Hi Skate,
Just an observation that from your initial post to dismissing the CCI activity was about 12 hours and most of that was overnight, perhaps a bit quick? Your time to dismiss the WTT was also reasonably quick I felt.
Hi Skate,
That was my intent, but I'm curious to know more about investtrader's data setup as I get a different result for backtesting 1/07/2020 - 30/12/2020 using the code as provided. Perhaps someone else can also run a backtest so we have a wider sample.
Data Source is Norgate Platinum...
Is there an error with the index filter portion of the code? this is assuming that the intent of the index filter is to reference the XAO and not the MA of the individual symbol.
Should this:
//=================================================================================
//2. The "Index...
@Warr87 I'm keen to hear what difference it makes on your backtests. For mine I get better results with just a Market Order as opposed to the C+3% rule.
@Trav. Great work on digging up that code
Hey QldFrog,
I don't think the MC results in the single test run are representative due to how MC works in AB. You have the optimize code in the afl which provides the more realistic view of what impact the randomised signals have. e.g
I feel like I'm defending @Trendnomics, but its really...
I believe @Trendnomics is referring to the fact that many many systems are showing fantastic results for this year post crash however if one was to test those same systems against a wider timeframe the results may be vastly different. Hence the use of a cheeky dartboard method in the backrests...
DYOB is a must have and the hyperscalers lose data more often than you would expect. Hence why their recommended architecture is cross region and backups..
Essentially for something as critical as your custom built trading strategies, don't trust someone else to keep them safe :cautious:
Goes without saying but keep a couple of backups of your strategies somewhere else aswell. Dataloss does occur with the hyperscalers and backups are your responsibility.
Just testing the software at the moment. Can confirm its very fast for backtesting in comparison to AB.
Couple of other initial impressions:
1 - Charting options appear to be limited in this initial released
2 - Data Source configuration is a bit different compared to AB
The Data...
It certainly struggled with the March crash with default settings. For reference here's the upto date performance details from Radge's website. publicly available under the view performance link - https://www.thechartist.com.au/product/weekend-trend-trader-strategy/
Also noting that the...
Hi All,
Not entirely sure where to put this one and I couldn't find a prior post from a quick search.
With CMC and now SelfWealth offering the option to invest in the US markets from AU I've been wondering if that would be a viable option to use for a coded strategy. I'm not sure about SW...
Some gold here and I hope more people were paying attention to this along with @ducati916 often referencing a noticeable relationship between the ASX and the VIX.
On my system there's a significant difference in testing on a modified WTT system when using the VIX as part of the index filter...
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