07-12-2018, 04:20 PM
(07-12-2018, 03:48 PM)TCMabe Wrote: I agree that the crossover times can miss some opportunities ... especially when running at 15 minutes intervals ...
What I am seeing so far is that it is successfully getting in and out at points that I would be "OK" with.
And it is much better to sleep at night knowing I am minimizing exposure.
I am also contemplating to tighten it up a little bit by changing the EMA-50 to an EMA-10 and then also evaluate the RSI on the exit side ...
EMA-3 lower than EMA-10 would be a pretty quick hairpin exit ... but if the RSI was still in the 50's I might consider staying in for another round.
The EMA-10 being so close to the EMA-3 would "almost" function as a trailing stop-loss, even though it's not the ideal solution as pointed out in another post ...
A true trailing stop-loss would be much better and the code should stay out until the rising conditions triggered another buy signal.
I am planning to write a new version later to include the parameter adjustments we discussed earlier and then to backtest a couple configurations of EMA-3 and EMA-10 respectively.
Thanks again !
Your theory of the 3/10 i agree would work as a SL, currently gekko has issues with SL's anyway, happy to help out where i can from a testing perspective, as i mentioned i was looking for this type of strat anyway so anything i can do to help let me know.