- Search Crypto Craft
- 255 Results
- yoriz replied Apr 7, 2024
In the meantime I changed the way I construct the portfolio. Instead of selecting the top 'x' best performing input parameters, I now compile a portfolio of strategies of which the Pearson correlation between any two is less then 0.5. This gives a ...
- yoriz replied Feb 12, 2024
I found this website that provides historical swap rates. I wrote a crawler to extract the information from the webpages and store them in CSV files you can open in your spreadsheet. file
- yoriz replied Jan 24, 2024
Below is a walk forward experiment on AUDCAD that creates and runs 5000 strategies in parallel where each of these strategies had their input parameters chosen randomly from these ranges: EntryHour = 1 .. 23 RandomSeed = 0 L1_TakeProfitPoints = 50 ...
- yoriz replied Jan 18, 2024
Dave, I actually wanted to stop putting energy into this thread, but I respect you so let me reply. My bad if the man is not a troll, but his communication style is certainly a bit "unusual". His first post came down to: "I did not read the thread, ...
- yoriz replied Jan 17, 2024
Thank you for your support, sharingan9, but just put him on the ignore-list as he is a troll here on FF. Just check the last two threads he started: one implying that real traders hedge and Martingale (yes, really!! And he is upset about my ...
- yoriz replied Jan 16, 2024
Everything ok at home? This is not curve fitting but measuring the statistical properties of a symbol. What are typical ranges prices move before they revert? That behavior seems to be fairly consistent throughout the years. So yes, the results do ...
- yoriz replied Jan 15, 2024
Thanks, glad you liked it! No, sorry. It uses several proprietary libraries I can not share. However, the logic is obviously very simple, so I am sure you can have a coder write it with little effort for a low fee.
- yoriz replied Jan 15, 2024
nubcake, you can't make very critical statements if you just "skimmed" the thread, as you call it. Please read the footnote on post #2. Then try it out yourself. Please read post #52.
- yoriz replied Jan 15, 2024
MT4? What year is this? ;-) Especially for testing and optimization it is really worthwhile to learn how to use MT5! It uses all cores of your CPU (that can be 8x or 16x faster optimizations!!), it will automatically load tick data from your broker ...
- yoriz replied Jan 13, 2024
Not sure what your plan is with this strategy. You will need additional logic for the cases the price does not reach your profit target and you end up in deep drawdown. If you are "lucky" and chose a tiny profit target like $1 you can sometimes ...
- yoriz replied Jan 11, 2024
What TP did you implement? Did you implement RR 1:1? OP wrote: "Money Management and profits can be improved using alternate exit criteria like pivots, Fibonacci, Parabolic SAR etc. Another exit strategy could be to TakeProfit if Price breaks back ...
- yoriz replied Jan 10, 2024
Well, I indeed stumbled on your interesting thread :-) In my thread "The Myth of Averaging" I experimented with random entries and controlled exits. You can indeed achieve a positive expectancy using Averaging Down (adding to losing positions): ...
- yoriz replied Jan 9, 2024
Glad to hear this was useful to you! Unfortunately this is not an easy job. You will need to create many instances of a Class that implements your strategy, each with different parameters. Then you will need to internally simulate virtual trades and ...
- yoriz replied Dec 18, 2023
And what does work, as you can see. Actually, exploring averaging was exactly what I wanted to find out in this thread, hence the title :-) Everyone has their own approach. Personally, what I like about EA backtesting is that you can try out many ...
- yoriz replied Nov 27, 2023
Interesting question. Please give it a try and let us know what you find? You can download the averaging up and down EAs from this thread.
- yoriz replied Nov 26, 2023
What I tried to check in this thread is to see whether averaging actually does anything useful. Of course a profitable strategy with an edge would be better. However, given that even the fully random strategy I tested can be profitable, this seems ...
- yoriz replied Nov 23, 2023
Please read again what you just quoted...
- yoriz replied Oct 10, 2023
I suspect you made logic error somewhere. You can always recreate the exact same net positions by closing positions instead of hedging. For an EA that is easy, for a human just hedging might be easier mentally, albeit at the cost of additional ...
- yoriz replied Oct 9, 2023
I just watched the YouTube from Chad you linked to, and now fully understand why you use hedging. There is a lot of bookkeeping needed to execute his strategy. Without an EA it is hard to do that correctly without hedging. Chad's approach is ...
- yoriz replied Oct 5, 2023
I wonder why many use hedging. You can always achieve the same effect by first closing positions and only opening trades in 1 direction, right? That way you save on commission and spread, and save margin/deposit load. For example Dave's example ...