tag:blogger.com,1999:blog-847353783015972405.post556413766362798165..comments2023-12-05T23:36:32.393+00:00Comments on ElectronicLocal: Successful Trading with an Algo Part 3Electronic Localhttp://www.blogger.com/profile/10539999419310383613noreply@blogger.comBlogger12125tag:blogger.com,1999:blog-847353783015972405.post-70468861647564491902012-07-10T05:08:24.148+01:002012-07-10T05:08:24.148+01:00Hi TB. Good to hear from you again. No, the algo w...Hi TB. Good to hear from you again. No, the algo works well with range bars, it's just a bit more profitable on some markets with the renkos with wicks.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-50617032425993079422012-07-09T21:51:31.763+01:002012-07-09T21:51:31.763+01:00EL - does the algo depend on renko bars or would y...EL - does the algo depend on renko bars or would you get the same or similar results using range bars?<br /><br />Thanks,<br />TBTrueBalancehttps://www.blogger.com/profile/03635470310934879563noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-14342287108118350262012-07-07T07:12:35.980+01:002012-07-07T07:12:35.980+01:00David, I had 4 winners, then a loser and then a wi...David, I had 4 winners, then a loser and then a winner. Sure I remember Tasminex. What about VAM.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-16166752420324585622012-07-06T18:35:33.692+01:002012-07-06T18:35:33.692+01:00Hey there Digger,
ESs algos very impressive. Can ...Hey there Digger,<br /><br />ESs algos very impressive. Can you confirm that I have got it right ,or at least close enough, that there were 9 consecutive winning trades today , 6th July? If not ,can you please confirm the number.<br /><br />Thanks, David<br /><br />BTW are you young enough to remember Tasminex, LOLAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-82173708650400701912012-07-03T13:29:38.109+01:002012-07-03T13:29:38.109+01:00Anon 12:43. Yes, I want to make the backtesting as...Anon 12:43. Yes, I want to make the backtesting as disadvantageous to me as possible because the real world will be not nearly as good. catching 50% of the profits of a backtested model is pretty good. I'm usually happy with less.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-13459158367353339862012-07-03T12:43:08.386+01:002012-07-03T12:43:08.386+01:00Do you have it set so that price must also pass th...Do you have it set so that price must also pass through your exits by 1 tick to guarantee closing the position?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-17135826450305841932012-07-03T06:15:08.008+01:002012-07-03T06:15:08.008+01:00DH, Gap between the Close and Open.DH, Gap between the Close and Open.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-90682238385460717652012-07-03T05:25:28.083+01:002012-07-03T05:25:28.083+01:00Anon 20:28 adjusted Renko. MultiCharts has a new w...Anon 20:28 adjusted Renko. MultiCharts has a new way of drawing renko bars with wicks and correct open.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-72996412052083770782012-07-02T22:34:58.948+01:002012-07-02T22:34:58.948+01:00Hi EL,
if a profit is set to 1 ES point or $50, ho...Hi EL,<br />if a profit is set to 1 ES point or $50, how can be the daily profit in onetrade days greater than $50 (04/03/2012, 18/03/2012...)?<br /><br />DHAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-48672007799744501162012-07-02T20:28:10.230+01:002012-07-02T20:28:10.230+01:00Great post EL. what periodicity do you use to get ...Great post EL. what periodicity do you use to get these results? I'm assuming range bars.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-50250247213231321652012-07-02T19:03:34.295+01:002012-07-02T19:03:34.295+01:00Kemo, they include $6 round trip commission per co...Kemo, they include $6 round trip commission per contract but not slippage as entries are limit orders and exits are stops that should not usually have slippage due to ES size on bid and ask. The walk forward analysis looks great too.Electronic Localhttps://www.blogger.com/profile/10539999419310383613noreply@blogger.comtag:blogger.com,1999:blog-847353783015972405.post-1059383410951493842012-07-02T18:57:06.161+01:002012-07-02T18:57:06.161+01:00The results look awesome! Are these figures adjust...The results look awesome! Are these figures adjusted for spread/commission? That's a good amount of trades and I've learned that results could easily be affected by such when the profit targets could be equal to or more than cost to play.Kemo A'akhuteranoreply@blogger.com