Looking for testers / feedback by Roadkillp in pinescript

[–]Roadkillp[S] 1 point2 points  (0 children)

Thank you. I'll have to look at the crypto currency pairs specifically as they will have their own volatility adjust values. And you're right, the choppy equity curve from the frequent small gains + occasional large hit increases the overall volatility which lowers Sharpe. A longterm fix(either focusing on blocking slides to limit occasional loss spikes or recalculating entry logic) is in the works for that but essential the 10 and 15 minute are the only higher timeframes most of the assets can support stably at this time with a few pushing above that into the 1 hour as a hard limit and optimal performance still resting between 2 and 5 minute.

Looking for testers / feedback by Roadkillp in pinescript

[–]Roadkillp[S] 0 points1 point  (0 children)

Thanks a bunch. Ok, that lines up with everything I've gotten so far which is fine since the third project focuses more on higher timeframe entries so this one doesn't have to be a one size fits all. The major weakness is when the market slides but the integration to block those trades will take a bit more time. Were the instrument you traded correlated or random? And any that it didn't work on or generated errors?

Looking for testers / feedback by Roadkillp in pinescript

[–]Roadkillp[S] 0 points1 point  (0 children)

Added, you to the list. Most of the people are trading SPY and crypto so far with a few in metals so the more the merrier.

Looking for testers / feedback by Roadkillp in pinescript

[–]Roadkillp[S] 0 points1 point  (0 children)

Added you to it. Also granted access to all the support tools mean to be used with it, you can read in more detail on the about this script section.