my first strategy e...
 

my first strategy eur h1  

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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
26/03/2019 8:29 am  

hello from Gianfranco i am new in algo trading..i send this little work ( iam not professional)..

 

 
This topic was modified 4 months ago 7 times by coensio

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coensio
(@coensio)
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Joined: 7 months ago
Posts: 135
26/03/2019 11:54 am  

Hi, as a new member you need to reattach your files after your first post...and make sure the files are zipped.

Thanks,

Chris

This post was modified 4 months ago 2 times by coensio

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coensio
(@coensio)
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Joined: 7 months ago
Posts: 135
27/03/2019 7:14 pm  

Good work 🙂


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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
27/03/2019 8:02 pm  

montecarlo test 1000 runs   randomize strategy parameter    20/30

and wfm 5000 runs    0.1 lot size     or  try  fixed amount risk 100 usd

good night

Gianfranco 


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glennsia
(@glennsia)
New Member
Joined: 5 months ago
Posts: 4
30/03/2019 12:20 am  

Hello, I loaded it in strategyquantx. It saids failed


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stearno
(@stearno)
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Joined: 4 months ago
Posts: 11
02/04/2019 7:29 am  

@glennsia,

Try to re-run the WFM on your machine to test it.

Stearno


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glennsia
(@glennsia)
New Member
Joined: 5 months ago
Posts: 4
02/04/2019 2:32 pm  

thanks, my bad.  I just noticed that he had a different set of "WF conditions" . 


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stearno
(@stearno)
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Joined: 4 months ago
Posts: 11
03/04/2019 4:11 am  

The test finally finished. I ran it thru my WFM, I used default settings from 2005 - 2018. It passes at 67%.  I used automatic settings for the parameters. 

My question is, what is best to use for parameters? Should we limit what is included (can choose what to include on the left: constant, periods, boolean, etc.)?  Should we use manual or is automatic okay?

Because it seems maybe the parameters are best limited to indicator periods and SL & TP.  Maybe it might change the accuracy of a WFM?  Does anybody have any experience and/or views on this?

 

stearno


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coensio
(@coensio)
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Joined: 7 months ago
Posts: 135
03/04/2019 8:08 am  

I think the best way would be to select those parameters manually, (I would skip boolean and constant params), for example you could do a very wide parameter (normal) optimization at first, then use 3D graph to see which parameters really matter and what would be the best optimization range. Then you could use those parameters + parameter ranges to do your WFM. Of course keeping in mind that the number of combinations could explode and you need to do WFM with at least few % of the total optimization range...

So it is not easy and very time consuming...in most cases I also use automatic range (+/-30% or 40% of parameter range) Max optimizations = at least few % of a total range, but I do this only for additional strategy robustness confirmation not for actual trading with optimized parameters. If you really want to use WFM for trading then one simple solution is : keep your strategies very simple (= minimal amount of parameters), which also helps to prevent curve-fitting.

 


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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
09/04/2019 5:15 pm  

Hello by Gianfranco...another strategy...eurusd h1


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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
09/04/2019 10:40 pm  

details…...


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coensio
(@coensio)
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Joined: 7 months ago
Posts: 135
10/04/2019 7:47 am  

@Gianfranco it looks good..can you also add the actual type of MC test so we know which test is which one?

Thanks!

 


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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
10/04/2019 9:46 am  

hello  from milano...mc test   500 runs   randomize trades exact...skip trades 10%...(randomize strategy parameter  20 %probability...max change  30%)


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Gianfranco
(@gianfranco)
Active Member Customer
Joined: 4 months ago
Posts: 13
20/05/2019 5:55 pm  

hello Gianfranco….a  folder with good  strategies  …….1 of my fortfolio 


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coensio
(@coensio)
Member Admin
Joined: 7 months ago
Posts: 135
20/05/2019 6:06 pm  

Thanks for contributing, I 'm currently on my holidays but when I'm back (in two weeks) I will filter your strategies out and see what you have there...

You know that another very good 'technical' pairs are: XAUUSD, EURJPY, GBPUSD and AUDCAD maybe you could try to find some good strategies on those pairs to diversify more in your portfolio.

Gr

Chris

This post was modified 2 months ago by coensio

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