strategy BarHunter DAX v1p

• 02/14/2020 at 6:14 PM #119641
  Vonasi

  bertrandpinoy – Only English in the English speaking forums please.

  

  Vonasi

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  02/17/2020 at 8:42 AM #119758
  Gubben

  Ok stopped again with mind set at 60. Trying at 120 now. What is this setting? Stop loss? Asking since it doesn’t change backtest results…

  

  Gubben

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  02/17/2020 at 10:26 AM #119763
  GraHal

  Gubben wrote:

  What is this setting? Stop loss? Asking since it doesn’t change backtest results…

  Best if you post the snippet where you are making the change so others can check it out.

  It is possible that when you / we get rejected we are under the conditions I highlighted in my post below. I was manual trading, but it could equally have been an Auto-Trade.

  GraHal wrote:

  I couldn’t change my stops!

  

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  02/17/2020 at 10:57 AM #119766
  Francesco

  Rejected again, always at the same hour: 4 a.m.

  

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  02/18/2020 at 10:16 AM #119819
  Francesco

  Another stop this night. @Gubben did you resolved with mindist 120?

  

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  02/18/2020 at 10:33 AM #119824
  Gubben

  Stopped at 120 as well. Trying this now

   

  once limitSLbroker=0 if time >035900 and time<053000 and CurrentDayOfWeek>=0 then limitSLbroker=272 elsif time>053000 and time<03590 and CurrentDayOfWeek>=0 then limitSLbroker =10 elsif time>210000 and CurrentDayOfWeek>5 then limitSLbroker=271 endif minddist = limitslbroker

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  once limitSLbroker=0 if time >035900 and time<053000 and CurrentDayOfWeek>=0 then limitSLbroker=272 elsif time>053000 and time<03590 and CurrentDayOfWeek>=0 then limitSLbroker =10 elsif time>210000 and CurrentDayOfWeek>5 then limitSLbroker=271 endif minddist = limitslbroker

   

  

  Gubben

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  02/18/2020 at 10:33 AM #119825
  Paul

  probably the easiest way to tackle this, is using market orders, 1 minute and mtf. It would clean up the code too!

  or split the code.

  one code setup for backtesting 1 hour timeframe

  one code setup to trade live on 1 minute timeframe for which the trade has to be the same as on the one hour timeframe in the backtest.

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  fifi743

  

  Paul

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  02/18/2020 at 10:44 AM #119826
  Francesco

  Gubben wrote:

  Stopped at 120 as well. Trying this now

  once limitSLbroker=0<br /> if time >035900 and time<053000 and CurrentDayOfWeek>=0 then<br /> limitSLbroker=272<br /> elsif time>053000 and time<03590 and CurrentDayOfWeek>=0 then<br /> limitSLbroker =10<br /> elsif time>210000 and CurrentDayOfWeek>5 then<br /> limitSLbroker=271<br /> endif</p> <p>minddist = limitslbroker

  1 2 3 4 5 6 7 8 9 10

  once limitSLbroker=0 if time >035900 and time<053000 and CurrentDayOfWeek>=0 then limitSLbroker=272 elsif time>053000 and time<03590 and CurrentDayOfWeek>=0 then limitSLbroker =10 elsif time>210000 and CurrentDayOfWeek>5 then limitSLbroker=271 endif minddist = limitslbroker

  As i said in the previous page, removing the 4am trade will make the stategy very less profitable; so it’s not a right solution.

  Paul wrote:

  probably the easiest way to tackle this, is using market orders, 1 minute and mtf. It would clean up the code too!

  or split the code.

  one code setup for backtesting 1 hour timeframe

  one code setup to trade live on 1 minute timeframe for which the trade has to be the same as on the one hour timeframe in the backtest.

  Is this possible? Never heard about something like this.. looks interesting!

  

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  02/18/2020 at 12:10 PM #119829
  Paul

  have a look

  It’s in the details and needs more attention, but this is roughly what I mean.

  use mode=1 for one hour timeframe for backtesting

  use mode=0 for 1 minute timeframe for demo/live

  It will never be 100% the same, 1 hour and 1 minute.

   

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  02/18/2020 at 12:16 PM #119831
  Gubben

  Would this stop it from being rejected repeatedly at 4AM?

  

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  02/18/2020 at 12:25 PM #119832
  Paul

  yes, if running on 1 minute timeframe and with mode=0.

  no entry rejections based on minimum stop distance.

  Still there can be other reason why a trade is, or is not triggered compared to the backtest 1 hour timeframe.

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  Gubben

  

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  02/18/2020 at 6:20 PM #119866
  Paul

  few minor changes

  the trailingstop on 1 minute timeframe can cause sometimes differences compared to the 1 hour backtest. Needs more testing.

  the file, load on dax 1 hour timeframe

  to run in demo, set mode to 0 and use 1 minute chart.

   

   

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  02/19/2020 at 2:24 PM #119951
  Francesco

  Ok Paul, so if i understood well, when running the strategy live or demo we need to use mode 0.
  But the strategy with mode 0 needs to be applied on 1h or 1m chart?
  And the results with mode 0 will be the same as the 1h backtested?

  

  Francesco

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  02/19/2020 at 5:10 PM #119966
  Gubben

  To run live, mode=0  on 1 minute chart.

  

  Gubben

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  02/19/2020 at 6:47 PM #119980
  Paul

  Francesco wrote:

  And the results with mode 0 will be the same as the 1h backtested?

  That’s the goal, but there will always be differences, since the entry price is slightly different between 1 hour and 1 minute.

  As result, it could make the difference when a stoploss is triggered or not, same for a trailing stop or profit-level.

  But if one has to choose between a flimsy entry because of the minimum stop distance or this, then this is the way to go I think.

   

  So a.t.m. it’s best to test, as Gubben described it and compare it to the backtest 1 hour.

   

  

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