End Of Day – YEN M15 Strategy

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Viewing 15 posts - 76 through 90 (of 96 total)
  • #213910

    SL-3 = BreakRangeLevel (green) SL-2 = BreakRangeStarter (blue) SL-1 = FirstSL (Red)

    I’ve scanned up and down the code 3 times during the afternoon and still can’t see above.

    For example, what Line number is SL-1 shown on (if indeed it is) or am I missing the point?? 🙂

    1 user thanked author for this post.
    #213912

    I will try to share a scheme tonight, it will be more clear 😊

    #213917

    I’m not sure but I think I’ve found it, I think I have too many Stop Losses in my code so I’ll try to make one and only one and change the value each time, I mean one line of code

    #213918

    @phoentzs
    yes indeed I think I am complicating things too much I will try to simplify in version 16,

    Asking if I ran the code over several months, are you talking real or backtest?

    because I am only in backtest

    #213920

    What does your backtest look like over 200,000 bars? Just for expressiveness. 😉

    #213923

    Ok, I understand, Now I’m not doing backtest on 200k history but only 1 or 3k,

     

    For the moment what I’m trying to do is to master my programming, I don’t even look at the results of the strategy anymore

    #213924

    That sounds a bit like a gimmick…

    1 user thanked author for this post.
    #213943

    @phoentzs I just did the test on 200k units with version 16 which is a copy of version 17, I put you the result in picture, but personally it does not impress me, I tell myself anyway that it is a good start because the backtest is positive while I do not yet manage my profit taking but only but stop loss exit

    #213945

    That sounds a bit like a gimmick…

    If you have any suggestions or thoughts they are all welcome, even an algorithm that makes money for sure so I stop programming 😁

    #213946

    Well Done Mr Decaff … and all with zero caffeine!! 😉

    1 user thanked author for this post.
    #213947

    Just to answer as I promised with a Small Diagram, I think I have solved my problem as my conditions were running all the time at each candle, I have transformed them with a Crosses Over condition

    #213950

    Let’s start today on version 17, I try to control the gains and losses per day in order to compare them to my daily risk which in this example is 10€ with the following variable : MyJPYDayProfit

    it is first transformed into euros in the variable MyEuroDayProfit and then used in the DayLostCondition on line 57

    A very simple example:
    If for example during the day I have lost 15 € then I compare with my variable MaxLostPerDay who is 10 € :
    DayLostCondition = -15 >= -10€ = FALSE, So I can’t buy more

    I get the StrategyProfit value of the last day in the variable MyLastDayProfit to compare it to the candlestick profit today,

    My problem is : when I have been in a position for the last day so I can’t count today’s gains and profits only, without including last days gains

    I have attached a picture and you can see that I have circled the first trade of the day, the variable MyJPYDayProfit should be losing but it is positive ( MyJPYDayProfit = 5130) because it takes into account the gains of the positions opened yesterday

    #214061

    Here is the version 18 with a new rule Nc, It allows us to leave the strategy if we lose more than 100 €.

    There is also some code I added for money management and daily loss calculation which is not finished yet but you can follow it on this post

    the is the code of v18 :

    #214062

    200000 bars? Or at least 10000bars as a report?

    #214063

    I don’t understood your question ?

    It doesn’t matter how many bars there are, even if the strategy is losing, what I’m looking for is to master the code so that it reflects as much as possible the ideas and rules I have in mind, if that can answer your questions 😊,

    If I am wrong then please rephrase your question and I will be happy to answer it 😊

Viewing 15 posts - 76 through 90 (of 96 total)

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