MT5 - BTCUSD Optimisation - Any ideas where to start with the settings?
Hello,
Just wondering if anyone has any ideas where to start with settings for crypto?
Hello,
Just wondering if anyone has any ideas where to start with settings for crypto?
Hi,
You do you mean the points below. Do you have an idea where I could start?
MA Filter Type (starting from v2.15) | Type of MA filter:
Distance can be set in 2 modes (Distance type parameter):
Distance can be negative (so, in Buy below MA mode BUYs will be allowed if Ask above the MA, but not more than by distance points). |
Volatility Indicator, TimeFrame and Period | Indicator used for the Distance calculation in the MA Filters. Can be one of the following:
|
Volatility Filter Indicator | Indicator for the Volatility Filter:
|
Volatility Filter TimeFrame | TimeFrame for the Volatility Filter |
Indicator Period | Selected Volatility indicator period |
Min Volatility | Min volatility (in points) to allow new trade (both buy and sell). Set 0 to disable minimum volatility value. |
Max Volatility | Max volatility (in points) to allow new trade (both buy and sell). Set 0 to disable maximum volatility value. |
Smoothing Filter | Smoothing Volatility filter. Can be one of following:
|
Smoothing Period | MA period for Smoothing Volatility filter |
Hello,
I am trying to get some testing done. But my problem is that I am using a my laptop and it is nowhere the speed of my desktop setup. The main issue is the volatility I guess. I am curious about the development of the volatility indexes, Not sure where they are in the settings. but I am running v2.14. So far, cryto-USD pairs seems to kill robots (I have tried a few free ones)! I need to experiment with the oscillator values I think for.
Stochastic/MACD - Possibly using smaller values with respect to the timeframe. M5
Can anyone think of other parameters I need to investigate? Or any suggestions for a testing methodology? I was thinking the following
2 weeks of a time length.
Time frame to use - M5 (Just feel that it is so volatile that you need to look at the smaller times
Actual full on visualisations to see what the bot is doing.
On the other hand, this bot does well on FX in general where the volatility is lesser to an extent.
Hi,
You do you mean the points below. Do you have an idea where I could start?
MA Filter Type (starting from v2.15) | Type of MA filter:
Distance can be set in 2 modes (Distance type parameter):
Distance can be negative (so, in Buy below MA mode BUYs will be allowed if Ask above the MA, but not more than by distance points). |
Volatility Indicator, TimeFrame and Period | Indicator used for the Distance calculation in the MA Filters. Can be one of the following:
|
Volatility Filter Indicator | Indicator for the Volatility Filter:
|
Volatility Filter TimeFrame | TimeFrame for the Volatility Filter |
Indicator Period | Selected Volatility indicator period |
Min Volatility | Min volatility (in points) to allow new trade (both buy and sell). Set 0 to disable minimum volatility value. |
Max Volatility | Max volatility (in points) to allow new trade (both buy and sell). Set 0 to disable maximum volatility value. |
Smoothing Filter | Smoothing Volatility filter. Can be one of following:
|
Smoothing Period | MA period for Smoothing Volatility filter |
I meant all parameters marked with "(in points)" text.
StopLoss, TakeProfit, Min/Max Volatility.
Other parameters (orders number, oscillator level, MA periods, etc) can be used as on FX pairs.
I'm going to write about testing and optimization methodology, but working on improvements at the moment.
Hi,
I am actually a science teacher, so i love that kind of stuff! Ensuring fair testing and all that. So my basic thing would be to change 1 thing, measure profit and control everything else. Right now I am running a test on the following
1 month time length - This is just to manage the times, running a whole year on a laptop isn't feasible
Changed variable - Stop Loss
measure the overall net profit
control everything else.
One suggestion I would like to make is "peer review" - we can check if people's results are reproducible following
some sort of test.
Hi, on the note about methodology, making a standardised set of control variables, so time length, time frame etc is probably going to be involved?
Hi, on the note about methodology, making a standardised set of control variables, so time length, time frame etc is probably going to be involved?
Yes, but it will be only my point of view.
Adjust all "point" parameters. Then try to find good signal.