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pipscity's strategy

Santa High Frequency Strategy

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High Frequency trading during low volume hours
Version: Date: Status: Description:
Rushing to the Line 24.06.2013 Not running ExtremeStrategy  Download
5 13.02.2013 Not running Trying to fix the issues...  Download
3 20.01.2013 Executed USD/RUB testing  Download
2 20.01.2013 Not running Month is over so just trying out something on the USD/RUB pair  Download
2 26.12.2012 Not running Cleaned Code and Reduced Risk as the Strategy is not working well during holiday seasoin  Download
1 02.12.2012 Executed High Frequency trading during low volume hours  Download
JohnTrevor4 avatar
JohnTrevor4 13 Dec.

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 Dec.

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 Dec.

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 Dec.

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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