TradeMingZhi
26 Jun 2023, 05:32

RE:

firemyst said:

JSON works perfectly with cAlgo. I use it in all my bots for saving states.

I'm using the NewtonSoft json package in Visual Studio.

You haven't stated anything on how you have your VS configured (if you're using it), nor any sample code reproducing your issue.

 

It simply says package "netwonsoft.json" is not supported, same thing with entityframework. so i reckon its blocked due to some reason. i am running .Net6.0, but i already removed these packages, i resorted to saving notepad files separated by random characters ;(

TradeMingZhi
08 Nov 2021, 16:36 ( Updated at: 08 Nov 2021, 16:37 )

RE:

PanagiotisCharalampous said:

Hi Quant_Vs_Market,

If you are using limit orders or any other logic that depends on tick data information for execution, it is not advisable to use any datasource other than tick data. The resuls will be inacurrate no matter what convention we use for the execution. 

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

I know but for my purposes it would be accurate enough since i place trades not that frequently and would make backtesting so much faster which is better in my opinion to find strategies faster rather than optimised a bit more.

may have to code my own backtesting engine then =/

TradeMingZhi
08 Nov 2021, 15:11

RE:

PanagiotisCharalampous said:

Hi Quant_Vs_Market,

Can you please provide us with the cBot source code? Please also check if this happens when backtesting using tick data instead.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

can't give source code and yes on tickdata it works fine. because:

Limit orders are only filled by Bid/Ask Of last tick or 1 min open if you're using 1 min data source.

Whereas TakeProfit orders logic takes into account max price a bar was minus spread so these are way more accurate for backtesting.

Backtesting would be sooo much more efficient and faster if it just accounted for max prices instead of looking at open Bid/Ask, basically just use same code as TakeProfit has.

because if you had a open order it makes sense you would have been filled if price went there.

TradeMingZhi
06 Nov 2021, 19:27 ( Updated at: 21 Dec 2023, 09:22 )

even if there is no buy position at all, and only the sell order it dosen't get filled??? wtf

Take profit can't be processed differently than a limit order obviously something is broken.

TradeMingZhi
06 Nov 2021, 19:06

on 0 spread result is the same lol

TradeMingZhi
28 May 2019, 16:00

RE:

Panagiotis Charalampous said:

Hi wisegprs,

We will check this but it seems to be just a rounding issue. I don't think it will affect your results.

Best Regards,

Panagiotis

So was It my fault?

TradeMingZhi
27 May 2019, 17:54

RE:

Panagiotis Charalampous said:

Hi wisegprs,

We will check this but it seems to be just a rounding issue. I don't think it will affect your results.

Best Regards,

Panagiotis

Yeah I can run that fine, just minor inconvienece for saving parameters also I like to have things perfect =)

TradeMingZhi
27 May 2019, 17:51

.

TradeMingZhi
27 May 2019, 17:49

This tilted me for good 2-3 hours now im almost certain its not my fault.

Try running that optimisation, and some parameters will have -0.0000000001 for no reason

I can't declare parameters readonly, also using static does not help.

TradeMingZhi
17 May 2019, 02:36

RE:

wisegprs said:

I have researched into genetic algorithyms and some of the things weren't clarified in the articles.

 

1) If for example we have 0 or empty fitness, is that better than minus criteria? or is 0 ignored as it didn't do anything?

or still it can be used for genetic breeding?

 

2) If best fitness result we have is -1000 fitness or any other negative number, does the system try to breed better pairs with is since it is the best available result? or it won't breed because its negative and will look for random combinations instead?

negative fitness results?

TradeMingZhi
08 Apr 2019, 22:32

RE: RE:

FireMyst said:

wisegprs said:

Just posting this here make you guys aware that even 1000-3000 sample size may not be enough. test your algos in multiple symbols to confirm it works. Generally I don't think there should be a difference in settings between symbols. if it works in 1 symbol but dosen't work in 4 other symbols propably means this sim out of 10000+ you ran propably got lucky gambling at these paricular market conditions.

...

Let me know what you guys think.

 

My algos have generally been successful, but they need 'tweaks' between symbols because every symbol has its own 'personality' if you will. 

For instance, in one algo I set a trailing stop loss using the ATR. For one Forex pair that tends to fluctuate a lot, I have this set to a higher number (21); for another Forex pair that doesn't move much, I have to keep it at a lower number (around 8). If I were to set the latter pair to a higher number (like 21 instead of 8), backtesting shows I incur HUGE losses; keeping it low keeps me in profit over the longer run.

However, the algos aren't fool-proof.

Every month I run through back-testing to see that they're stil performing relatively the same, or if the symbol's 'personality' has changed, adjusting the settings accordingly.

Yeah that makes sense, I reckon if you really wanted to nerd it out a bit maybe you could find relation between historical volatility and your stop loss/ profit distances :)

Would you mind sharing your backtest profit graph from 2011? that would motivate me more perhaps!

Thanks

TradeMingZhi
02 Apr 2019, 20:44

while some other cores ran at 5-10%

TradeMingZhi
02 Apr 2019, 20:40

Could also set it to run 10 simulations on 1 thread instead of 1, Looking into if I can split my threads into smaller multiples now as max 1 thread usage i saw was about 25%

TradeMingZhi
02 Apr 2019, 20:00

Perhaps the tick data is not loaded onto the ram? and is being read from the hard drive?

TradeMingZhi
02 Apr 2019, 17:19

sent

TradeMingZhi
02 Apr 2019, 17:11

I assume you can see my email as an admin?

TradeMingZhi
02 Apr 2019, 17:05

I can privately, email me your telegram, or your email.

TradeMingZhi
02 Apr 2019, 16:46

add remove post button ¯\_(ツ)_/¯

TradeMingZhi
02 Apr 2019, 16:45 ( Updated at: 21 Dec 2023, 09:21 )

Picture is blurry for some reason when uploaded to the server trying link instead.

TradeMingZhi
01 Apr 2019, 00:16

Nice update! When will this be in non-beta? my Ctrader isn't showing any updates yet.

is vanishing stop loss glitch fixed btw?