Really nice work once again, Is there a difference between the backtester and the normal alerts code in $ SuPeR-RePaNoCHa $ [Alerts]. Because I am finding there is.
If I put the same settings in both alerts and backtester , The backtester is showing alerts on the chart that the normal alerts code isn't. Its been driving me nuts trying to get them to match with the same settings but there is something different. Eg the backtester shows TTShort on the chart and the normal code doesn't or shows it 3 bars down. Same for Longs/shorts at times.
Are you able to post the code for the backtester so I can just copy and paste it?
Thanks again :)
bpjs159
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Thanks! Amazing work... Could you open source this code?. There are several diferencies with the alerts version.
jclagrutta
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Hi @XaviZ The previous RePaNoCHa script was great! Is an open source available for this one?
mw8vsf4sd2
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Hello friend, I actually spent a lot of time studying your strategies. I found that you changed the concept secretly. This strategy is not profitable at all. 1. If you use take profit twice, it will be recorded as two transactions in the software. In fact, it is only one transaction, so the winning rate is only more than 70%. 2. The actual take profit is set based on personal settings, and your default profit for the second order is close to the limit, which is impossible to occur in real trading. This is the actual result based on warning observation. 3. Take my parameter adjustment real offer as an example: the statistical information in the trading software: the winning rate is 88.18%, the profit factor is 2.239, the maximum transaction loss is 9.19, and the average transaction profit is 0.46%. In the actual transaction, the profit is 0.5% each time. The success rate of the transaction is calculated based on two take-profits. The average losing transaction is 2.06%. Actual winning rate per trade = winning rate ^ 2 = 0.8818 ^ 2 ≈ 0.7787 (approximately 77.87%) Next, calculate the average trading result. Since each profit is 0.5%, the average trade profit is 0.46%, which means that the loss part should be negative. Assuming that the loss part is x%, then: 0.7787 * 0.5% - 0.2213 * x% = 0.46%. Solving this equation, we can find x ≈ -2.27%, that is, the average losing trade is -2.27%. Now, we can calculate the expected result per trade, taking into account the success rate of the two take-profits: Expected result per trade = (actual win rate per trade * profit per trade) + ((1 - actual win rate per trade) Winning rate of the transaction) * Average losing transaction) = (0.7787 * 0.5%) + (0.2213 * -2.27%)≈ 0.38935% - 0.501851%. It is expected that the result of each transaction is a negative number, which means that each transaction is a loss on average. .
PolTW
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Hi it's a nice strategy but anyone know why it don't work in timeframes like 1H or 45m ?
Incum
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Have anyone implement "TP only" with "QUANTITY TO CLOSE TP%" less than 100%? I get an incredible result and really want to implement this on real bot. I try to set tp quantity to 50% after testing, I track list of trades and found that the first order get stacked by 3 times. Why it gets 3 stacks should it be 2 because of 50%, and I don't know exactly on how to calculate the contracts size for each order.
Let say, if I set tp: 1%, close tp quantity: 50%, long only (1 USD)
first buy signal: buy 1USD -> TPL (profit 1%: sell 50% from first order) -> second buy signal: buy 1USD -> TPL2 (sell 50% that remain in first order and profit 1%: sell 50% from second order) -> so on ... (if close entry(s) close all orders)
Is the above flow correct? can anyone explain on how TPL works on this situation please
Incum
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@Incum, got it, after rearrange all orders it makes sense now xD
mw8vsf4sd2
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A known: 0.6% profit on each successful trade (using 50% of the position)
Loss 6.14% per failed trade (using 100% position) Failure rate 9.71% Total number of transactions 1000 times
Number of successes = total number of times x winning rate = 1000 x 90.29% = 902 times Number of failures = Total times x Failure rate = 1000 x 9.71% = 97 times The profit amount for each successful success = account amount x 0.6% x 50% position. Assume that the account amount is 10,000 yuan, then the profit for each successful success = 10,000 x 0.6% x 50% = 30 yuan Loss amount for each failure = Account amount x 6.14% x 100% position = 10000 x 6.14% x 100% = 614 yuan Total profit = number of successes x profit amount each time = 902 x 30 = 27060 yuan Total loss = number of failures x amount of loss each time = 97 x 614 = 59538 yuan Net profit = total profit - total loss = 27060 - 59538 = -32478 yuan To sum up, if there are 1,000 transactions, the expected net loss is about -32,478 yuan. This is the result I deduced based on your settings. I hope I am wrong. Please excuse me.
If I put the same settings in both alerts and backtester , The backtester is showing alerts on the chart that the normal alerts code isn't. Its been driving me nuts trying to get them to match with the same settings but there is something different. Eg the backtester shows TTShort on the chart and the normal code doesn't or shows it 3 bars down. Same for Longs/shorts at times.
Are you able to post the code for the backtester so I can just copy and paste it?
Thanks again :)