Posted By: ytc
[HELP] Price Action Improvement - 03/01/17 06:43
Hi, I'm practicing the advise(PATTERN+FAST) function based on F.H.'s Oversampling.
I had tried several tests but didn't get any sound result(usually loss around 400p) for going further.
Those tests aimed for patterns with better predictive power. Things I had tried include(in combination)
1. modifying WFO training period from 0.5-5 years
2. oversampling from 2-6
3. adjusting PatternCount from 4-40
4. limiting trading period between UTC8-12 and other periods.
Could you give me any hint or advise to improve the fundamental performance of the system (without adding other filters or complicated things)?
I had tried several tests but didn't get any sound result(usually loss around 400p) for going further.
Those tests aimed for patterns with better predictive power. Things I had tried include(in combination)
1. modifying WFO training period from 0.5-5 years
2. oversampling from 2-6
3. adjusting PatternCount from 4-40
4. limiting trading period between UTC8-12 and other periods.
Could you give me any hint or advise to improve the fundamental performance of the system (without adding other filters or complicated things)?
Code:
function run() { var Limit = 80; StartDate = 2007; EndDate = 2016; BarPeriod = 60; WFOPeriod = 252*24; //I had tried 252*24 - 5*252*24 NumSampleCycles = 4; //I had tried 2-6 set(RULES+ALLCYCLES+RECALCULATE+OPENEND); if(Train) Hedge = 2; else Hedge = 1; PatternCount = 20; // I had tried 4-40 LifeTime = 3; if(between(hour(),8,12)) // I had tried different time periods { if(adviseLong(PATTERN+FAST+2,0, priceHigh(2),priceLow(2),priceClose(2), priceHigh(1),priceLow(1),priceClose(1), priceHigh(1),priceLow(1),priceClose(1), priceHigh(0),priceLow(0),priceClose(0)) > Limit) reverseLong(1); if(adviseShort() > Limit) reverseShort(1); } }