Comments for https://ctrader.com/products/2029
Comments for: https://ctrader.com/products/2029
- Aalgo_expert
The strategy concept is interesting and the implementation of pairs trading logic appears correct. However two technical anomalies were observed during testing.
First, the hedge ratio β fluctuates around 40 during early periods but later collapses to β = 1.0, which dramatically changes the hedge balance between XAUUSD and XAGUSD.
Second, the ATR values reported in the logs grow from around 1000 pips to more than 23000 pips, which seems unusually large for a standard XAUUSD ATR. This may indicate that ATR is calculated on a synthetic spread series or that the pip conversion is incorrect.
Both issues could significantly affect entry filtering and risk management.
Could you clarify:
why the hedge ratio suddenly becomes 1.0
how exactly ATR(pips) is calculated in the model
whether ATR is derived from the spread or from individual instruments
Understanding this would help explain the discrepancy between the advertised performance and the observed backtest results. - GIn reply tosystem⬆:GridBotCommander
How often does the bot typically open and close trades per day/week?
- Hhokhimtang
feel free to ask if you have any enquiries
- In reply toGridBotCommander⬆:Hhokhimtang
This bot operates on a low-frequency strategy. It typically executes 2-3 trades per week, holding each trade for an average of 2-3 days. This approach focuses on quality setups rather than constant market exposure.
- Cctid5555702
How do I change to a HFT set up? and is this viable approach?
- Hhokhimtang
Add my TG if you want know more about this strategy
tg username is in my profile - In reply toctid5555702⬆:Hhokhimtang
Feel free ask me any question.
Tbh, I think the advanced version of this strategy work better, cuz the profit factor is much higher if I dont do short - In reply toctid5555702⬆:Hhokhimtang
I have opitmize the timeframe and the parameter, 15 mins timeframe is best for this strategy.