Information
Username: | mparama |
Member since: | 11 Oct 2016 |
Last login: | 17 May 2024 |
Status: | Active |
Activity
Where | Created | Comments |
---|---|---|
Algorithms | 12 | 6 |
Forum Topics | 13 | 34 |
Jobs | 0 | 0 |
About
Last Algorithm Comments
Hi Astevani,
thanks for the bot !
Actually in the last backtest with the suggested parameters , same period, it gives me the same result as yours.
Testing it OutSample it does'nt work which means that the parameters are overfitted.
2 years test is not enough you should test it for minimum 5 years.
Setting the Backtest and Optimization you should put the Commission to 50 and the spread to minimum 2 pips as you should reduce the impact of Slippage on real. With these settings in the same period the result is negative.
I think that this bot in optimization will produce allways overfitted results as there are too many parameters which means that when you backtest it OutSample will produce drastically different results.
Dear Waxy,
thanks a lot for good job !
I think you should have a look to:
//FirstExecute Order - the Stop Mode
if (Symbol.Ask <= _LongPrice && _LongX == 0 && _LCurrentTries < _MaxTries && !_LModeL)
ExecuteMarketOrder(TradeType.Buy, Symbol, _LVolume, _LLabel, SLoss, TakeProfit);........
should be: PlaceStopOrder(TradeType.Buy, Symbol, _SVolume, _LongPrice, _SLabel, SLoss, TakeProfit);
//Execute Order - Limit Mode
if (Symbol.Ask >= _LongPrice && _LongLX == 0 && _LCurrentTries < _MaxTries && _LModeL)
{
PlaceLimitOrder(TradeType.Buy, Symbol, _LVolume, _LongPrice, _LLabel, SLoss, TakeProfit);
...........
and so with the Sell mode
...Stop Loss not working !!!
Please anyone can fix it ???
Hi GoldnOil750,
first at all thanks a lot for the code.
One I have copied tha code under the images when I try to save it in cAlgo piattaform gives me the follows error: (it dont find the Metadates....how can i download them.....!!!
Error CS0006: Impossibile trovare il file di metadati 'c:\users\mparamagigi\documents\calgo\excel packages\linqtoexcel.1.10.1\lib\linqtoexcel.dll'
Error CS0006: Impossibile trovare il file di metadati 'c:\users\mparamagigi\documents\calgo\excel packages\linqtoexcel.1.10.1\lib\remotion.data.linq.dll'
Error CS0006: Impossibile trovare il file di metadati 'c:\users\mparamagigi\documents\calgo\excel packages\linqtoexcel.1.10.1\lib\remotion.dll'
Error CS0006: Impossibile trovare il file di metadati 'c:\users\mparamagigi\documents\calgo\excel packages\linqtoexcel.1.10.1\lib\remotion.interfaces.dll'
test