interested in collaboration with other users to refine some code.

[rtwave]

glen,



regards.



i only just read your post.



it took me several months but i was eventually able to refine my strategies. the problem was that my strategies would send entry orders to any of the bar indices that i had included without distinction but the stops all were defined exclusively on the main bar index. for a non programmer this would never seem like a problem. once my strategies were structured to send all entries, exits and stops to the bar index with the highest frequency then my strategies would perform as intended.


i have shared some screengrabs and recommendations of some of the best systems i have been able to develop to sites like reddit and elite trader. i could share the links with you if you are interested. and the most important recommendation i would make to you from what you posted would be to code on daily bars as very small time frames are full of noise and impossible to trade profitably. work on daily bars and maybe some of your most solid systems can be traded on faster time frames, but never too fast.



very well, regards.

[demarcog]

rtwave,

Thanks for the response, I am definitely interested in taking a look at whatever you are comfortable sharing. I've come to realize there is no Holy Grail to trading and two heads are usually better then one.

It's interesting but I have made a similar observation in the longer time frames being more profitable. However the drawdowns can be troublesome.

One resource that I have found helpful is the Ninja shared strategy portal. Developers were generous enough to post many strategies which can easily be modified and tested depending on instrument and holding period.

One challenge is to avoid trading when the markets are in compression or consolidation. I have tried filtering out based on the ADX, Choppiness index, time of day and a variety of other filters with mixed results.

Thanks again looking forward to collaborating.

glen