Aroon Trader Strategy multi symbol 1H

Author: Ilya

February 23rd, 2019

Rating:
1 Star2 Stars3 Stars4 Stars5 Stars (19 votes, average: 4.42 out of 5)
Loading...

Adding my first strategy to the community bank.

Detailed MC testing conducted:

How was the strategy generated?

The strategy was initially generated on 2 years of data using random generation on selected timeframe only, half a year of which was OOS.

How was it tested further?

– It was retested on 15 years of Dukascopy tick data as OOS, to make sure it works through history, confirmed via SQ & mt4 using TDS.

Did I optimize it?

Nope, if I like the strategy enough, I usually don’t optimize it, sometimes I give it a minor bump.

How did I check robustness and try to avoid overfitting?

– The fact genetic evo wasn’t used & the strategy was generated as is randomly using 2 years data, and turns out to work well on the entire data set, makes me more confident that I didn’t overfit it.

– 500 MC (each) runs of: Randomize trades order, skip trades, randomize min distance from price from 0-10, randomize slippage 0-5, randomize spread 1-5, randomize starting bar max change 100.

The above filtered by RETDD at 95% > 40% of original RETDD, and looking at the general correspondence of the curves, making sure they remain on the same course more or less and not far detached one from another, and the 2 SQX default filters were also used (Net profit at 80% > 50% of original net profit and Max DD% at 80% smaller than 200% of original DD%)

– 500 runs of Randomize History Data with probability 20% and max price change 20% of ATR. Same filters as above.

– 100 runs of Randomize strategy parameters, with probability 20% and max change 50%. Looking for RETDD at 100% to be > 1.

99% backtests for XAUUSD and EURUSD with TDS:

Hope it helps someone.

Obligatory disclaimer: Past performance and backtest is no guarantee of future success. All information should be viewed as educational only.

 

Ilya

Obligatory disclaimer: Past performance and backtest is no guarantee of future success. All information should be viewed as educational only.
22 Comments
Newest
Oldest Most Voted
Inline Feedbacks
View all comments
Konrad
Konrad
5 months ago

In 2020 with orginal money managment this strategy has huge drawdown. If we change money managment, the drawdown could be smaller but still was biggest drawdown in last 8 years.

rcn9999
rcn9999
2 years ago

Hi, Can any one help me? When I was back testing, this EA generates no trades. From Journal tab, I noticed following:-

2019.05.31 22:40:31.859 2019.04.29 23:00:00 cannot open file ‘C:\Users\Ravi\AppData\Roaming\MetaQuotes\Terminal\75A6B8DC99FA22820714B358B4C2D6F9\MQL4\indicators\SqAroon.ex4’ [2]

Can any one help me what I am doing wrong?

Thank You

Ravi

Mark Fric
Mark Fric
Admin
Reply to  rcn9999
2 years ago

You probably didn’t follow the post-installation steps an dyou haven’t copied SQ indicators to your MetaTrader: https://strategyquant.com/doc/strategyquant/installation/#steps-after-installation

Last edited 1 year ago by Mark Fric
rcn9999
rcn9999
Reply to  Mark Fric
2 years ago

Yes, you are correct. I missed that step. I am going to do that now. I will come back later. Thanks lot for your help. Much appreciated! Regards, Ravi

rcn9999
rcn9999
Reply to  Mark Fric
2 years ago

Excellent! working now. Thank You, Ravi

Dang Hai Long
Dang Hai Long
2 years ago

Thank for sharing

Marcel
Marcel
2 years ago

Thank you for sharing! The strategy runs with me as of now on the liveaccount

KlausA
KlausA
2 years ago

Have you been successful on live conditions?

Phillip van Coller
Phillip van Coller
2 years ago

Awesome, thanks for sharing.

Crossa
Crossa
2 years ago

Hello Ilya, thanks for sharing.

I have two questions
How are your ranking in the ranking?
What timeframe for building would you prefer for a D1 or a 30min timeframe?

I use the program since 12/2018 and am still looking for the right settings. Whenever I find the holy grail come new difficulties.

Crossa
Crossa
Reply to  Crossa
2 years ago

…. settings in the ranking …

davide martinazzo
davide martinazzo
Reply to  Crossa
2 years ago

thanks for sharing!!

Guang Zhen Lee
Guang Zhen Lee
2 years ago

Do you try using customer project workflow to build?

mabi
mabi
2 years ago

Very good strategy. Also work nice between 1987-2003 on other data source.

tnickel
tnickel
2 years ago

Hi, I have made some additional backtests with Asikury, pepperstone, tickmill, active trades
The backtests looks good
I share this on

https://drive.google.com/drive/folders/1D_JCMOUV0tQaAlgb4yDQqv7TkLEV3d17?usp=sharing

thomas