Discusión Gerard Ngawati - Marty (slpanda)

Miembro desde Jul 31, 2017 posts 38

Nov 14, 2017 at 07:46

Miembro desde Jul 31, 2017 posts 38

Will do a yearly optimisation on all 28 pairs over 3 years with tick data. It takes 2:17 minutes per pass, so it will take around 3 weeks. With only small changes.

slowlikepanda@

slpanda

Miembro desde Jul 31, 2017 posts 38

Nov 14, 2017 at 07:46

Miembro desde Jul 31, 2017 posts 38

Even though its trading more pairs its actually safer if the is no highly volitle news.

slowlikepanda@

slpanda

Miembro desde Jul 31, 2017 posts 38

Nov 14, 2017 at 07:47

Miembro desde Jul 31, 2017 posts 38

once 3 years optimisation is done I will do a walk forward between the default set and the optimised set. If the optimised set wins I will use it.

slowlikepanda@

slpanda

Miembro desde Jul 31, 2017 posts 38

Nov 14, 2017 at 07:47

Miembro desde Jul 31, 2017 posts 38

Dont know why this system is only 20% drawdown, I though it was at least 32 percent. So far.

slowlikepanda@

slpanda

Miembro desde Jul 31, 2017 posts 38

Nov 16, 2017 at 07:46

Miembro desde Jul 31, 2017 posts 38

Testing on test system now, will see if it works but to be honest the balance is too low, but dont want to risk to much yet. Also cent acccounts are fulll of crap, at least the one I tested on, the spread was supper hih and on a minute chart was way off IC markets. I had to maually trade it back into profit. I suppose it was only 100USD but still.

slowlikepanda@

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