Results tab Builder/retester
6 replies
Oliver
3 years ago #259899
Hi
How can i determine if the strategy i select is placing stop entries or market entries, assuming ive used both options for strategyquant to use in building?
thanks
hankeys
3 years ago #259900
strategy logic is in the pseudo code – there you will find if the strategy is MARKET or STOP
Open Long order at (HighDaily(Main chart)[2] + (0.90 * SmallestRange(Main chart, 14)[1])) Stop;
Open Long order at Market;
STOP orders need have logic where the pending order will be placed
but MARKET strats doesnt have it, because you are opening trade now
2cent: its nonsense to generate market and stop strategies together, every type need specific setting and for me the best way is to keep only STOP strats
You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.
Oliver
3 years ago #259902
HI Hankeys
ok thanks i will check the psuedo code
Im trying to build for XAUUSD but lots keep failing on monte Carlo robustness tests unless i leave the trades on over the weekend but im wondering maybe its better for Gold to be left over the weekend?
But im also wondering if i have my stop loss and take profit targets ae too small at 600 to 3000?
thanks
hankeys
3 years ago #259908
MC test – what test, what setting? not much info about your settings or what your are exactly doing
GOLD is not an easy market, you need to have some knowledge of what you are doing, there could be also differences between brokers, some of them could have gold as 3 decimals, some of them 2 – this is first crucial thing
data from dukascopy are usable for me only from 2006, from there the gold has very big long bias, so when the gold starts his first short run, the strategies are dying pretty fast – now when gold is on another long run the strats starts earn again…
You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.
Oliver
3 years ago #259927
Hi Hankeys
Maybe you can help me understand if im being too demanding on this mc test . Ive attached the strategy im looking at.
It passes all tests except the one saved with the strategy currently selected. Im wondering if my knowledge is lacking in something on this market or strategy itself.
Im using a 2 decimal broker
thanks in advance
tomas262
3 years ago #259935
Hi,
just checked the strategy and it looks promising. The Ret/DD 3.7 for MC test still acceptable for me for 200 simulations using prob 0.3 and 10% ATR
hankeys
3 years ago #259956
OK stop strategy, H1/D1 – why multiTF? try to build first simple strategies, from multiTF you will get nothing more i am afraid
do not use for GOLD data before 2006
2 decimals with 0.01/0.01 setting – SL and TP must be in 1000s – correct – daily average ATR for GOLD for the last month is something like 2000 pips
H1 filter is nonsense ((Aroon(Main chart,86).Up[1] > Bar Hour[1]) – what is logical on this filter?
selected TF only – not enough precision – you are using D1 filter and your backtest will not be accurate
spread 70, slippage 0 – you will get very good backtest, but without slippage in real trading you will not get the price – for gold i am using spread 60 and slippage 40
MC tests – i am not using them at all – sometimes only MC test rendomize params – but in your backtest you are running all 3 MC tests together and with filtering you are very hard to the strategy, i am afraid this will not work.
You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.
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