Polynomial regression strategy

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Re: Polynomial regression strategy

Postby Alexander.Gettinger » Mon Jul 25, 2011 10:19 pm

lisa_baby_xx wrote:Yeah, thats my fault. I am seven months pregnant.. I must have got over emotional and/or enthusiastic at the time of writing my last post on this page. A rush of blood to the head, probably. :D

Much love to everyone and happy pipping. X-X. ;) :)
lisa_baby_xx


I wish good health to you and your child.
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Re: Polynomial regression strategy

Postby mfoste1 » Wed Aug 10, 2011 12:47 pm

Hello :D , hope everyone is well! I was wondering if someone could add these modifications to this strategy:

1. Allow multiple positions in the same direction
2. entry orders triggered(with user specified stops and limits) based on tick(at the user specified distance in pips outside of the upper(sell)or lower(buy) bands)

*or this could substitute for number 2(whichever is easier to code)

3. This one might be hard, but it will work extremely well. It would be something like this: A) Constant trailing buy orders(with user specified stops and limits) at the user specified distance outside of the lower band. Constant trailing sell orders(with user specified stops and limits) at the user specified distance outside of the upper band.

This would be much appreciated as it would give much more accurate and profitable entries instead of having to wait for the candle to close.

Thanks,
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Re: Polynomial regression strategy

Postby zmender » Sat Dec 10, 2011 10:06 am

Ladies and Gents,

I'm doing some more back testing on this strategy and I'm having some great results. This strategy is capable of identifying great entry points but exits are a bit more clumsy.

Would it be possible for you guys to add in an ATR range / deviation as a variable limit / stop order?
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Re: Polynomial regression strategy

Postby zmender » Sat Dec 10, 2011 11:39 am

Here's a summary of my backtesting results. All of these have starting balance of $200USD. It's still ongoing and not yet complete (stop loss not complete). However a few trends are clear.

Limit orders are very profitable but under same conditions are not. Reason is that although entry points are good, positions are not exited quick enough by strategy to maintain profits.
Attachments
backtest.JPG
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Re: Polynomial regression strategy

Postby Apprentice » Sun Dec 11, 2011 5:47 am

Added to developers cue.
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Re: Polynomial regression strategy

Postby mfoste1 » Fri Dec 23, 2011 11:14 pm

could someone please change this to a "tick based" order triggering method rather than the candle close? :D

so for example it would trigger an order when price goes X number of pips outside the upper or lower bands
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Re: Polynomial regression strategy

Postby zmender » Fri Dec 30, 2011 2:26 pm

I am still working on improving my setting. I'm gauging my results based on Final Balance, PL Ratio (winning / losing), and Max fall equity.

Apprentice, have you had a chance to worked on adding a variable take profit / stop loss? If not, I think a better variable would be stop loss at a preset standard deviation... basically the same as my request in the "redrawn channel strategy".

Cheers to new year!
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Re: Polynomial regression strategy

Postby Apprentice » Mon Jan 02, 2012 4:43 am

Unfortunately not.
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Re: Polynomial regression strategy

Postby easytrading » Mon Jul 06, 2015 2:37 pm

kindly Apprentice,

PolynomialRegression_Strategy2.lua is not opening any positions even the sound alert is not. i set allow to trade to yes with all original settings. could you review and fix it please ?? with my appreciation in advance.
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Re: Polynomial regression strategy

Postby Apprentice » Mon Jul 13, 2015 4:44 am

Test.png

Tested in Backtester, everything is as expected.
How / where you have done your testing.
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