Optimization moving average crossing strategy

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Viewing 15 posts - 166 through 180 (of 186 total)
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  • 05/20/2020 at 4:07 PM #132443
    nonetheless

    It’s because you’re only back testing for 8 days! there weren’t any trades for anyone in that period, conditions weren’t met.

    Set the chart to the max units you have, 100k or 200k – then you’ll see a result.

    05/20/2020 at 4:19 PM #132445
    Vonasi

    The PRT real and PRT demo use different engines. IG give greater importance to real trading than they do demo trading and so sometimes you will find differences such as minimum position size being incorrect in demo live trading. It is usually best to stick with a position size of 1 (or more if the minimum is bigger) in all back and forward demo testing and just increase your starting capital so that your strategy can cope with the increased position size. If the real minimum position size is 0.25 and not 1 then just divided all the results by 4 to see if your smaller real life starting capital could have coped.

    2 users thanked author for this post.
    avatar Gubben, avatar nonetheless
    05/20/2020 at 4:59 PM #132455
    Glums

    That works, many thanks for your responsiveness nonetheless!!


    @Vonasi    , yes I have indeed noticed that. My minimum is at 1 so I’ll keep it that way.

    06/08/2020 at 11:30 AM #135156
    Franro

    Ive been running latest versions of 5min and 2min for 1 month now. 2min is up by  estimated 150euro and 5min is down 500euro.

    Best regards,, Franro

    06/10/2020 at 7:48 PM #135500
    Franro

    Great work on this algo. Has anyone worked on any optimization last month?

    07/19/2020 at 7:51 PM #139635
    Jan

    As on request of Roi Aglipa, at webpage https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

    Please find attached the ITF file of the indicator for 2 MA types to be projected in the graph.

    Have a look at the code after you have imported it, you may want to change/ reduce the 30 period average attached to smooth the noise for the crossing (stated at the last lines of code)

     

    2 users thanked author for this post.
    avatar Zigo, avatar MAKSIDE
    09/28/2020 at 11:00 AM #145651
    eckaw

    Hi all,

    Thanks Jan for putting together this amazing strategy. Is anyone using this live at the moment and what are the results? I’m working on some versions and will share here once I think it’s worth sharing.

    1 user thanked author for this post.
    avatar GraHal
    10/20/2020 at 7:29 PM #147957
    LaurentBZH35

    Hello,

    I test the a to d version but i don’t find same results. It’s curious. Do you have any idea where the problem come from.

    Problem is similar for all version

    Thanks

    10/21/2020 at 10:16 AM #147983
    GraHal

    Time has moved on … results will have changed due to change in market dynamics etc.

    11/30/2020 at 12:44 PM #152218
    Eric
    Jan wrote:

    As on request of Roi Aglipa, at webpage https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

    Please find attached the ITF file of the indicator for 2 MA types to be projected in the graph.

    Have a look at the code after you have imported it, you may want to change/ reduce the 30 period average attached to smooth the noise for the crossing (stated at the last lines of code)

    Does this one work on V11.1?

    11/30/2020 at 4:08 PM #152237
    Eric
    Eric wrote:

    Does this one work on V11.1?

    Confirmed, yes

    12/02/2020 at 10:12 AM #152388
    Vonasi

    Eric – Please only quote text that is needed in your reply (by highlighting it before clicking quote) and try to avoid quoting whole posts otherwise the topics become massive and difficult to read…. and everyone knows how we like to keep a tidy forum! 🙂

    I have edited your post to remove the unnecessary quoting.

    03/26/2021 at 2:08 PM #165411
    nunzio78

    @Jan

    scusa l’intrusione….ma vorrei capire.

    (non sono pratico di programmazione)

    ho scelto la combiazione (0-43) del 200308 average crossing per il dj30 10min.

    successivamente ho inserito sul grafico l’indicatore 2movingaverage settato (0-43) per verificare le entrate/uscite ma trovo errate delle entrate.

    potresti spiegarmi?

    ci sono problemi o sono io che non ho capito come usare questo strumento?

     

    grazie in anticipo

     

    sorry for the intrusion …. but I would like to understand.

    (I’m not familiar with programming)

    I chose the combination (0-43) of the 200308 average crossing for the dj30 10min.

    subsequently I inserted on the graph the 2movingaverage indicator set (0-43) to check the income / expenses but I find incorrect income.

    could you explain to me?

    are there any problems or am I not understanding how to use this tool?

     

    Thanks in advance

    03/26/2021 at 10:18 PM #165461
    Vonasi

    nunzio78 – Please follow the forum rules and only post in the language of the forum that you are posting in. That is English only in this English language forum.

    03/29/2021 at 9:28 AM #165604
    nunzio78

    sorry …… I have automated translator and I haven’t noticed  ….

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