Disliked{quote} I have a dozen+ trailing SL and TP studies disabled. Deleted those also?Ignored
The Journ(ey)al of a Lazy Trader 0 replies
mt4 read only password question 2 replies
"Read only view" on Metatrader 10 replies
Disliked{quote} Great, now that we have the signal isolated the testing can begin. Now, i know u dislike TP, BE, SL and all that conventional stuff, but bear with me. Run a single week backtest with the following parameters: -single entry -single contract -Hard TP @ +16 -Hard SL @ -16 -No BE or other trade management -Trade only your session NYO+X The +16/-16 are just a multiple of the range bar size, feel free to increment to 24,32,40 if visually that makes more sense. Is this doable? I know its basic, but the fun comes later, not now. Edit: this is not...Ignored
Disliked{quote} Done with all the deletes. running a quick test to ensure everything works and then with these settings.Ignored
Disliked{quote} still freezing. I have also seen this "waiting to reconnect" yellow appear many times when it freezes. I am running two instances of sierra. first one has nothing running (it's for live manual trading if/when) and it does not disconnect at all. EDIT: got rid of second instance of Sierra.... still freezing at 5 speed running in tick mode. This time it does not even go past few bars. It freezes right away. {image} {image}Ignored
Disliked{quote} I think (and hope) my freezing issue is related to this finding.... under Chart settings, intraday tick data can only go upto 90 days with Sierra. so start date of tick based testing CANNOT be before 2/25. It has to be between 2/25 and 4/25. I recall Nick something in some previous posts. Could this be the reason nick? I try to change the date to 1/1 and it reverts back to 2/25 as start date. Tick based replay is running fine but still super slow even at speed 30. Sierra freezes by design if the chosen speed is higher but support tells me...Ignored
DislikedI have given up on Tick based backtesting. Either it freezes or I get disconnect from data service error. Waste of time really.... even if I am testing for just one week. Attaching results of my chosen strategy (thus far) with trading just first 15 mins from open of NYSE with 1 contract and 16T TP and 16T SL (as suggested) using standard market replay. A few ticks of variance but that's ok. Date Range: 4/22 - 4/26 (last week) with timestop exit at 9:45amET 1R= Net -93Ticks 2R = Net -67Ticks 3R =- net -126Ticks 4R = net -78 ticks 10R = net -113T...Ignored
Disliked{quote} Date Range: 4/22 - 4/26 (last week) Time Window: 9:30 - Noon ET (TimeStop at Noon) (2.5 hours of trading window) SL=16T, TP=16T 10R= Net 116Ticks (SL=16T, TP=160T on 8T range bar {image}Ignored
Disliked{quote} Next: Running everything the same way but using Daily Goal of 160T (10R) to STOP Trading instead of using time stop. Let's see... {image}Ignored
Disliked{quote} Good work V... enjoying my Sunday as well, but will come back after market close tomorrow.Ignored
DislikedV, I commend you for not deploying your algo, since you are not yet satisfied with its results. I see quite a bit of frustration in your posts above, which is actually a positive sign because it indicates you are pushing forward. Keep pushing forward, its the only way, you know very well what waits for you on the other side. Writing you a specific post pointing to some overlooked consideration that would help nudge you over this current speed-bump would ideally be my intention. However, as you are surely aware, your research, system, and coding...Ignored
Disliked{quote} I re-read this post and actually it is quite in-depth so thanks for sharing. If I were to share every element of each strategy, it is far simplistic than the impression I have given thru this journey. Each entry signal strategy formula is just 2-3 lines of code based on some very basic and sensible logic and tools. Majority of my work and effort went into building an OC framework which acts as a visual aid as well as a qualifier of edge determination. Just a peek at it is enough for tell me if I should proceed with the setup or not. It acts...Ignored
Disliked{quote} Edge(s) exist all over the place. Pick one; and execute it well; and you have a system. {image}Ignored
Disliked{quote} I have yet to attempt any MM yet.. just one trade and one contract so far in all my design and testing. As I have said for past decade or so... trend is my only friend so agree but I view edge to be far more than just following it. All the algos I have so far try to catch the trend... even at reversal points :- {image}Ignored
Disliked{quote} Vee, allocate small capital; something that you are willing to lose (I call it hawker money, or full body massage money). start trading live; and your psychology and confidence will change a lot. you will advance faster than you are with demo account. trading is never comfortable. while in a position; you will always get some stress; until you become pro, and let it go. https://www.youtube.com/watch?v=ke8ch4L6UBUIgnored
Disliked{quote} full body massage money is too little. you need an "escort for a night" deposit to protect you against volatility. Otherwise it'd be a shot in the dark hoping to get 1 or 2 trades accurate.Ignored