Pannekoek
23 Aug 2015, 23:37

​Thanks for the suggestion. Unfortunately it won't let me add a reference because the project is listed as 'incompatible'.

Pannekoek
15 Oct 2014, 15:01

It's Pepperstone cAlgo v1.27.133. A two-year backtest with m1 data gives me a net of +507% on gold, with a spread set to random between 25-40 and a win-ratio of about 50% trading 100 Oz lots max. I have a few different settings derived from optimization but don't have access to all of them right now, but I had a ton of net winning passes.

A back-test on tick-data stops at -100% after 6 months, with a win-ratio of about 25%.

So yeah, being realistically the algo's logic is probably flawed in that it does not have a definitive edge, but it got me wondering on this discrepancy in back-testing results.

Pannekoek
15 Oct 2014, 00:48

Ok so I found the following topic:

/forum/calgo-support/3431

Is it possible to make an algo behave as if it were in m1 mode?

Pannekoek
04 Oct 2014, 15:18

In your OnStart method, you create a new variable  (rsi_m5) and assign the RSI indicator to it. Instead you should have used the "rsi" variable.

Pannekoek
24 Sep 2014, 22:23

Additional note. If I just use it as an indicator and change the MyTimeFrame variable, it does show up. However, it also does create a new bar on every new bar on the original time-frame, which is not desired.