Recent content by dpong

I believe that paying attention to commission drag is important, and especially so with an account of that size. Here is a book by Mr. Bandy that while a little dated, should still be very helpful for getting onboard AmiBroker: Also, see my latest code for WTT in this thread. That could be...

I have been and continue to be interested in what @Skate calls his "Stale" stop-loss. I had no idea how to code such a thing, but the idea seems sound. I currently have a few stocks that initially trended strongly higher, but currently are operating in a range. They do seem stale. I'm...

Now that I am able to test using AmiBroker I have discovered that a choice I made in the original code was causing severe underperformance compared to what is possible. I was trying to make sure this 20 week breakout was "new", which I interpreted that it was the first breakout in a possible...

I’m expecting big things for silver this year. At least in US dollar terms. This year and maybe next. I’m positioned.

I'm about to cool it. I just ran a backtest on 2018, 2019, 2020 using CCIFast = 15, CCISlow = 50. CAR = 64.76% and CAR/MAXDD = 2.06. Not too shabby.

I'm new at this so better not accept my conclusions too easily here, but I am trying. I ran an optimization of CCIFast and CCISlow for this CCI strategy on US data for 2018, 2019, 2020. [I'm optimizing for CAR/MDD.] For CCISlow it appears that values of 10 or 15 appear to be promising...

Thank-you for your advice, sir! I hope I did not pollute your thread too much, overnight. And I did not mean to mislead you that the code I took was from an author advising it works best on a daily chart. It was certainly not my intention. [I just the new guy, so sorry.]

That is too bad, @Skate because I am very interested in it. I Googled CCI trading system as you suggested and that is what I found. I saved it in AmiBroker as an example to read later. Then I asked you if this is how you are using CCI. I didn't test the original code, but I have been testing...

Sorry about the size of my graphics. Using 2020 data only, changing Position Score makes a significant improvement. [This strategy makes a *lot* of trades.]

Using 1995-2020 long term data the CAR was slightly lower and CAR/MaxDD was also slightly lower. Neither were lower by much. [Just a whisker.]

Made a small change by tightening up the tight stop from 10% to 5%. Using only 2020 I got a slight improvement in Annual Return and CAR/MaxDD. Naturally, we would need to test on different time series to see if I'm merely curve-fitting 2020.

For reference, here is where I found the CCI crossover code: https://tradingtuitions.com/cci-trading-system-2/ [They have many examples and system examples. Obviously(?) I am not affiliated with them in any way.]

I ran the test back from 1995. Sure there are lots of problems doing that but still worth a look. (Survivorship bias, Index delisting, etc.) It shows a few things. 1) Using only 2020 as a baseline may be problematic. 2020 in many ways was a trend follower's dream come true. 2) MaxDD and...

The profits are quite outstanding. The MaxDD is a little bit troubling, and could be an area to improve. [Though the CAR/MaxDD @ 1.92 is actually quite good! Perhaps I should withdraw my comment.] [I'm still using free data from Yahoo finance. Will soon be using Norgate data US Platinum.]

I trade the US markets, so the data I have is the data I have. Here I am trading against the Russell 3000 and using the S&P500 instead of the Australian index. Obviously the code does not currently reference the index filter at this time. SetForeign( "^SPX", True , True ); // I've used the...