Zilliq Challenge : Give me a Donkey Indicator to transform in a RaceHorse ;-)

Forums › ProRealTime English forum › ProOrder support › Zilliq Challenge : Give me a Donkey Indicator to transform in a RaceHorse ;-)

Viewing 15 posts - 46 through 60 (of 70 total)
1 2 3 4 5
  • 10/05/2020 at 3:11 PM #146473
    GraHal
    zilliq wrote:

    the problem is the number of bars / historic

    Just set an end /  cut off date on backtest of 1 week before the end of 100k bars then do your normal optimisation on In Sample (IS) 100k bars – / minus 1 week.

    Then ride / test your donkey over the (most recent) 1 week worth of Out of Sample (OOS) data and the results should be very close to running the donkey on Live / Forward Test for 1 week.

    10/05/2020 at 3:42 PM #146481
    Nicolas

    If you can optimize on 70% of available history, then you have still 30% of data for your robustness test. Why is it not sufficient for you?

    10/05/2020 at 6:46 PM #146504
    Vonasi

    OOS is OOS. It does not matter whether the OOS is part of history that has already happened or the OOS is what happens in the next week, month, year or minute. So use what history we already know to confirm if an idea works on OOS before testing it on the future OOS. If it passes two OOS tests then you might(?) be on to something….. further robustness testing is then required before it is a three legged donkey turned racehorse!

    10/06/2020 at 9:16 PM #146600
    zilliq

    Thanks for the reminder @Grahal

    Always a good Idea. Fatser, but with less historic

    Whatever, seems that the Algo with the same signal but modifying snippet for market structure start better. We will see at the end of the week

    Bye Guys

    10/07/2020 at 6:25 AM #146611
    snucke

    If historic data is that important to you, how come you dont have 200k for backtests?

    seems like it would be a great investment for you since you depend on huge amout of historic data

    10/07/2020 at 7:41 AM #146621
    Nicolas

    With PRT v11, there’s 1 million bars available. Do you have access to that huge data history Zilliq?

    10/07/2020 at 8:10 AM #146623
    zilliq

    I know @Nicolas. I have the complete V1 version and some months for backtest I take the premium version but it’s 2 times more expensive only to have more historic !

    And sadly I never succeed in doing a backtest on 1 millions bars

    10/07/2020 at 8:18 AM #146624
    zilliq

    I think as many people I’m waiting the IG v11

    For the moment I’m like a farmer , I sow, and I reap the good plants for the future 🙂

     

    10/07/2020 at 10:49 AM #146644
    VinzentVega
    zilliq wrote:

    I know @Nicolas. I have the complete V1 version and some months for backtest I take the premium version but it’s 2 times more expensive only to have more historic !

    And sadly I never succeed in doing a backtest on 1 millions bars

    Do you know when the V11 will be released?

    10/07/2020 at 11:46 AM #146652
    Nicolas

    Prorealtime version 11 is available at https://www.prorealtime.com (released more than 1 year ago).

    1 user thanked author for this post.
    avatar VinzentVega
    10/07/2020 at 11:59 AM #146656
    zilliq

    And we wait for the ig V11 version since thé extinction of dinosaurs 😂

    1 user thanked author for this post.
    avatar VinzentVega
    10/07/2020 at 5:10 PM #146684
    Roger

    Maybe a kind of petition from us could push IG to hurry up ?

    1 user thanked author for this post.
    avatar zilliq
    10/09/2020 at 4:29 PM #146904
    danistuta
    zilliq wrote:

    I modify the code on analyze structure for the Bollinger setup, and we will see if now it will win the challenge

    The IS Backtest enclosed

     

    Great! How did you use Bollinger indicator…which conditions?

    Thank you very much.

    10/13/2020 at 10:20 AM #147275
    zilliq

    Hi Guys,

    Sorry, a lot a lot of work at this time, and not a lot of free time

    Well, the Bollinger Algo didn’t win the challenge 🙁 as you see on the pictures

    What is interesting is to see what’s wrong.

    As we see, most of the trades respect the Dow Theory, but 1/ Lot of range on EUR/USD (We are still near 1.18/1.2, very nervous market 2/ I suspect more and more that Trailing stop is a problem

    I will test different things, more historic and comme back ASAP

    Bye

    1 user thanked author for this post.
    avatar GraHal
    10/13/2020 at 12:00 PM #147283
    GraHal
    zilliq wrote:

    I suspect more and more that Trailing stop is a problem

    Are you cumulating positions?

    Did you see Nicolas / Roberto / Paul TS code for cumulating strategies?  Follow link below

    https://www.prorealcode.com/topic/nas-3-x-hull-ma-trading-system-2/page/2/#post-147095

     

  • Author
    Posts
Viewing 15 posts - 46 through 60 (of 70 total)
1 2 3 4 5

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
fourier transform and moving averages

Create your free account now and post your request to benefit from the help of the community
Register or Login