Optimization moving average crossing strategy

• 05/04/2020 at 8:26 AM #129709
  nonetheless

  @bertrandpinoy the default values i use are 50,1 – the fixed values in the opt box. You can use those or you can optimise them after you get the MAType, MATypeV2 values. Then, yes, everything has to be written into the code.

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  05/04/2020 at 8:43 AM #129716
  Sebastian Arsjo

  Not sure what is wrong  but for me only OTD-a  seem to work

   

  

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  05/04/2020 at 8:49 AM #129721
  Sebastian Arsjo

  Testing to upload picture

  

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  05/04/2020 at 8:52 AM #129724
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  What happens with the others?

  

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  05/04/2020 at 8:58 AM #129730
  Sebastian Arsjo

  see picture above

  

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  05/04/2020 at 9:04 AM #129733
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  Well, that is a mystery. Here’s what i get at 100k

  

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  05/04/2020 at 9:17 AM #129738
  Sebastian Arsjo

  Sorry my bad we are on different times i moved everything forward 1 hour and now it works :

  OTD-a just accidentally worked anyway

  Not a problem that 1 H difference makes such a huge impat on performance  ?

  

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  05/04/2020 at 9:46 AM #129749
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  Sebastian Arsjo wrote:

  Not a problem that 1 H difference makes such a huge impat on performance

  Depends on how you look at it. Each of these is optimised for that time slot. Historically, that’s the crossing pair that worked best. you could say that it’s extra curve-fitted, as it works on a particular curve within the curve. Or (the way I see it) if you take them globally as 4 parts of 1 strategy, then you avoid the curve fit by running 4 variations simultaneously. Map the individual results on top of each other and usually, where one takes a loss, one of the others will compensate. I hope that’s the way it works. Certainly (in back test) it is superior to running one algo over the whole day without OTD.

  So far, forward testing is  consistent with the back test results, but it’s early days.

  

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  05/04/2020 at 11:38 AM #129802
  Franro

  nonetheless wrote:

  And I know you like micro-trend TFs, so @GraHal, this one’s for you (not OTD)

  How do i remove all variables from the “probacktest” section to run it?

  

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  05/04/2020 at 12:07 PM #129808
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  Sorry, this is another instance of PRT not saving changes! Everything was moved from the optimisation box before I exported it.

  The attached is what it should look like, with all values inserted into the code.

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  05/04/2020 at 12:53 PM #129816
  GraHal

  nonetheless wrote:

  Everything was moved from the optimisation box before I exported it.

  Out of interest, after you moved values …  did you save by using the X in top right hand corner and then clicked Yes to Save?  Then exported?

  OR

  Did you move values then export the System

  OR

  What did you do?  Maybe it is hard to remember?

  I ask because there are some ‘weird sequences’ that you would think PRT would save under but PRT doesn’t ever … so I am trying to get to the bottom of it?  So we all know! 🙂

  

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  05/04/2020 at 1:04 PM #129817
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  GraHal wrote:

  Out of interest, after you moved values … did you save by using the X in top right hand corner and then clicked Yes to Save? Then exported?

  That’s my normal procedure, so pretty sure that’s what I did. Lo and behold, everything went back into the opt box.

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  05/04/2020 at 2:09 PM #129843
  Franro

  I´m currently running dj 10s on both live and demo with same rules. It took a trade recently and it was closed on live but on demo it says “stopping” on proorder but keep going on. And then it stopped and got to not running and got the same win as live..Why?

  

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  05/04/2020 at 2:19 PM #129844
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  Because PRT. Live and demo often behave differently. If you look around the forum you will find this discussed in various places.

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  05/04/2020 at 3:59 PM #129880
  GraHal

  Franro wrote:

  it says “stopping”

  Did it say stopping over the weekend?

  If Yes, or when the market is closed then we often get ‘stopping’ …as there is no price to close / exit at when market is closed.

  

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