- Search Energy EXCH
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Ronald Raygun replied Aug 14, 20101M or smaller. Basically the more granular the timeframe the better. I'm trying to generate some sizable 5 tick bars. I have about a month's worth of data. There's some promise but nothing conclusive yet.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010Yes, it's possible. Take a look in the master copy file and see how frequently trades happen. That's largely why I backtest against longer periods. I'm more likely to catch both a long up trend and a long downtrend.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010The column headings are the same as the optimized settings file. Difference is this is every possible permutation. If you see something there that you like, replace the corresponding hour with the new line.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010Doesn't look like it. What does All Permutations say?
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010The backtest takes all trade opportunities regardless of whether or not there are other simultaneous trades open. The reason why is in the nature of how the TP/SL optimization works as I explained in the webinar.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010If your bar count was relatively low, then that would be expected. Why? This week was the first down week in awhile. As for those asking about spread, yes, I'm working on putting in a more realistic spread model to put in. Sunday spreads tend to be ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010I can't solve power/usage. But what I do have are rented closets around the US (literally, closets) and I put my own custom-built servers there. I pay something like $100 / month for the space, electricity, and internet connection. It's far cheaper ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010For 'just' $720 (Plus tax) You can get the one of the exact same servers I'm running. Just remove one hard disk, and bump the processor up one.
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010Here's my MultiDoji EA. When defining a doji, negative values represent infinity.
Doji Strategy Needs an EA for thorough Testing
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Ronald Raygun replied Aug 12, 2010If the pair's optimization results leave me with no trade options, then I don't bother. I know what sort of results I expect from the market and if the market won't give me what I want, I won't trade it.
Old Dog with New Tricks
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Ronald Raygun replied Aug 11, 2010In successscore, it should be whole numbers. (0 to infinity) In risk/reward, it should be decimals (1 being equal) In win rate, it should be whole numbers. (0 to 100)
Old Dog with New Tricks
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Ronald Raygun replied Aug 11, 2010Turning point 9 on the right seems out of place. I think point 9 is about 7 bars to the right and point 10 just after that.
The Market Matrix by Steve Copan
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Ronald Raygun replied Aug 11, 2010Not quite. Initial range is the number of bars after the day start that the EA waits before calculating the high/low. I generally wait an hour because it only takes an hour for the day's high and low to separate enough to minimize whipsaw. If I ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 10, 2010Green = Long Red = Short These are intraday levels
Old Dog with New Tricks
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Ronald Raygun replied Aug 10, 2010As I mentioned to iulli, I'm not sure. It seems that the backtesting data changed. Here's a thought. Take a backtest/optimization. Go to the experts/files and back up the initial files. Rerun the optimization. Compare.
Old Dog with New Tricks
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Ronald Raygun replied Aug 10, 2010The formula is reward / risk. So 2 in your example.
Old Dog with New Tricks
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Ronald Raygun replied Aug 10, 2010I'm not sure how good of a programmer you are, but you can have a second EA read the optimized settings in the experts/files folder created by the original EA. Then you can weight up or down.
Old Dog with New Tricks
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Ronald Raygun replied Aug 10, 2010You lost me. What's the point of your modification? Why not just increase the win rate and decrease the risk reward?
Old Dog with New Tricks