Machine Learning in ProOrder ProRealTime
Forums › ProRealTime English forum › ProOrder support › Machine Learning in ProOrder ProRealTime
- This topic has 454 replies, 32 voices, and was last updated 2 years ago by Khaled.
Tagged: machine learning
-
-
04/24/2020 at 11:04 AM #127762
Write as below
1234567891011IF high > renkoMax + boxSize THEN//WHILE high > renkoMax + boxSizerenkoMax = renkoMax + boxSizerenkoMin = renkoMin + boxSize//WENDELSIF low < renkoMin - boxSize THEN//WHILE low < renkoMin - boxSizerenkoMax = renkoMax - boxSizerenkoMin = renkoMin - boxSize//WENDENDIF1 user thanked author for this post.
04/24/2020 at 11:08 AM #127766Here we are @Bard … see above help from Fifi … it might solve some of your mysteries re change in results etc?
Let us know if it helps?
PS
I even found a while back that a System was repeatedly getting rejected and when I replaced While and Wend the System worked fine!
So I reckon we need to avoid / replace While and Wend whenever we see it in code??
1 user thanked author for this post.
04/24/2020 at 11:12 AM #12776704/24/2020 at 11:48 AM #127776Thanks for the code Vonasi, I must be doing something wrong because I cannot get the Nonetheless VRT turned off system, to match the system results that I have with no VRT code in it.
Have I misread your VRT on/off instructions? :–
This code below is in the Nonetheless version and gives a profit of £201k. My non VRT version gives a profit of £55k. Cheers.Code to turn off VRT so as to get exact same results as Non VRT System1234567891011121314151617181920212223242526272829303132333435363738394041//DEFPARAM FLATAFTER = 210000RobustnessTest = 0StartDate = 0//20000101//Qty = 10//Random = 3Qty = q //(go to opt variables and set q b/w 2 and 10 )Random = r //(go to opt variables r b/w 1 and 10)once j = 0once flag = 1if flag = 1 thenj = j + 1if j > qty thenflag = -1j = j - 1endifendifif flag = -1 thenj = j - 1if j = 0 thenj = j + randomflag = 1endifendiftradeon = 0if opendate >= startdate thenif barindex mod qty = 0 or barindex mod qty = j thentradeon = 1endifendifif not RobustnessTest thentradeon = 1endif//Money Management04/24/2020 at 12:07 PM #127777Write as below
Thanks Fifi – very helpful as always! – but this is now duplicating work already done at the beginning of the Pure Renko strategy thread. See #120416
04/24/2020 at 12:14 PM #127780Afternoon @Fifi, and @GraHal, I got the While and Wend from a GraHal post on the first page of the Pure Renko Forum which was based on DocTrading’s version of Renko here: https://www.prorealcode.com/prorealtime-trading-strategies/pure-renko-strategy/
I got far worse results when I took While/Wend out and used Paul’s simplified version: https://www.prorealcode.com/topic/discussion-re-pure-renko-strategy/#post-120416
Pls see £/$ Monthly screens. (I still laugh at how I couldn’t get the 1 min Renko to make money so I thought they must mean 1 month because look at the great results)! Note: This is not tick by tick results. Please my next post on how much tick by tick data PRT supplies courtesy of Anton at IG Index.
Could you please explain what the code with While/Wend does? I looked it up when I first came across it and found this example:
While : Wend (used in Renko System)1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162SyntaxWhile <expression>...WendDescriptionWend will loop until the <expression> becomes false. A good point to keep in mind with a While test is that if the first test is false, then the program will never enter the loop and will skip this part.A Repeat loop is executed at least once, (as the test is performed after each loop).With the Break command it is possible to exit the While : Wend loop during any iteration, with the Continue command the end of the current iteration may be skipped.Exampleb = 0a = 10While a = 10b = b+1If b=10a=11EndIfWendThis program loops until the 'a' value is <> (not equal to) 10. The value of 'a' becomes 11 when b=10, the program will loop 10 times.https://www.purebasic.com/documentation/reference/while_wend.htmlSo...once renkoMax = ROUND(close / boxSize) * boxSizeonce renkoMin = renkoMax - boxSizeIF high > renkoMax + boxSize THENWHILE high > renkoMax + boxSizerenkoMax = renkoMax + boxSizerenkoMin = renkoMin + boxSizeWENDELSIF low < renkoMin - boxSize THENWHILE low < renkoMin - boxSizerenkoMax = renkoMax - boxSizerenkoMin = renkoMin - boxSizeWENDENDIFc1 = renkoMax + boxSizec2 = renkoMin - boxSize// Conditions to enter long positionsIf c1 thenBuy N CONTRACT at renkoMax + boxSize stopEndIf// Conditions to enter short positionsIf c2 thenSellshort N CONTRACT at renkoMin - boxSize stopEndIf// Stops and targets//SET STOP PLOSS ValueX //75Set stop trailing ValueX//100SET TARGET PPROFIT 500 //Orig 150https://www.prorealcode.com/topic/discussion-re-pure-renko-strategy/#post-12040404/24/2020 at 12:16 PM #127783PRT Tick By Tick Data Lengths from an IG Index email this morning:
“Below is a breakdown of the Historical data limits on Prorealtime:
Tick data; (Tick by tick, 1 minute, 2 minute and 3 minute): 2 days.
Intraday data: 5 minutes and up to but not including 60 minute time-frames: 1 month.
Hourly views will have: 3 months.
Daily view: as much data as possible.”
1 user thanked author for this post.
04/24/2020 at 12:27 PM #127786Have I misread your VRT on/off instructions? :–
The code you posted looks the same as mine. Have you tried starting from fresh – import the code from nonetheless’ post and add the robustness test switch code. This will eliminate any chance that you messed up the code somehow with all the // in and out.
1 user thanked author for this post.
04/24/2020 at 12:48 PM #127791PRT Tick By Tick Data
I’ve back-tested this strategy tick by tick with no problem.
I think and I stress your code has a problem.1 user thanked author for this post.
04/24/2020 at 12:59 PM #12779704/24/2020 at 1:03 PM #127798123456789// Conditions to enter long positionsIf c1 thenBuy N CONTRACT at renkoMax + boxSize stopEndIf// Conditions to enter short positionsIf c2 thenSellshort N CONTRACT at renkoMin - boxSize stopEndIfThis is what blocks us to have tick by tick 200 000 unité to be replaced by below
123456789// Conditions to enter long positionsIf c1 thenBuy N CONTRACT at marketEndIf// Conditions to enter short positionsIf c2 thenSellshort N CONTRACT at marketEndIf1 user thanked author for this post.
04/24/2020 at 1:44 PM #127804Doesn’t work for me. Still getting the tbt error warning (tested on DJ daily) with or without While/Wend
04/24/2020 at 1:55 PM #12780504/24/2020 at 2:12 PM #127810Backtested Fifi code above on 100,000 Daily bars … results attached.
Goes back to 1971!
No Tick by Tick warning etc.
EDIT / PS
Same on H4, H1, M15 … No Tick by Tick warning etc.
On M5 … it blows my account .. but that is the values I used! 🙂
1 user thanked author for this post.
04/24/2020 at 2:23 PM #127812but that is the values I used!
Maybe it’s not my values … do you get M1ML1 to make profit Fifi on the 1 min TF?
If Yes can you post results please?
EDIT / PS
M1ML1 takes an insane number of trades with every box size from 5 to 150.
Must not be working correctly??
-
AuthorPosts
Find exclusive trading pro-tools on