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  • #112469 |
    Customer
    261 Posts

    Hello ” searchers ” :-)

     

    After few days i discovered some strategies but unfortunately i deleted some of them. Here the only one i have, but it has no entry condition? What do you think? 

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    #125818
    Mark Fric
    Administrator
    1175 Posts

    Hello Patrick,

     

    the strategy looks nice, have you tried to run also robustness tests on it (I mean Monte Carlo analysis).

     

    What I’d do next is maybe try to simplify it – remove for example Move SL to BE or Stop Trailing and see if the strategy is changed in some way, and definitely run the robustness tests maybe also with bigger spreads, changes in history data etc. to see what you can expect.

     

    It doesn’t matter that entry rule is always true, it is a breakout strategy and the stop order itself is an “entry” order.

    Mark
    StrategyQuant architect

    #125912
    Customer
    238 Posts

    Hi Patrick,

    this strategy looks nice.

    Have you tested this strategy on demoaccount?

     

    thomas

    https://monitortool.jimdofree.com/

    #125914
    Customer
    261 Posts

    Here is RT for that strategy:

     

    1. first picture is RT with tick data
    2. second with M1 data. Its not good enough, i dont know how make it better…
    3. i also attach different result of RT , which is still not good…?
    4. last picture is setup i use…

    i will test it at demo account, but you have to wait for the result.. i could attach also strategy in str format, but if i do it, you get my setting for build strategies, which is private….

     

    when i test it in pepperstone MT4 the quality of data is bad so the result is not important, if anybody could test it with 99% quality or is there any way how to get ducascopy data to MT4?

     

    i could try to make str easier, but i think it is better to trade strategies with trailling stop, profit trailling (or at least move SL to BE). you are right one of these conditions could be enough. Strategy having only SL and TP is not good i think.

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    #125933
    Customer
    238 Posts

    Hi Patrik,

    this strategy has a bug.

     

    The function DoubleToStrMorePrecision(double number,int precision)

    is not correct.

    The number of zerros is not correct.

     

    Or is this bug in the SQ at the mql-code generation.

     

    In this case it is the bug for Marc Frick

     

    thomas

    ——————————————————-

     

    /+——————————————————————+
    //| up to 16 digits after decimal point                              |
    //+——————————————————————+
    string DoubleToStrMorePrecision(double number,int precision)
      {
       double rem,integer,integer2;
       double DecimalArray[17]={ 1.0, 10.0, 100.0, 1000.0, 10000.0, 100000.0, 1000000.0,  10000000.0, 100000000.0,
                                 1000000000.0, 10000000000.0, 100000000000.0, 10000000000000.0, 100000000000000.0,
                                 1000000000000000.0, 1000000000000000.0, 10000000000000000.0 };
       string intstring,remstring,retstring;
       bool   isnegative=false;
       int    rem2;

    ——————————–

    //+——————————————————————+
    //| up to 16 digits after decimal point                              |
    //+——————————————————————+
    string DoubleToStrMorePrecision(double number,int precision)
      {
       double rem,integer,integer2;
       double DecimalArray[17]={
                                 1.0,
                                 10.0,
                                 100.0,
                                 1000.0,
                                 10000.0,
                                 100000.0,
                                 1000000.0, 
                                 10000000.0,
                                 100000000.0,
                                 1000000000.0,
                                 10000000000.0,
                                 100000000000.0,
                                 10000000000000.0,  // eine Null zuviel
                                 100000000000000.0,  // eine Null zuviel
                                 1000000000000000.0   // eine Null zuviel 
                                 1000000000000000.0,
                                 10000000000000000.0 };
       string intstring,remstring,retstring;
       bool   isnegative=false;
       int    rem2;
     +++++++++++++ ENDE DES AUSZUG’s +++++++++++++++++++++++++++

    https://monitortool.jimdofree.com/

    #125937
    Customer
    261 Posts

    Where did you find this mistake? I tested this strategy with no problem except the quality of the test at Pepperstone demo account…

    #125938
    Customer
    261 Posts

    if i open strategy and compile in MetaEditor it has 0 errors…i dont know whats wrong :-/ 

     

    this strategy is not good because of WFM – there is only 59% and i want 60% and the RT test is not good enough for me…could you show me a good RT test, please? is the third picture in my last post good RT test?

     

    thanks for help. 

    #125967
    Mark Fric
    Administrator
    1175 Posts

    you are right Thomas, there is an error in function DoubleToStrMorePrecision(), but this function is not used in this strategy as I checked the .mq4 EA file. 

     

    I’ll fix this bug in autoupdate, but it shouldn’t affect anything,moreover the bug appears only if you try to round the number to more than 11 decimal points which I think is very rarely used.

    Mark
    StrategyQuant architect

    #125969
    Customer
    261 Posts

    and what is this function for?

    #125970
    Customer
    261 Posts

    you are right Thomas, there is an error in function DoubleToStrMorePrecision(), but this function is not used in this strategy as I checked the .mq4 EA file. 

     

    I’ll fix this bug in autoupdate, but it shouldn’t affect anything,moreover the bug appears only if you try to round the number to more than 11 decimal points which I think is very rarely used.

    Mark, is why is there any way how to share strategies without setting from part building blocks etc? May be its possible but i can not find it? Thank you for your help

    #125981
    Customer
    238 Posts

    Hi Patrick,

    why do you don´t want to share the strategies without the buildingblocks?

     

    If you don´t want to give the building blocks to other people you can activate all Buildingblocks and save the strategy.

    thomas

    https://monitortool.jimdofree.com/

    #125982
    Customer
    261 Posts

    Hi thomas-tnickel

     

    Thanks for your advice. I have almost all blocks activated :-) i will try to do somehow tomorrow. i would like to know from someone else if the strategy is good enough, i am not sure about RT tests. 

     

    Its name is EXtras and strategies but not many people share strategies…

    #125986
    Customer
    238 Posts

    Hi Patrick,

    It is not possible to say if a strategy is good enough or not.

     

    The equitycurve say not so much about the strategy.

    I have 1000 of strategies with good equitycurves. 99.99% of them are curvefitted. Curvefitted means not tradeable.

     

    The generation process and the filtering process is the importend think.

    a) Timeframe

    b  ) how many backtests with different data sources?

    c) period of time of generation

    d) period of time for backtest

    e) Robustnesstests (Settings, currency pairs, data series)

    f) Filtering process

    g) Walkforward Analysis

    h) Some other curvefitting tests….

     

    The parameter and settings for this generation process a) — h) are very importend.

     

    I generate always a portfolio between 10-99 Strategies and make a Endtest of unknown data.

    X1)Which this one time Endtest I can say If my Filtering process is ok.

     

    I repeat X1) 10-20 times with a little different settings.

    If all the Tests are profitable, I can say may strategy finding process is ok.

     

    thomas

    https://monitortool.jimdofree.com/

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