Santa High Frequency Strategy (ver. 2) Not running

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High Frequency trading during low volume hours

Ganan/Pérd dinámicas acumuladas

Periodo seleccionado: 01.12.2012 - 31.12.2012

Full Stats

Posiciones (puntos): - (-)
Desempeño, $ (puntos): 186,50K$ (-)
Drawdown, % (puntos): 0% (-)
Bonuses: 35
Average Profit Trade: 0,00K$
Average Loss Trade: 0$
Factor de Beneficio: 0,00K
Número de operaciones: 70
Volumen negociado: 0,00M$
JohnTrevor4 avatar

Hi, in the Money Management part of your code, instead of using 100% of my leverage to trade, how can I use only 80%? Do I just change the IntialRisk and EqAtRisk values to 8? Sorry, Im new to programming and I couldnt find any info about this online.

pipscity avatar
pipscity 16 Dic

Hi John, thanks for downloading the strategy, i am using a fixed lot size of 4, check for the line saying: return(4); in the getlot() proc.
If i got time i will clean the code, i have not done any kind of backtesting on that strategy so do dont know how good it is, if you are going to run some testing let me know the result.

foxybaby avatar
foxybaby 17 Dic

Hi, I see that your stoploss is 75, which seems very high. If you add the line: @Configurable("Take Profit") just before the definition of profitLimit:
public int profitLimit=7; /* 5 et 75 */ it is possible to do some testing with optimization. Doing so, is looks like the profit with differerent stoploss/takeprofit levels would increase (e.g tp=7 (instead of 5); stoploss=25 (instead of 75). What do you think?

pipscity avatar
pipscity 20 Dic

i am aware of the optimization parameter, i have just developed that strategy very quickly (one hour max) so did not have time to test anything. I have been working on my manual trading skills all year long but might go back to programming if you got time to carry out some testing let me know we can always collaborate... I am using a SL of 75 mainly because this is a contest and i am trying to get only green trades. For live trading 7/25 sounds better but the strategy would need to be changed (opening condition, time of trading and London Opening management) i guess.

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