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  • #135299 |
    Customer
    375 Posts

    So you dont use Asirikuy data?

     

    I am happy with dukascopy data so I don’t use Asirikuy.  

    #135321
    Customer
    10 Posts

    I need your help try to make a scalper . with exponential averages and short runs of purchase and sale .This is the result thanks

     

    https://mega.nz/#!uphhXCSQ

    https://mega.nz/#!uphhXCSQ

    https://mega.nz/#!75Z2XYpL

    #135389
    Customer
    734 Posts

    helicopter notch dropping some robust strategies

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    I think I’ve entered this thread obnoxiously late.

    #135413
    Customer
    237 Posts

    Well after 1,5 years that i am trying i found that all strategies will fail . So i am shifting my brain to what we used to call in “Dota 1” long time when i was a player.

     

    Hit and run Strategies ( with martingale or without it ) makes no difference . Just work on probability and trades recovery . So either blow up the X amount or triple it or x 10 . 

    Then split it up and re try and retry , when you blow up x u ll be fine coz u saved 10 x ! last time and so on and so on .

     

    I am waiting sq4 to do strategies with shift [0] that will help with such hit and run strategies . 

     

    ex: ea is scalper but when a trade fail it becomes a swing trade with ability to recover it as (martingale or Double up or down (averaging) ) ..whatever i am just throwing some ideas . 

     

    But all over i never saw a fundamental pro or a analytic monster. but i saw some russian illan ea’s rolling and smaching the forex up to 10000 % :@

    #135637
    Customer
    375 Posts
    #135638
    Customer
    434 Posts

    Reoptimize every 14 days? It looks not very robust….. 

    #135639
    Customer
    375 Posts

    Reoptimize every 14 days? It looks not very robust….. 

     

    If you don’t think it is robust don’t test or use it.  Simple.

    #135640
    Customer
    434 Posts

    i will definetly not, its rubish.

    #135641
    Customer
    375 Posts

    i will definetly not, its rubish.

     

    ??? 

     

    Thank you for your constructive feedback.  Invaluable.

    #135642
    Customer
    434 Posts

    ??? 

     

    Thank you for your constructive feedback.  Invaluable.

     

    picture attached(correct backtest on ducas data)

     

    why you use fhdb data

     

    why u use 0.5 spread

     

    depending on M15 TF MACDyou  buy at low daily 8? seriously? is it logic?

     

    are you trading against the trend? are you mad? 

    #135643
    Customer
    375 Posts

    picture attached(correct backtest on ducas data)

     

    why you use fhdb data

     

    why u use 0.5 spread

     

    depending on M15 TF MACDyou  buy at low daily 8? seriously? is it logic?

     

    are you trading against the trend? are you mad?

     

     

     

     

    picture attached(correct backtest on ducas data)

     

    why you use fhdb data

     

    why u use 0.5 spread

     

    depending on M15 TF MACDyou  buy at low daily 8? seriously? is it logic?

     

    are you trading against the trend? are you mad? 

     

    data in the original fhdb was delete and Duskacopy tick data uploaded.

     

    0.5 spread, 0.5 slippage and $10 commission reflects my reality.

     

    Patrick, honestly…you don’t make money do you?

     

    It depends which trend you are referring to…perhaps you should do some real analysis.  If you are referring to the 15min MACD then I guess it may look like a counter trend trade to a naive observer.

     

    I didn’t post it to get in an argument with you or to start throwing insults like an infant children.  I am actually happy you don’t get it but I am surprise you can’t work out how to do a basic walk forward test. Any muppet can optimise a strategy over 10, 20, x years of data (in fact most muppets do) but the results in real trading tend to be the same…losses.

     

     As long as I am competing against naive competitors like you, I expect to continue to make 100 pips on average a week.  Now, maybe you should go do something productive with your time instead of spewing this crap.  Like I wrote, don’t test or download the strategy but you couldn’t resist.  My strategies will always look crap if they are not subjected to WFA.

     

    Walk Forward EC =

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    #135644
    Customer
    434 Posts

    I write you my opinion on what you sent us here. i realy did not know its not a strategy. i think strategy should work without reoptimising and optimising is only increasing profits…

     

    and you really think its all right to reoptimise every 14 days, that it is something robust? 

     

    congratulations to your earnings. i am still loosing and only writing stupid comments. sorry i hurt you.

    #135645
    Customer
    375 Posts

    I write you my opinion on what you sent us here. i realy did not know its not a strategy. i think strategy should work without reoptimising and optimising is only increasing profits…

     

    and you really think its all right to reoptimise every 14 days, that it is something robust? 

     

    congratulations to your earnings. i am still loosing and only writing stupid comments. sorry i hurt you.

     

    Patrick, I have been doing this for a long time.  All I can say is I consider robustness to mean one strategy working across many fx pairs, markets and time frames.  And that the live trading stats match the Walk forward stats very closely.  I had another strategy based on 1min data that I had to reoptimise everyday but the live performance was almost exactly the same as the walk forward.  However, reoptimising everyday was too much like hard work so I abandoned it.  

     

    Anyway, I upload strategies that might be of interest.  They are just take it or leave it.  No guarantees or promises.

     

    Currently, I am working on a scalper for the mikeyc and scalper posse.  Hopefully, I can build something robust.  I noticed a big edge which I will attempt to capture.

    #135646
    Customer
    434 Posts

    i know its good to reoptimize, but how i can trust to system which needs to reoptimize so often? i think reoptimatization period should be in houndreds of days. 

    #135647
    Customer
    375 Posts

    i know its good to reoptimize, but how i can trust to system which needs to reoptimize so often? i think reoptimatization period should be in houndreds of days. 

     

    You have to experiment.  

     

    H0: reoptimatization period should be < houndreds of days

    H1: reoptimatization period should be > houndreds of days

     

    You own an excellent research tool: StrategyQuant so you don’t have to guess.  Run some experiments on SQ and on Metatrader.  I am not saying that a high reoptimisation frequency is good or bad but it works for me and allows me to keep high stability and low stagnation per strategy.  I wouldn’t reoptimise so frequently on 30 minute or higher data.  15 minute and below timeseries are more unstable with relatively frequent structural breaks so a high reoptimisation frequency is my preference providing the strategy is profitable across markets and timeframes ascertained via a walk-forward.

     

     

    I am not prepared to share all the information about my portfolios (I will in the future after I am certain my method is correct as I am only 70% confident in it) but I will post this for inspiration: 

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    Early days but so far so good for this portfolio.

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    Although I have a fiery personality, I want every SQ trader to win.  I am not into boasting (it doesn’t turn me on), I am into winning and seeing others win.  I will NEVER post a strategy that doesn’t have value for those who are willing to pick it apart and analyse it.

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