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Re: Lapsa's very own thread [Re: Lapsa] #484405
10/22/21 19:52
10/22/21 19:52
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Posts: 237
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Lapsa Offline OP
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@Grant

Nope... Specifically installed Win7 on laptop.

Currently seems to be running fine.

Need to collect more data indeed.

Re: Lapsa's very own thread [Re: Lapsa] #484406
10/22/21 20:02
10/22/21 20:02
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Lapsa Offline OP
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This is what I'm running live (scaled up).

I do expect it to at least break even.

Quote

Lots=10;
StartDate = 20210501;
EndDate = 20211231;


Quote

Test: foxer MATICUSDT 2021
Monte Carlo Analysis... Median AR 825%
Win 103$ MI 18.03$ DD 4.44$ Capital 22.82$
Trades 2135 Win 59.6% Avg +48.5p Bars 102
AR 949% PF 1.50 SR 7.76 UI 1% R2 0.00


And I sort of like this bit:

Quote

divergence != 8


It's possible to enable hedge mode on Binance.
Although unsure if I want to.

Last edited by Lapsa; 10/22/21 20:03.
Re: Lapsa's very own thread [Re: Lapsa] #484409
10/23/21 09:06
10/23/21 09:06
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Lapsa Offline OP
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Guess I panicked too fast.

Whole thing is sensitive to starting point.

Max trades 1, reliance on trailing stops, perhaps some internet lags.

Whole thing is kind of bound to differ.

I guess it syncs up eventually? Will keep an eye.

Anyhow... Here's actual trade results:

[Linked Image]

That 6 in a row looks sweet.

Here's backtest:

[Linked Image]

Still doing cent trades...
Could pour in, but first - want an actual success not just paper trades and backtests.

Re: Lapsa's very own thread [Re: Lapsa] #484412
10/23/21 17:34
10/23/21 17:34
Joined: Aug 2017
Posts: 294
Netherlands
G
Grant Offline
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Grant  Offline
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Posts: 294
Netherlands
This is interesting to observe. It just shows how hard it is to simulate trades in a realistic way, esp in an intraday scenario.
Not a knock on Zorro, because this is a true challenge that all platforms are dealing with.

Re: Lapsa's very own thread [Re: Lapsa] #484414
10/23/21 18:31
10/23/21 18:31
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Lapsa Offline OP
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broke 1k % barrier

Quote

Test: foxer MATICUSDT 2021
Monte Carlo Analysis... Median AR 909%
Win 109$ MI 18.95$ DD 4.12$ Capital 22.01$
Trades 2144 Win 59.6% Avg +50.9p Bars 102
AR 1033% PF 1.53 SR 8.16 UI 1% R2 0.00


day likely to end in profits

Last edited by Lapsa; 10/23/21 18:33.
Re: Lapsa's very own thread [Re: Lapsa] #484419
10/24/21 08:43
10/24/21 08:43
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Lapsa Offline OP
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I mean - if it would consistently pull out days like these:

[Linked Image]

could afford to buy a house in couple months

Re: Lapsa's very own thread [Re: Lapsa] #484428
10/24/21 18:06
10/24/21 18:06
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Lapsa Offline OP
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more squeezing

Quote

foxer compiling................
Test: foxer MATICUSDT 2021
Monte Carlo Analysis... Median AR 1049%
Win 122$ MI 20.93$ DD 4.12$ Capital 21.97$
Trades 2127 Win 59.6% Avg +57.1p Bars 105
AR 1143% PF 1.61 SR 9.02 UI 1% R2 0.00

Re: Lapsa's very own thread [Re: Lapsa] #484442
10/26/21 07:39
10/26/21 07:39
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Lapsa Offline OP
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scaled up, took losses

what's the point of such PF if it's unstable

anyhow... got some revelations

algo gonna get some major reconstructions

Re: Lapsa's very own thread [Re: Lapsa] #484468
10/27/21 20:54
10/27/21 20:54
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Lapsa Offline OP
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did attempt to reconstruct. found some new observations

equity curve looked worse - can't argue with data.
ended up improving existing one

broke even from weekend losses and got into new ones cause of own mistake.
there's a disaster waiting if you try to trade close to margin

still learning...

Re: Lapsa's very own thread [Re: Lapsa] #484470
10/28/21 01:35
10/28/21 01:35
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Posts: 237
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Lapsa Offline OP
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Posts: 237
Quote

Test: foxer MATICUSDT 2021
Monte Carlo Analysis... Median AR 1130%
Win 133$ MI 22.45$ DD 4.12$ Capital 21.88$
Trades 2084 Win 60.3% Avg +63.7p Bars 109
AR 1232% PF 1.68 SR 9.68 UI 1% R2 0.00



with silly `Lots = max(50, Balance);`

Quote

Test: foxer MATICUSDT 2021
Monte Carlo Analysis... Median AR 124%
Win 1515868$ MI 256543$ DD 378716$ Capital 2856496$
Trades 2084 Win 60.3% Avg +63.7p Bars 109
AR 108% PF 1.19 SR 2.65 UI 7% R2 0.58


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