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Re: Lapsa's very own thread [Re: Lapsa] #484274
09/28/21 23:07
09/28/21 23:07
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
got an old Toshiba laptop with an Arch Linux running on top of it

took awhile but I've managed to run Zorro via Wine on it successfully

fails to play those lovely sound notifications though

https://freesound.org/people/andrewweathers/sounds/25423/
https://freesound.org/people/dpren/sounds/248143/
https://freesound.org/people/phatcorns/sounds/250104/

---------------

weirdly requires manual creation of Cache folder

and sadly - eventually stops working in an hour or so

but it did open and close a (successful!) trade

Last edited by Lapsa; 09/30/21 19:13.
Re: Lapsa's very own thread [Re: Lapsa] #484275
09/29/21 01:39
09/29/21 01:39
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
with all-in compounding $5k

Quote

Monte Carlo Analysis... Median AR 233%
Win 47545$ MI 12061$ DD 9470$ Capital 7335$
Trades 1791 Win 60.1% Avg +19.8p Bars 88
CAGR 128676.60% PF 1.23 SR 0.00 UI 0% R2 1.00


sometimes worth taking a look at those cute numbers

Re: Lapsa's very own thread [Re: Lapsa] #484291
10/01/21 00:25
10/01/21 00:25
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
some probably quite useless thoughts...

when it comes to crypto, I think the best strategy is to work on really short periods of time

what I mean is - most of the indicators should be very short sighted

like 3m, 5m, 9m even 2m. perhaps some high pass filtering on 20m, 30m

1. spam confirmations. as indicators are shortsighted - they are likely to align.
indicator combinations yield much more precise control over entries / exits

2. use something trend following like Ehler's even better sinewave to avoid whipsaws.
alternatively - some form of "throttling". like RSIS trick I described.
falling MMI on (!) 4m also qualifies

3. rely on trailing stops and do set a (quite loose) stop loss

4. favor priceClose() over price(). do test both though.
some indicators tend to be more strategic than tactical by their intrinsic nature

5. occasionally - some roofing, filtering, windowing, smoothing can be a game changer

6. favor steadily raising equity curve over flat one with spikes during black swans.
do make sure algo would have survived those in past

7. any change affects everything. rules can become obsolete, hindering, improvable.
parameter optimization can be helpful but it can also lead you astray

Re: Lapsa's very own thread [Re: Lapsa] #484292
10/01/21 00:29
10/01/21 00:29
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
in other news:

did notice that Zorro via Wine suddenly shows up (surprisingly high) Sharpe Ratio on test runs

not sure what's up with that

always damn zero on Win10

Last edited by Lapsa; 10/01/21 00:33.
Re: Lapsa's very own thread [Re: Lapsa] #484372
10/17/21 10:58
10/17/21 10:58
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
still around, tuning my indicator soup, slowly scaling up

zero to hero porn:

[Linked Image]

Re: Lapsa's very own thread [Re: Lapsa] #484383
Yesterday at 21:09
Yesterday at 21:09
Joined: Aug 2021
Posts: 76
L
Lapsa Online OP
Junior Member
Lapsa  Online OP
Junior Member
L

Joined: Aug 2021
Posts: 76
day in profits

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