Gerard Ngawati - Marty (slpanda) 討論

slpanda

會員從Jul 31, 2017開始 38帖子

Nov 14, 2017 at 07:46

會員從Jul 31, 2017開始 38帖子

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

會員從Jul 31, 2017開始 38帖子

Nov 14, 2017 at 07:46

會員從Jul 31, 2017開始 38帖子

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

slowlikepanda@

slpanda

會員從Jul 31, 2017開始 38帖子

Nov 14, 2017 at 07:47

會員從Jul 31, 2017開始 38帖子

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

會員從Jul 31, 2017開始 38帖子

Nov 14, 2017 at 07:47

會員從Jul 31, 2017開始 38帖子

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

slowlikepanda@

slpanda

會員從Jul 31, 2017開始 38帖子

Nov 16, 2017 at 07:46

會員從Jul 31, 2017開始 38帖子

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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Gerard Ngawati - Marty討論