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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: 110
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Lapsa Online OP
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Lapsa  Online OP
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Joined: Aug 2021
Posts: 110
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: 110
L
Lapsa Online OP
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Lapsa  Online OP
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Joined: Aug 2021
Posts: 110
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: 110
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Lapsa Online OP
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Posts: 110
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: 110
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Lapsa Online OP
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Posts: 110
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: 110
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Lapsa Online OP
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Posts: 110
still around, tuning my indicator soup, slowly scaling up

zero to hero porn:

[Linked Image]

Re: Lapsa's very own thread [Re: Lapsa] #484383
10/18/21 21:09
10/18/21 21:09
Joined: Aug 2021
Posts: 110
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Lapsa Online OP
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Posts: 110
day in profits

Re: Lapsa's very own thread [Re: Lapsa] #484392
10/21/21 06:01
10/21/21 06:01
Joined: Aug 2021
Posts: 110
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Lapsa Online OP
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Posts: 110
day in losses

Re: Lapsa's very own thread [Re: Lapsa] #484396
10/21/21 14:52
10/21/21 14:52
Joined: Aug 2021
Posts: 110
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Lapsa Online OP
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Posts: 110
upgraded to Zorro v2.42

Sharpe Ratio is alive!!!111 woohoooooo!

Re: Lapsa's very own thread [Re: Lapsa] #484402
10/22/21 15:35
10/22/21 15:35
Joined: Aug 2021
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Lapsa Online OP
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Posts: 110
I wonder why backtest differs from actual trades.

Zorro just skipped 2 trades in last couple hours.

Makes whole thing sort of useless.

Re: Lapsa's very own thread [Re: Lapsa] #484404
10/22/21 19:10
10/22/21 19:10
Joined: Aug 2017
Posts: 70
Netherlands
G
Grant Offline
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Grant  Offline
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Joined: Aug 2017
Posts: 70
Netherlands
Are you still running Zorro in a Wine environment? This could be a problem.
So far, I only noticed some visual issues (like minimizing and then maximizing the Zorro window results in an unreadable screen and the current performance gets replaced by the bar counter when not being in a trade in test mode)

I would suggest to create a trade log with relevant variable values & broker calls (i.e. brokerCommand calls).

Last edited by Grant; 10/22/21 19:11.
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