TANGIER Germany30 Strategy– Time frame 30 minutes
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- This topic has 33 replies, 10 voices, and was last updated 4 years ago by Sebastian Arsjo.
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02/15/2019 at 10:57 AM #91443
Thank you Jebus for answering all my questions.
Sorry I was not very clear in my text “no result” I ment bad result.
I am qurious on your backtesting. I know this is a different topic but when making your backtest in sample, how many % of the data do you use? maybe it is different depending on many things but normally? I use 80%. I have many questions regarding backtesting because I believe it is the most important thing for us but that is maybe for a separate topic. 🙂
02/15/2019 at 12:35 PM #91448I have many questions regarding backtesting because I believe it is the most important thing for us but that is maybe for a separate topic.
Yes good idea … open a separate Topic as I agree it is very important and maybe we will all learn something by answering your questions! 🙂
1 user thanked author for this post.
02/15/2019 at 6:41 PM #9147802/18/2019 at 8:41 AM #91602Lets hope this one lasts 🙂
Ive made this b4, maybe it will help u get some answers.
https://www.prorealcode.com/topic/how-i-create-strategies-and-optimize/
1 user thanked author for this post.
02/18/2019 at 3:55 PM #91651Hi guys,
Jebus, I read your post and it is really good. Thank you for some good advise there. I´m also a big fan of the podcast “Better system Trader”. Havent listened to all 110 but im up to over 30 🙂
Grahal, I think I will wait a bit and really go through earlier post regarding back tests, so I am not repeating all the same questions again. I found some info regarding that but I am a bit surprised that so few people are sharing their thoughts. Jebus is one of few, and I am convinced there are more out there that have interesting thoughts to share.
///PP
03/01/2019 at 9:31 AM #9260303/01/2019 at 10:40 AM #9262203/06/2019 at 4:57 PM #9300803/06/2019 at 7:07 PM #93016BUY 2 CONTRACT AT MARKET
Line 23 on above code
10/06/2019 at 1:20 PM #109406Hi I am unsure if this thread is still active and if someone can assist.
I am getting very different results to the ones shown in this topic.
Attached are the results of the original strategy – I also ran it on the Feb2017 – Feb2019 time frame and also getting different results.
Anyone can explain ? I am using a 1 pt spread
10/06/2019 at 2:36 PM #109412I am getting very different results to the ones shown in this topic.
Are you pleased and you are getting better and dissapointed and getting worse??
Saves us having to look up / test out what are the results you are comparing with.Best idea would to show both sets of results and versions etc.
10/07/2019 at 10:23 AM #109497Thanks for the response
Sorry I did not realise that only a partial picture was posted. The results are worse than the ones posted by discomusic (he had about 90 % increase in capital as per graph)
I used the original strategy posted by discomusic
DAX 10 mins interval 100K (Oct 2017 to Oct 2019 in my case, as I could not reproduce Feb 2017 to Feb 2019)
spread 1 pip
The return is about 22 %
10/07/2019 at 10:39 AM #109500discomusic (he had about 90 % increase in capital as per graph
So do you reckon you can see the difference between your images and discomusic’s??
The 2 equity curves look the same profile to me, but yours is missing the value of final equity as the value is cut off on the right hand side?
You haven’t posted the Detailed Report for discomusic so I cant compare performance stats.
90% increase in capital means nothing as it depends what capital you started with and what capital discomusic started with??
I’m not being grumpy so I’ll do you a 🙂 to prove it! 🙂
10/07/2019 at 12:09 PM #109510The last picture loaded shows the final value in equity 12,246. In both cases discomusic and myself, started with 10 K capital.
The detailed report was attached in my first post.
I attach both here.
Please note as these were not run on the same day, there is a slight difference between the 2.
Appreciate you taking the time to answer my questions, just rediscovering PRT after many many years.
10/07/2019 at 7:30 PM #109554In both cases discomusic and myself, started with 10 K capital.
discomusic (he had about 90 % increase in capital as per graph)
So where is the Detailed Report that shows discomusic made about 9K (which is 90% of 10K).
From what I see on the images you have posted … you and discomusic both made the same profit … about 2,300??
To make it easy, this needs 2 Detailed Reports and 2 Equity Curves … 2 from discomusic and 2 from yourself??
If I am missing something please say??
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