Gamestudio Links
Zorro Links
Newest Posts
myTMF - how to organize
by Grat. 01/23/21 17:57
Problem with Date in .t8 files
by pieran. 01/23/21 14:14
plot dash within bar
by TedMar. 01/22/21 00:36
Detrend = TRADES
by MMK. 01/21/21 09:37
Moving Average crossover
by Figurehunter. 01/20/21 21:46
AUM Magazine
Latest Screens
Scheherazade's Journey
Paradox Vector
The Space Between
Pogostuck: Rage With Your Friends
Who's Online Now
9 registered members (Quad, Eagle, Hajoha, kalmar, AndrewAMD, 3run, hast29, Dooley, 1 invisible), 497 guests, and 1 spider.
Key: Admin, Global Mod, Mod
Newest Members
pieran, Hajoha, minimeken, TraderTom, copernico
18576 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 20 of 20 1 2 18 19 20
Re: One Night Stand System [Re: RTG] #461028
07/22/16 23:20
07/22/16 23:20
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
If I knew how to handle Ehlers filter I would write profitable strategies. laugh But wasn't Ehlers the guy with the cycles? You can use him also to find out the best MA?

I don't know if another MA is needed - the result is improved if you use an individual period length per asset. Here I choose optimize(200,10,300,10) for a SMA (and used EntryTime=5) from 2009 to 2015:

Code:
Asset	SMA	PF	W/L
EUR/CHF	220	2,13	47/74
EUR/AUD	90	1,51	84/141
EUR/JPY	110	1,48	86/151
AUD/JPY	80	1,46	87/120
USD/JPY	280	1,46	86/106
EUR/USD	30	1,45	80/137
AUD/CHF	30	1,34	82/121
USD/CHF	50	1,3	84/114
CHF/JPY	80	1,29	81/135
XAGUSD	30	1,29	55/80
GBP/JPY	120	1,21	79/164
EUR/NZD	240	1,18	60/188
XAUUSD	281	1,17	6/240
NZD/JPY	30	1,14	79/118
USD/CAD	230	1,12	73/115
GER30	160	1,11	47/180
NAS100	240	1,11	52/58
AUD/USD	280	1,09	77/127
EUR/CAD	40	1,09	72/158
CAD/CHF	190	1,07	75/121
CAD/JPY	100	1,06	71/131
US30	270	1,06	56/181
GBP/CHF	250	1,05	73/156
NZD/CHF	280	1,05	71/105
AUD/CAD	280	1,03	77/112
SPX500	260	1,01	51/211
AUD/NZD	80	0,97	81/128
GBP/NZD	130	0,97	46/214
EUR/GBP	40	0,94	65/84
GBP/AUD	50	0,93	64/188
GBP/USD	100	0,88	68/169
NZD/USD	170	0,88	80/138
USOil 	110	0,8	35/191
NZD/CAD	100	0,79	77/120
GBP/CAD	29	0,76	48/185
UK100	230	0,47	38/135


The EUR/CHF result might be slightly biased by the cap and the relation of W/L @XAUUSD looks strange: only 6 wins out of 246 trades and it was profitable at all! The reason for this was that the Stop in PIPs seems not to work with XAUUSD, if the trade wasn't profitable from the very beginning it has been stopped out immediately.

Re: One Night Stand System [Re: Sphin] #461037
07/23/16 05:19
07/23/16 05:19
Joined: Feb 2014
Posts: 172
R
RTG Offline OP
Member
RTG  Offline OP
Member
R

Joined: Feb 2014
Posts: 172
Two fills on my demo account for the ONS.

(USOil::S) Entry stop 44.44 hit at 07:05
[USOil::S6977] Short 1@44.44
(EUR/USD::S) Entry stop 1.0979 hit at 14:59
[EUR/USD::S9128] Short 103@1.0978 p
Weekend at 22.07. 20:00..........

Re: One Night Stand System [Re: RTG] #461088
07/25/16 01:27
07/25/16 01:27
Joined: Feb 2014
Posts: 172
R
RTG Offline OP
Member
RTG  Offline OP
Member
R

Joined: Feb 2014
Posts: 172
[Mon 25.07.16 00:05] 21548 +1764 +57 //''

Monday 25.07.16 Profit +1683$ ----
[EUR/USD::S9128] Cover 103@1.0972: +44.09 at 00:04
[USOil::S6977] Cover 1@44.30: +13.38 at 00:04

Re: One Night Stand System [Re: RTG] #463469
12/05/16 22:46
12/05/16 22:46
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Really long time ago when the last entries were made here, I still watch ONS running with more or less ... loss in total. This weekend was a disaster, first time a stop was hit, in EUR/JPY - okay trading EUR long seemed to be a bad idea in general referring to the Italian referendum. But I faced another problem:

Code:
[151: Fri 02.12.16 00:00]  0.84636
(EUR/USD::S) Short 200@1.0516 Entry stop
Weekend at 02.12. 20:00....................
Weekend ends at 04.12. 23:00
(EUR/USD::S) Entry stop 1.0516 hit at 23:22.
[EUR/USD::S8842] Short 200@1.0516 Risk 40$  at 23:21..



Because my EntryTime is default (1) I was astonished that the trade was still valid on Sunday night when the market continued, such trades are not intended. But I fear with default setting for Weekend (means 2) all prices that arrive until Monday 00:00 are counted to the Friday bar? If so setting Weekend to 1 expires trades on Friday (on a bar period of 1440)?

Re: One Night Stand System [Re: Sphin] #463479
12/06/16 15:51
12/06/16 15:51
Joined: Feb 2014
Posts: 172
R
RTG Offline OP
Member
RTG  Offline OP
Member
R

Joined: Feb 2014
Posts: 172
Mine took that hit too. I need to recover my hard drive to get the myfxbook account updated.

Re: One Night Stand System [Re: RTG] #482213
01/12/21 18:35
01/12/21 18:35
Joined: Sep 2020
Posts: 1
Derby, UK
A
aliswee Offline
Guest
aliswee  Offline
Guest
A

Joined: Sep 2020
Posts: 1
Derby, UK
Has anyone else tried to use this system. I have used the code and date ranges used here up to about 2016 but have found the results to be terrible?!

Page 20 of 20 1 2 18 19 20

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1