Machine Learning in ProOrder ProRealTime

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  • #127762

    Write as below

     

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    #127766

    Here 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??

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    #127767

    First image with while and the second one without

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    #127776

    Thanks 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.

     

    #127777

    Write 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

    #127780

    Afternoon @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:

     

    #127783

    PRT 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.”

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    #127786

    Have 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.

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    #127791

    PRT 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.
    #127797

    Typed in my IG Index password as “Renko.” I think I might need to take a break from Renko ML algos for a while… 😃

    1 user thanked author for this post.
    #127798

    This is what blocks us to have tick by tick 200 000 unité to be replaced by below

     

     

    1 user thanked author for this post.
    #127804

    Doesn’t work for me. Still getting the tbt error warning (tested on DJ daily) with or without While/Wend

    #127805

    The following works for me

    #127810

    Backtested 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.
    #127812

    but 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??

Viewing 15 posts - 241 through 255 (of 455 total)

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