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Search: Posts Made By: kevinkdog
Forum: EasyLanguage Programming August 24th, 2022, 12:04 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Average time in trade in 8 days. 12 days for...

Average time in trade in 8 days. 12 days for winners, 5 days for losers.
Forum: EasyLanguage Programming August 24th, 2022, 11:44 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
Let's say you are looking at a breakout system,...

Let's say you are looking at a breakout system, buying when X day high is hit, selling short when X day low is hit.

X is a variable length you choose, and you look at a 5 day, 10 day, 15 day, etc....
Forum: EasyLanguage Programming August 24th, 2022, 09:10 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
Nothing wrong with dynamic values. Sometimes...

Nothing wrong with dynamic values. Sometimes better, sometimes not, but worth testing. Normally, I do walkforward testing, so the parameters can become dynamic from that process.

For the 65...
Forum: EasyLanguage Programming August 23rd, 2022, 07:01 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Guilty! Might be why I algo trade...

Guilty! Might be why I algo trade...
Forum: EasyLanguage Programming August 23rd, 2022, 01:25 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
WOW, that is really, really cool JB! I am glad I...

WOW, that is really, really cool JB! I am glad I could help, but I know most of it is due to your determination. I just helped you get on track.

Hope you can join me and everyone else in...
Forum: EasyLanguage Programming August 23rd, 2022, 12:00 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
I forgot I said this on Page 2 regarding...

I forgot I said this on Page 2 regarding optimization:

I did not do optimization of this, all values were a "best guess." Initial data was 02/2010 to 06/2019.

From June 2019- Jan 2022 (2.5...
Forum: EasyLanguage Programming August 23rd, 2022, 11:34 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
1. SetDollartrailing and SetPercentTrailing are...

1. SetDollartrailing and SetPercentTrailing are only accurate with tick data (as part of Look Inside Bar Backtesting), so if you run backtest for more than 6 months (the TS limit for tick data...
Forum: EasyLanguage Programming August 23rd, 2022, 11:34 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
No optimization at all, just a guess based on my...

No optimization at all, just a guess based on my experience. I like longer lookback periods (65 bars is roughly 3 months), $3K is a big stop but smaller stops usually get hit too much, and I like...
Forum: EasyLanguage Programming August 23rd, 2022, 10:43 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
I know I said I would not post in this thread any...

I know I said I would not post in this thread any longer, but I will answer questions about this strategy, if there is any interest...

I assume you are talking about this strategy


...
Forum: EasyLanguage Programming August 16th, 2022, 07:44 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Yikes! Never intended to make this a battle,...

Yikes! Never intended to make this a battle, just wanted to clarify some points.

Sorry to all if it seemed like a battle. I probably should not have posted this full strategy in the first place....
Forum: EasyLanguage Programming August 16th, 2022, 07:21 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Agreed with ADX condition (original): ...

Agreed

with ADX condition (original): $49520 NP, 52 trades
without ADX condition: $47900 NP, 54 trades


Essentially, the ADX condition does nothing.

Once I test, I don't go back and make...
Forum: EasyLanguage Programming August 15th, 2022, 01:52 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Here is what I mean: Version 1: the strategy...

Here is what I mean:

Version 1: the strategy and results I show

Version 2: the trailing stop strategy you create, whether or not you do any parameter optimizing


If you compare Versions 1...
Forum: EasyLanguage Programming August 15th, 2022, 11:46 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
Bummer you lost the results, because you seemed...

Bummer you lost the results, because you seemed pretty upbeat and confident that you did better than what I showed.


Oh well


I would not test it on Daily Crude, because if you do better than...
Forum: EasyLanguage Programming August 15th, 2022, 09:55 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
I'm confused, I thought you said you did not...

I'm confused, I thought you said you did not optimize anything with your trailing stop, and that your results were "much better." Now it sounds like you tested a few variations, and 20% worked...
Forum: EasyLanguage Programming August 14th, 2022, 08:59 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
I was going to try to an equity curve for you,...

I was going to try to an equity curve for you, but I do not have the functions in your trailing stop code:

_szHIHILOLO

_szFormatDate
Forum: EasyLanguage Programming August 14th, 2022, 08:49 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Gotcha. Problem will be you don't have years of...

Gotcha. Problem will be you don't have years of tick data to backtest.




I see that too, and as long as you did not optimize the settings, you do avoid some of the danger in switching exits. ...
Forum: EasyLanguage Programming August 14th, 2022, 04:47 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
How many years did you test for? Can you show...

How many years did you test for? Can you show equity curve?




This equity curve. Is this the strategy we are talking about? What made you look at this and say "this has to be improved?"
...
Forum: EasyLanguage Programming August 14th, 2022, 03:25 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
Thanks for sharing. How many of those inputs did...

Thanks for sharing. How many of those inputs did you optimize to get a better curve?

I'm curious, for the strategy I gave, what did you see that made you want to make it better?

I should also...
Forum: EasyLanguage Programming August 14th, 2022, 01:28 PM
Replies: 119
Views: 22,244
Posted By kevinkdog
A better backtest is not the end goal here. ...

A better backtest is not the end goal here.

But feel free to share your trailing stop code if you want (I hope it is not setdollartrailing or setperecenttrailing).
Forum: EasyLanguage Programming August 14th, 2022, 09:52 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
If the previous bar close-close[65] was less than...

If the previous bar close-close[65] was less than 0, and now the current bar close-close[65] is greater than 0, that is a cross above 0.

stopl=3000 and profit target=1.5*3000 = 4500, but these are...
Forum: EasyLanguage Programming August 14th, 2022, 07:18 AM
Replies: 119
Views: 22,244
Posted By kevinkdog
Free, but many people do not like the only...

Free, but many people do not like the only roughly 12 trades per year... Flat periods are just sitting on your hands...

https://nexusfi.com/attachment.php?attachmentid=326374
...
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