Kama & Sma – Sistema su valute con settaggio standard

• 05/26/2021 at 10:18 AM #170464
  Stanko

  Buongiorno Roberto e buongiorno a tutti.

  Vorrei riportare all’attenzione il sistema “Kama & Sma” che in precedenza aveva subito dei problemi di funzionamento, forse non ancora risolti.

  Negli ultimi mesi ho testato, in Demo ed in Reale, il sistema Kama con settaggio 2,2,30 e una SMA a 22 periodi (con Target a 150 e Stop a 40), in particolare con le coppie Eur/Usd, Aud/Usd e Nzd/Usd con risultati molto interessanti.

  Purtroppo, come già accaduto, ad un certo punto il sistema non ha più funzionato (da ieri, 25 maggio, su Eur/Usd).

  Ho quindi ritestato il sistema riportando i settaggi ai valori standard per Kama 10,2,30: i risultati rimangono interessanti ma i profitti sembrano ridursi nettamente.

  Se qualcuno è interessato a svolgere dei backest più ampi e dettagliati, riproporrei il sistema qui di seguito.

  Grazie

  //************************************************************************ // Kama & Sma Trading System DAX mtf //************************************************************************ // DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars = 30 //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) ONCE nLots = 1 ONCE LongTrading = 1 //1=allowed 0=banned ONCE ShortTrading = 1 //1=allowed 0=banned // ONCE TP = 150 //200 pips ONCE SL = 40 //50 pips // TimeForbidden = OpenTime < 090000 AND OpenTime > 190000 LongCond = (Not TimeForbidden) AND LongTrading ShortCond = (Not TimeForbidden) AND ShortTrading // TIMEFRAME (1 hour, updateonclose) //h1 IF Not OnMarket THEN BarCount = 0 ELSE BarCount = BarCount + 1 ENDIF //------------------------------------------------------------------------------------ // Kama & Sma Strategy // //https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/ // Period = 10 //2 (standard 10) FastPeriod = 2 //standard SlowPeriod = 30 //standard // Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex >= (Period + 1) then Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) Kama = (Alpha * Close) + ((1 -Alpha)* Kama[1]) else Kama = close endif //------------------------------------------------------------------------------------ Sma = average[22,0](close) //22 //------------------------------------------------------------------------------------ a1 = Kama CROSSES OVER Sma // --- SHORT b1 = Kama CROSSES UNDER Sma //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) //1 min ONCE TradeON = 1 IF IntraDayBarIndex = 0 THEN TradeON = 1 ENDIF TradeBar = BarCount IF Not OnMarket AND TradeBar <> TradeBar[1] THEN TradeON = 1 ENDIF //************************************************************************ // LONG trades //************************************************************************ IF a1 AND TradeON AND LongCond THEN BUY nLots CONTRACT AT MARKET TradeON = 0 ENDIF //************************************************************************ // SHORT trades //************************************************************************ IF b1 AND TradeON AND ShortCond THEN SELLSHORT nLots CONTRACT AT MARKET TradeON = 0 ENDIF // SET TARGET pPROFIT TP SET STOP pLOSS SL ////////////////////////////////////////////////////////////////////////////////////////////////////////// // Trailing Stop //------------------------------------------------------------------------------------ IF Not OnMarket THEN TrailStart = 10 //10 Start trailing profits from this point BasePerCent = 0.100 //10.0% Profit to keep StepSize = 6 //6 Pips chunks to increase Percentage PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk RoundTO = -0.5 //-0.5 rounds to Lower integer, +0.4 rounds to Higher integer PriceDistance = 7 * pipsize//8.9 minimun distance from current price y1 = 0 y2 = 0 ProfitPerCent = BasePerCent ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if N+ pips Diff1 = abs(TrailStart - x1) Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if N+ pips Diff2 = abs(TrailStart - x2) Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF ENDIF IF y1 THEN //Place pending STOP order when y>0 SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y>0 ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134

  //************************************************************************ //                 Kama & Sma Trading System DAX mtf //************************************************************************ // DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars    = 30 //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) ONCE nLots         = 1 ONCE LongTrading   = 1                                //1=allowed   0=banned ONCE ShortTrading  = 1                                //1=allowed   0=banned // ONCE TP            = 150                              //200  pips ONCE SL            = 40                               //50   pips // TimeForbidden      = OpenTime < 090000 AND OpenTime > 190000 LongCond           = (Not TimeForbidden) AND LongTrading ShortCond          = (Not TimeForbidden) AND ShortTrading // TIMEFRAME (1 hour, updateonclose)                                             //h1 IF Not OnMarket THEN BarCount = 0 ELSE BarCount = BarCount + 1 ENDIF //------------------------------------------------------------------------------------ //                         Kama & Sma Strategy // //https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/ // Period     = 10                                            //2        (standard 10) FastPeriod = 2                                              //standard SlowPeriod = 30                                             //standard // Fastest  = 2 / (FastPeriod + 1) Slowest  = 2 / (SlowPeriod + 1) if barindex >= (Period + 1) then Num   = abs(close-close[Period]) Den   = summation[Period](abs(close-close[1])) ER    = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) Kama  = (Alpha * Close) + ((1 -Alpha)* Kama[1]) else Kama  = close endif //------------------------------------------------------------------------------------ Sma        = average[22,0](close)                           //22 //------------------------------------------------------------------------------------ a1 = Kama CROSSES OVER  Sma // --- SHORT b1 = Kama CROSSES UNDER Sma //////////////////////////////////////////////////////////////////////// TIMEFRAME (default)                                                           //1 min ONCE TradeON = 1 IF IntraDayBarIndex = 0 THEN TradeON = 1 ENDIF TradeBar = BarCount IF Not OnMarket AND TradeBar <> TradeBar[1] THEN TradeON = 1 ENDIF //************************************************************************ //                           LONG  trades //************************************************************************ IF a1 AND TradeON AND LongCond THEN BUY nLots CONTRACT AT MARKET TradeON = 0 ENDIF //************************************************************************ //                           SHORT trades //************************************************************************ IF b1 AND TradeON AND ShortCond THEN SELLSHORT nLots CONTRACT AT MARKET TradeON = 0 ENDIF // SET TARGET pPROFIT TP SET STOP   pLOSS   SL ////////////////////////////////////////////////////////////////////////////////////////////////////////// //                                Trailing Stop //------------------------------------------------------------------------------------ IF Not OnMarket THEN TrailStart    = 10          //10     Start trailing profits from this point BasePerCent   = 0.100       //10.0%  Profit to keep StepSize      = 6           //6      Pips chunks to increase Percentage PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk RoundTO       = -0.5        //-0.5   rounds to Lower integer,  +0.4 rounds to Higher integer PriceDistance = 7 * pipsize//8.9    minimun distance from current price y1            = 0 y2            = 0 ProfitPerCent = BasePerCent ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize                            //convert price to pips IF x1 >= TrailStart THEN                                       //go ahead only if N+ pips Diff1         = abs(TrailStart - x1) Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y1 = max(x1 * ProfitPerCent, y1)                            //y = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT x2 = (tradeprice - close) / pipsize                            //convert price to pips IF x2 >= TrailStart THEN                                       //go ahead only if N+ pips Diff2         = abs(TrailStart - x2) Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y2 = max(x2 * ProfitPerCent, y2)                           //y = % of max profit ENDIF ENDIF IF y1 THEN                                        //Place pending STOP order when y>0 SellPrice = Tradeprice + (y1 * pipsize)        //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF y2 THEN                                        //Place pending STOP order when y>0 ExitPrice = Tradeprice - (y2 * pipsize)        //convert pips to price IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  Ho provato , in seguito, ad “adeguare” il vecchio sistema utilizzando la media mobile adattiva ora presente tra gli indicatori di ProRealTime ed il sistema sembra funzionare correttamente anche con settaggio della Media adattiva 2,2,30.

  Qualcuno ha già provato il sistema e può fornire informazioni a riguardo?

  Grazie.

  Di seguito fornisco il sistema con la Media Mobile Adattiva.

  //************************************************************************ // Kama & Sma Trading System DAX mtf //************************************************************************ // DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars = 2000 //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) ONCE nLots = 1 ONCE LongTrading = 1 //1=allowed 0=banned ONCE ShortTrading = 1 //1=allowed 0=banned // ONCE TP = 150 //200 pips ONCE SL = 40 //50 pips // TimeForbidden = OpenTime < 090000 AND OpenTime > 190000 LongCond = (Not TimeForbidden) AND LongTrading ShortCond = (Not TimeForbidden) AND ShortTrading // TIMEFRAME (1 hour, updateonclose) //h1 IF Not OnMarket THEN BarCount = 0 ELSE BarCount = BarCount + 1 ENDIF //------------------------------------------------------------------------------------ // Kama & Sma Strategy // //https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/ // Kama = AdaptiveAverage[2,2,30](close) //------------------------------------------------------------------------------------ Sma = average[22,0](close) //22 //------------------------------------------------------------------------------------ a1 = Kama CROSSES OVER Sma // --- SHORT b1 = Kama CROSSES UNDER Sma //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) //1 min ONCE TradeON = 1 IF IntraDayBarIndex = 0 THEN TradeON = 1 ENDIF TradeBar = BarCount IF Not OnMarket AND TradeBar <> TradeBar[1] THEN TradeON = 1 ENDIF //************************************************************************ // LONG trades //************************************************************************ IF a1 AND TradeON AND LongCond AND close[1] < Kama THEN BUY nLots CONTRACT AT MARKET TradeON = 0 ENDIF //************************************************************************ // SHORT trades //************************************************************************ IF b1 AND TradeON AND ShortCond AND close[1] > Kama THEN SELLSHORT nLots CONTRACT AT MARKET TradeON = 0 ENDIF // SET TARGET pPROFIT TP SET STOP pLOSS SL ////////////////////////////////////////////////////////////////////////////////////////////////////////// // Trailing Stop //------------------------------------------------------------------------------------ IF Not OnMarket THEN TrailStart = 10 //10 Start trailing profits from this point BasePerCent = 0.100 //10.0% Profit to keep StepSize = 6 //6 Pips chunks to increase Percentage PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk RoundTO = -0.5 //-0.5 rounds to Lower integer, +0.4 rounds to Higher integer PriceDistance = 7 * pipsize//8.9 minimun distance from current price y1 = 0 y2 = 0 ProfitPerCent = BasePerCent ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN //go ahead only if N+ pips Diff1 = abs(TrailStart - x1) Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y1 = max(x1 * ProfitPerCent, y1) //y = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN //go ahead only if N+ pips Diff2 = abs(TrailStart - x2) Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y2 = max(x2 * ProfitPerCent, y2) //y = % of max profit ENDIF ENDIF IF y1 THEN //Place pending STOP order when y>0 SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y>0 ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120

  //************************************************************************ //                 Kama & Sma Trading System DAX mtf //************************************************************************ // DEFPARAM CumulateOrders = False DEFPARAM PreLoadBars    = 2000 //////////////////////////////////////////////////////////////////////// TIMEFRAME (default) ONCE nLots         = 1 ONCE LongTrading   = 1                                //1=allowed   0=banned ONCE ShortTrading  = 1                                //1=allowed   0=banned // ONCE TP            = 150                             //200  pips ONCE SL            = 40                               //50   pips // TimeForbidden      = OpenTime < 090000 AND OpenTime > 190000 LongCond           = (Not TimeForbidden) AND LongTrading ShortCond          = (Not TimeForbidden) AND ShortTrading // TIMEFRAME (1 hour, updateonclose)                                             //h1 IF Not OnMarket THEN BarCount = 0 ELSE BarCount = BarCount + 1 ENDIF //------------------------------------------------------------------------------------ //                         Kama & Sma Strategy // //https://www.forexstrategiesresources.com/trend-following-forex-strategies/111-kama-strategy/ // Kama = AdaptiveAverage[2,2,30](close) //------------------------------------------------------------------------------------ Sma        = average[22,0](close)                           //22 //------------------------------------------------------------------------------------ a1 = Kama CROSSES OVER  Sma // --- SHORT b1 = Kama CROSSES UNDER Sma //////////////////////////////////////////////////////////////////////// TIMEFRAME (default)                                                           //1 min ONCE TradeON = 1 IF IntraDayBarIndex = 0 THEN TradeON = 1 ENDIF TradeBar = BarCount IF Not OnMarket AND TradeBar <> TradeBar[1] THEN TradeON = 1 ENDIF //************************************************************************ //                           LONG  trades //************************************************************************ IF a1 AND TradeON AND LongCond AND close[1] < Kama THEN BUY nLots CONTRACT AT MARKET TradeON = 0 ENDIF //************************************************************************ //                           SHORT trades //************************************************************************ IF b1 AND TradeON AND ShortCond AND close[1] > Kama THEN SELLSHORT nLots CONTRACT AT MARKET TradeON = 0 ENDIF // SET TARGET pPROFIT TP SET STOP   pLOSS   SL ////////////////////////////////////////////////////////////////////////////////////////////////////////// //                                Trailing Stop //------------------------------------------------------------------------------------ IF Not OnMarket THEN TrailStart    = 10          //10     Start trailing profits from this point BasePerCent   = 0.100       //10.0%  Profit to keep StepSize      = 6           //6      Pips chunks to increase Percentage PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk RoundTO       = -0.5        //-0.5   rounds to Lower integer,  +0.4 rounds to Higher integer PriceDistance = 7 * pipsize//8.9    minimun distance from current price y1            = 0 y2            = 0 ProfitPerCent = BasePerCent ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG x1 = (close - tradeprice) / pipsize                            //convert price to pips IF x1 >= TrailStart THEN                                       //go ahead only if N+ pips Diff1         = abs(TrailStart - x1) Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y1 = max(x1 * ProfitPerCent, y1)                            //y = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN//SHORT x2 = (tradeprice - close) / pipsize                            //convert price to pips IF x2 >= TrailStart THEN                                       //go ahead only if N+ pips Diff2         = abs(TrailStart - x2) Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO)) ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) y2 = max(x2 * ProfitPerCent, y2)                           //y = % of max profit ENDIF ENDIF IF y1 THEN                                        //Place pending STOP order when y>0 SellPrice = Tradeprice + (y1 * pipsize)        //convert pips to price IF abs(close - SellPrice) > PriceDistance THEN IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE SELL AT Market ENDIF ENDIF IF y2 THEN                                        //Place pending STOP order when y>0 ExitPrice = Tradeprice - (y2 * pipsize)        //convert pips to price IF abs(close - ExitPrice) > PriceDistance THEN IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE EXITSHORT AT Market ENDIF ENDIF

   

  

  Stanko

  Participant

  Topics: 10

  Replies: 27

  Been thanked: 2 times
  05/26/2021 at 11:36 AM #170481
  robertogozzi

  C’erano dei problemicon i backtest per i periodi successivi al 14 Aprile sul DAX a 1 o 10 minuti.

  Ho aperto un ticket d’assistenza un paio di settimane fa, ma ancora non ho avuto risposte.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17145

  Been thanked: 4037 times
  05/26/2021 at 2:58 PM #170513
  Stanko

  Grazie per la risposta.

  Ho visto che il sistema è stato creato per il Dax, però in questo momento ho notato che i risultati migliori sono nel forex.

  Ad ogni modo , eseguendo i backtest di confronto fra Kama e Media Mobile Adattiva i risultati delle performance sono diversi.

  Scusa Roberto, ne approfitto per chiederti se il codice di trailing stop all’interno del sistema Kama è stato creato da chi ha scritto il programma o è stato creato da altri: è comunque un’alternativa interessante ai classici trailing già noti.

   

  

  Stanko

  Participant

  Topics: 10

  Replies: 27

  Been thanked: 2 times
  05/26/2021 at 4:24 PM #170529
  robertogozzi

  E’ un codice che ho scritto io, qui c’è una versione aggiornata con varie aggiunte https://www.prorealcode.com/topic/breakeeven-trailing-profit/page/5/#post-166092.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17145

  Been thanked: 4037 times
  05/26/2021 at 4:33 PM #170530
  Stanko

  Grazie ancora Roberto e complimenti per il tuo eccezionale supporto a questo forum.

  1 user thanked author for this post.

  robertogozzi

  

  Stanko

  Participant

  Topics: 10

  Replies: 27

  Been thanked: 2 times
  05/27/2021 at 2:35 PM #170626
  Stanko

  Buongiorno Roberto.

  Visto che ieri avevo ri-evidenziato il problema di funzionamento del sistema Kama, volevo comunicare che oggi si è aperta una posizione su Eur/Usd (Buy a 1,21935), utilizzando lo stesso sistema Kama con una variante su “DEFPARAM  PreLoadBars.

  Invece di 20K ho inserito solo 30 unità: già ieri non saltava più il sistema ed oggi è ripartito regolarmente.

  E’ possibile che solo questa variante possa evitare problemi?

  Grazie.

  

  Stanko

  Participant

  Topics: 10

  Replies: 27

  Been thanked: 2 times
  05/27/2021 at 4:21 PM #170631
  robertogozzi

  Può essere, per qualche motivo i problemi sono da circa metà Aprile fino ai primi di Maggio.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17145

  Been thanked: 4037 times
  01/11/2023 at 5:29 PM #207247
  jim

  Buonasera, commentate questo trading system.

  

  jim

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  01/11/2023 at 7:06 PM #207252
  robertogozzi

  Si riferisce al Kama?

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17145

  Been thanked: 4037 times
  01/12/2023 at 12:31 PM #207263
  Stanko

  Ciao jim,

  dalla tua immagine di backtest non si capisce quale sia il sistema che stai proponendo…

  

  Stanko

  Participant

  Topics: 10

  Replies: 27

  Been thanked: 2 times
  01/12/2023 at 1:28 PM #207265
  jim

  si

  

  jim

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  01/12/2023 at 1:28 PM #207266
  jim

  Salve

  

  jim

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  01/12/2023 at 1:32 PM #207267
  jim

  Gentile, come mai risulta un droudown quasi uguale a ai guadagni ?

  

  jim

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  01/12/2023 at 3:59 PM #207286
  robertogozzi

  Occorrerebbe il codice che hai utilizzato ed il timeframe e lo strumento su cui l’hai testato.

  Il drawdown è la perdita massima raggiunta. Potrebbe essere uno stop loss troppo alto (usato per migliorare la precentuale delle operazioni vincenti), ma possono esserci altri motivi.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17145

  Been thanked: 4037 times
• Author
  Posts