Discussion re Pure Renko strategy
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- This topic has 345 replies, 24 voices, and was last updated 4 years ago by bertrandpinoy.
Tagged: renko
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04/17/2020 at 9:58 AM #126492
yes .. same result on my side.. i removed these strategies of my demo account
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04/17/2020 at 10:21 AM #126497I’m having very bad results on every version of the strategy
Have you been regularly optimising … at least once per day?
04/17/2020 at 11:18 AM #126503We need to Forward Test 2 Systems side by side … one with hourly box opti and one without … I’ve done just that! 🙂
how did that work out?
04/17/2020 at 11:40 AM #12650504/17/2020 at 11:41 AM #12651004/17/2020 at 11:46 AM #126513I’m having very bad results on every version of the strategy
Have you been regularly optimising … at least once per day?
if you have to optimize a strategy everyday it’s not an automatic strategy… 😉
04/17/2020 at 11:58 AM #12651804/17/2020 at 12:03 PM #126521If you had an hourly strategy and you optimised after 14 years (8,600 1 hour bars) you would not think that was unusual?
There is 8,400 1 second bars in 24 hours … 1 second strategies are high maintenance, but still loads less time at the screen than manual trading?
I’ve not a got a problem with optimising every day … if the Strategy makes me money.
04/17/2020 at 1:39 PM #126544no need to optimise if using the heuristics engine. Downside is that what you see in the backtest is not the same as the results live because different parameters @ different times, which is an aspect I don’t like. Parameters in a very small range would be preferred I guess. I’ve made a switch so it’s possible to select none, one or two engines. 3 is too much for me. Haven’t run them properly live yet.
04/17/2020 at 1:46 PM #126546Maybe you could post itf file?
I think my 2 Renko’s that made profit were with Heuristics … I’ll post the .itf’s later.
The killer is the spread … that is why I stopped them … when spread was huge!
Back to 4 now I see on DJI, maybe at 14:30 the DJI spread will go to 3 … old spread was 1.6 at 14:30 UK time.
A few points makes all the difference on scalpers!
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04/17/2020 at 2:48 PM #12656104/17/2020 at 3:06 PM #126564Hourly didn’t work too good for me either. My demo forward testing has gone ok and I have only optimised once. When I optimise daily I get worse results atm. Have now launched this version in live.
I would be very interested in trying a heuretics version, will look into that.
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04/17/2020 at 3:28 PM #12657004/17/2020 at 3:28 PM #126571Have now launched this version in live.
Do you mean Real Live or Demo Live?
What is your Lot size and Contract size please?
I am running that same System on Lot size = 1 and $2 contract and my Average Gain is about 1/10 of yours ($2.60 vs your $26).
PS
for anybody wanting the .itf … it is No 60 on the Attachment List.
Did you make any changes to the file on the Attachment List @eckaw?
btw I run it in 10s, not 1s
Ahaha now you tell us!! 🙂 Nice one … I’ll switch mine to 10 sec! 🙂
04/17/2020 at 3:41 PM #126575 -
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