.com/wp-content/uploads/2020/04/renko-v4-dji-10-sec-ST.itf

   

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  Dr Manhattan

  

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  04/06/2020 at 8:36 AM #124753
  MAKSIDE

  Hi

  this morning, a divide by zero with the v4 dji 10 sec ST..

  i saw the different divide in the code, but for the moment, don’t understand why the division not working..

   

  

  MAKSIDE

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  04/06/2020 at 9:28 AM #124776
  GraHal

  MAKSIDE wrote:

  i saw the different divide in the code

  Where? Which Line of the Code … to save us time looking.

  Post the Code Line(s) please … then we can all check it out and maybe sort it so we don’t get the divide by zero error again?

  

  GraHal

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  04/06/2020 at 9:53 AM #124778
  MAKSIDE

  Hi,

  it’ s the last code “renko-v4-dji-10-sec ST”

  on my side, i’m seeing different divides but normally the majority aren’t ..  division by a constant..

  thus, maybe this one, or the second with the divide regarding the value of orderprice…

  Do you see other potential divisions that can impact strategy ?

  if range<>0 then spreadOC=abs(open-close) coeff=spreadOC/highest[6](spreadOC)*100 else coeff=0 endif //*** or maybe if longonmarket then pp=((close/orderprice)-1)*100

  1 2 3 4 5 6 7 8 9 10 11

  if range<>0 then spreadOC=abs(open-close) coeff=spreadOC/highest[6](spreadOC)*100 else coeff=0 endif   //***  or maybe   if longonmarket then pp=((close/orderprice)-1)*100

   

   

  

  MAKSIDE

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  04/06/2020 at 10:05 AM #124781
  Paul

  I think it’s the first one, had the same error a while ago.

  If using a second timeframe and there are no bars it gave an error. That why I used range<>0, but it appears to be insufficient.

  

  Paul

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  04/06/2020 at 10:19 AM #124790
  MAKSIDE

  Ok…

  if the difference between open and close = 0, maybe if we add a function in order to return max between the result of abs and a constant, that will resolve the problem ?

  spreadOC = max(abs(open – close), 0.000000001)..

  ?

  

  MAKSIDE

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  04/06/2020 at 10:36 AM #124801
  Francesco

  Francesco wrote:

  For the first time in a while DOW spread is now 5.6. Slowly coming back to normal levels…almost time to shine guys? 🙂

  I confirm what i said, still going down, now it’s 5.9 agains the last week 6.4 for the 8.00-14.30 time range.
  I guess that for the end of the month everything will came back to normal.

  

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  04/06/2020 at 12:47 PM #124841
  MrCool

  GraHal wrote:

  MrCool wrote:

  One is with renkotype 3 and boxsize 100

  The results you show are backtested with a very low spread?? (You do not show the very top where is says ProBacktest or ProOrder)

  I backtested with spread = 2 and got very similar results to yours.

  I then backtested with spread = 10 (realistic as average spread over 24 hours?) and the result were a loss (similar to the same System I have running in Live Forward Test / ProOrder.

  If you do not agree then please say as we all want to get rich together and have the Party of a LifeTime aboard Vonasi’s Yacht!!!! 🙂

  EDIT / PS

  I will say though that 3 big losses (see attached) account for total losses so seems we need to tweak the stop loss or better still have a dynamic exit, or even … if position perf < 0 after x bars etc??

  Sorry this is with the Proorder on demo! I will always snip with the top one next time! But how is the spread on the proorder on demo? Same as live?

  Haha a party of a lifetime dosen’t sound to bad to me 😉

  You can see it took 3 big losses Friday night in a very short time.

  Send the pictures in the same order as last time. Don’t know why I don’t change name before I add different versions..

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  GraHal

  

  MrCool

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  04/06/2020 at 2:35 PM #124888
  Paul

  MAKSIDE wrote:

  spreadOC = max(abs(open – close), 0.000000001)

  Thanks. That looks good. I will give it a try too.

  

  Paul

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  04/06/2020 at 5:19 PM #124907
  MAKSIDE

  @Paul

  I think too.. 😉

  Regarding my proposal to use the ATR in order to define the dynamic value of boxsize, do you have already make test on your side ?

  On my side, when using, i get nothing.. inconsistent result

   

   

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  Paul

  

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