I have used all of the rules except for the profit & stop rules posted. I tried to incorporate them but when I did it made the results worse. This could of been however because of my poor coding. Anyway here is the code & results if anyone wants to play with it further without the profit & stop rules.
var *Price = series(priceClose()); var *EMA10 = series(EMA(Price,optimize(10,5,20))); var *EMA20 = series(EMA(Price,optimize(20,10,40))); var Stoch50 = Stoch(optimize(14,10,20),optimize(3,1,5),MAType_SMA,optimize(3,1,5),MAType_SMA);
static int crossed = 0; int Delay = optimize(3,1,5); if(crossOver(EMA10,EMA20)) crossed = Delay; else if(crossUnder(EMA10,EMA20)) crossed = -Delay;
Sorry for waking up an old thread, but I wanted to see if I could reproduce these results. I'm running with Zorro 1.58, I've copy pasted the code above, and I'm not seeing anywhere near the same equity curve.
Hi Pewi - since the English book version comes out soon, I've tested 2 weeks ago all the scripts with the latest Zorro version 1.58. You should get the same results as in the book, with some differences due to different trading costs.
Make sure you have Zorro version 1.58 and also the latest book scripts from the financial hacker website - a few things have been changed in the scripts.
@Dalla, I did not mean you, but it's the same in your case: Differences are usuaally caused by either different test periods, or by different trading costs. You can see that the curves are somewhat similar, only the profit is lower. I suppose that the result back in 2012 was based on no commission. Also the test periods look different and the default test/training split was probably different in that early version.
thanks for your quick reply. I will try with Zorro 1.58.
I am a little bit surprised that a relative short script like your optimized version of Huck's trend catcher depends so much of the Zorro version?
Also thanks for the tip with the updated book coming soon. Is there a german version planned also? I am not so familiar with english nor with such statistics nor with the special trading stuff that I am happy if at least the language barrier misses ...
BTW: Are there enough members for a german speaking sub forum?
The german book has been around for some time I think http://www.amazon.de/Das-B%C3%B6rsenhackerbuch-Finanziell-algorithmische-Handelssysteme/dp/1530310784
also with 1.58 I get for Huck's trend catcher and your optimized script only a result of 1.6k and not 16k as you (FXCM demo account). How can such a big difference happen?