Below few screenshots of one of my new strategies (using my new approach), so without saying anything upfront (to prevent biasing you)…I’m asking you what is your opinion on this kind of strategies, please rate it before I will add it to our databank or not..
Is it any good? or bad? or ugly? ;) Is this tradabe in your opinion? What would you improve?
The only thing I’m thinking about is to adapt DOW-filter and get rid of monday trades….
So far I have only just few trades on the life account…but so far the correlation vs BT is pretty OK.
I think it looks excellent !
It looks good. Please make a backtest with metatrader4.
I hope that the equity looks good too.
The last check on performance distribution fails.
What factor do you use. I increase the factor most time to 2 or 2.5.
Do you compare the trades with metatrader4?
#trades, date and time.
thomas
looks promising for the future…EURUSD is the best market where to start finding strategies
without pseudo code hard to tell more…
You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.
You can find the strategy in the attachment, so you can play with it…maybe someone can improve it…retest it, and share the results.
Personally I do not like the complexity around the SL…but who cares what I like ;)
i dont see nothing problematic, only closing the friday time is for me late…i am using mostly 9 pm, because after that only spreads are widening and nothing more happening
ill have no problem to put this strategy to a real acc
You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.
The last check on performance distribution fails. What factor do you use. I increase the factor most time to 2 or 2.5.
Yes indeed, I’ve used the standard setting equal to 1, with this standard setting most of strategies will fail on this check..increasing it to 2.5 helps to pass this test in majority of cases.
Do you compare the trades with metatrader4?
Yes I do a quick check, but no TDS….
It looks great as a start.
However, based on the information provided I have a P-value of 0.01 the strategy begins to die 3 months after deployment. You’ve probably started to see this and if not yet give it another month or two.
The NULL Hypothesis of “the EURUSD is the easiest pair to model” was rejected at the 95% confidence level years ago. USDMXN is much easier.
A nice strategy though so it doesn’t deserve the bin; it just needs a little noise thrown in the mix.
Hey, looks good to me. I will also add it to my small test account, with your permission of course.
Here’s TDS:
Sure Ilya you have my official permission ;)
@notch: will you be so kind and show us some MXN strategy? and tell us the broker where are you trading the MXN pairs? Because sometime ago i was trying to find new markets and my interest fell also on MXN pairs. But if i make some analysis through my real brokers, there are very big difference.
Some brokers has MXN pairs as 4 decimals, some of them with 5 decimals
somewhere the swaps are HUGE…
could you tell us something about your findings?
another markets where to try to find strats?
are you trading also market and limit strategies? If so, on what markets…
You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.
@notch: will you be so kind and show us some MXN strategy? and tell us the broker where are you trading the MXN pairs? Because sometime ago i was trying to find new markets and my interest fell also on MXN pairs. But if i make some analysis through my real brokers, there are very big difference. Some brokers has MXN pairs as 4 decimals, some of them with 5 decimals somewhere the swaps are HUGE… could you tell us something about your findings? another markets where to try to find strats? are you trading also market and limit strategies? If so, on what markets…
See attached.
Probably my last forum comment because I am wasting too much time testing hypothesis based on what I read here and I no longer use the excellent SQ for development (it remains an absolutely outstanding tool) so it is a daft thing to continue to read these posts. The current hypothesis is: “the strategy above is 2 for 1 penny/cent, they can be built within 2 hours from start to finish”; I’m an hour and a half in the process, running Consenio’s WF strategy config’ on strategies I’ve generated but what is the point? By now you must ALL realize generating good looking models meeting with the requisite criteria of an excellent looking model is actually a walk in the park, it is easy to do. We all know this.
The thing is most traders are posting vanity backtests – whether here or elsewhere – for many many months or years. Some post good strategies with 1-month half-lives so one can download them or give them to associates to use for 2-3 months then consign them to the bin. Where are the live trading results to back up the vanity backtests; surely the live results are for months or years?
There are no longer live results because if the above strategy fails, we will not hear about it again if it succeeds we will. Basically, an additional form of bias. I’m suggesting there is a great deal of self-delusional going on here.
Based on the available evidence (and to be honest, there really is not a lot) Hankey is the best 100% SQ built algo developer and trader on the forum. This is based on available evidence. On average Hankey can achieve a profit factor of 1.05 to 1.15 in live trading with stagnation periods to match; in general, this is the reality. I sincerely consider a consistent and reliable 1.15 profit factor in live trading to be a big accomplishment and I’m confident this is more than 99.9% of traders using SQ are managing to achieve IF THEY ARE COMPLETELY HONEST WITH THEMSELVES meaning they do not conveniently forget about the bad models’ equity decimation of the past. Do you think a model with a profit factor of 10 gives you a better chance of achieving a higher profit factor in live trading? Do you think modeling a profit factor of 1.15 to 1.3 gives you a better chance of deploying a model that performs as per backtest on the live account? Or haven’t you even bothered to empirically test it, relying instead on unfounded assumptions, with the arrogance of knowledge with no evidence of knowledge thereby deterring those who can actually help you from lending the vital helping hand?
1-year prediction – I’ll write my next comment then:
1. Hankey’s average PF will increase to 1.15 to 1.2 enough to make a person fabulously rich over the course of time;
2. vanity backtests and the kudos from posting them will remain the dominant force on the forum.
Vanity backtests are 2 for a penny just like mine below! However, I can virtually guarantee (99% confidence) the performance below will continue to mirror the backtest but I rely on the empirical method and not unfounded assumptions. I’ll post the live results in 12 months time when I next post.
Green pips all and I hope you develop!!!
what you mean by bias. not equity perfect at 45 degrees. consider important parameters such as z probability and sqn ?and how to use them
etc…..
I already know the theory… but practically … I ask you for advice
thanks
Gianfranco
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