Dump it Here

[Skate]

Skate.

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Warr87]

your systems performances always make me feel inadequate @Skate, lol.

 

[qldfrog]

your systems performances always make me feel inadequate @Skate, lol.

But isn't it great?
Imagine your system always beating others, on a so so day you would think: well was a down day, nothing to change or fight for, and on a great day, you would be beaming self congratulation and reflecting on how good you are..
No such risk here, we are all humble apprentices with a sky as a limit

 

[othmana86]

Hi Skate. New here so this is my first post.
I went through your code for WTT strategy.Curios if you were still paper trading it? Have you got an update on it at all?
I currently have a tradelongterm subscription with Nick wedge trading US stocks. I wanted to diversify and trade on the ASX and looking for a systemic strategy that’s low maintenance. I’m relatively experienced but time is a factor..

Appreciate you teaching the layman’s how to code on Amibromer

 

[Skate]

Hi Skate. New here so this is my first post. I went through your code for WTT strategy. Curios if you were still paper trading it? Have you got an update on it at all? I currently have a tradelongterm subscription with Nick wedge trading US stocks. I wanted to diversify and trade on the ASX and looking for a systemic strategy that’s low maintenance. I’m relatively experienced but time is a factor. Appreciate you teaching the layman’s how to code on Amibromer

Hi @othmana86

Thank you for making your first post in the "Dump it here" thread & it's always pleasing when new members take the time to read some of my posts.

Warning
Every strategy I have uploaded were from my first attempt at coding a trading system. I traded each uploaded strategy back in (2015) but I wouldn't recommend others trading the same strategy in today's markets. The strategies uploaded are for those new to Amibroker. The strategies are educational rather than strategies to trade, that's all.

Basic understanding
I uploaded my first attempt at coding so those new to Amibroker would get a basic understanding of how to construct a strategy from scratch - a slight glimpse into coding a mechanical trading system. The procedure to code the WTT Strategy was in 12 easy steps to follow. Read from here: https://www.aussiestockforums.com/threads/dump-it-here.34425/post-1087843

The WTT Strategy
I constructed my version of the WTT strategy from what I have read. Only those who own a copy of "Radges WTT Strategy" would know the nuances & parameter settings.

Not long ago
I uploaded screenshots to display the signal comparison of "Radges WTT" compared to my uploaded version - the signals were very close. Read from here: https://www.aussiestockforums.com/threads/dump-it-here.34425/post-1088062 or here https://www.aussiestockforums.com/threads/dump-it-here.34425/post-1088098 or here https://www.aussiestockforums.com/threads/dump-it-here.34425/post-1088102

"I wanted to diversify and trade on the ASX and looking for a systemic strategy that’s low maintenance"
The WTT is a simple breakout strategy. I'm "currently trading" my version of the WTT Strategy & its a good performer but one of the worst performers in my trading stable. The idea of a "period" breakout is simple, sound & easy to code.

Here are the differences between my code & what I know of Radges WTT parameters
1. My version of the WTT Strategy "Index Filter" uses a lookback period from 20 weeks == The Radge "WTT strategy" uses a 10 week lookback period for the Index Filter
2. My version of the WTT Strategy the "Trailing Stop" is set at 20% when the Index Filter is ON == The Radge "WTT strategy" uses 40% when the Index Filter is ON
3. My version of the WTT Strategy uses a moving average as an additional exit == The Radge "WTT strategy" only uses a "Trailing Stop Exit" driven by the Index Filter.
4. My version of the WTT Strategy uses a "Price Filter of (min $0.05 & Max of $10.00) == The Radge "WTT strategy" uses a (min $1.00 & Max of $10.00)
5. My version of the WTT Strategy also uses additional filters & exit criteria that I don't discuss.

Others may like to upload a backtest of Radges WTT (for comparison)
There are members who have purchased the Radge WTT code & they may upload a backtest from 1st January 2020 the "start of this calendar year" as well from the start of this Financial year (2020/2021) for comparison. I'll upload the backtests from my version of the WTT Strategy so you can get an idea of its trading performance & results.

1st January 2020 the "start of this calendar year"






1st July 2020 the "start of this financial year"





"Actual" Trading results of Skate's version - WTT Strategy



Skate.

 

[othmana86]

Skate
I’ve been on a lot of forums for other rubbish. Can I just say that the level of detail you give in your answers is phenomenal. Great work!

WTT is still a pretty good performer. Win/loss Is lower than 50 but profit factor is high. Im having a look at your happy cat weekly and that’s a stronger performer for sure. What’s the story on that one? Is the code available on that just so I can understand it.

Any feedback from anyone else on nick radges WTT?

 

[stasisbr]

@Skate @othmana86 What universe are you testing on? I can run a backtest against the turn key code.

 

[othmana86]

@Skate @othmana86 What universe are you testing on? I can run a backtest against the turn key code.

hey man!
Thanks. Let’s try it on the ASX XAO. I think that’s what skate has it on..

 

[Skate]

Skate I’ve been on a lot of forums for other rubbish. Can I just say that the level of detail you give in your answers is phenomenal. Great work! WTT is still a pretty good performer. Win/loss Is lower than 50 but profit factor is high. Im having a look at your happy cat weekly and that’s a stronger performer for sure. What’s the story on that one? Is the code available on that just so I can understand it.

Any feedback from anyone else on nick radges WTT?

@othmana86 as you are a new member to our "Dump it here" family - let me give you a bit of background. If you search for "HappCat" by "Skate" there are tons of posts to read about the strategy. (40 to 60 posts)

Previous to the "HappyCat Strategy"
As a small exercise, I coded a strategy from a post of another forum member @ducati916. This thread is chock full of gems scattered by other members & it was only fitting I turn his words into "Action" thus the name of the strategy - the "Action Strategy". I traded this strategy live so others could experience trading first hand & a few forum members traded along with me. When that strategy ended I was looking to trade another strategy & one member suggested trading the "HappyCat Strategy" live.

It's been tough
I must say trading these past few weeks would have been difficult for the best of strategies & the "HappyCat" has been no different given the recent market conditions.

Buy condition
I don't care how good a strategy is at jumping on a trend - but if you don't have the follow-through it's all for naught. Once you place the trade "everything else becomes irrelevant" as it's in the hands of the trading gods. Sitting on your hands at times is the best strategy until you get a sell signal. Sitting tight is sometimes hard to do but realistically that's what we have to do. As a systems trader, you must follow the signals religiously. If you can handle & accept that 50% to 60% of the buy signals will be duds - you'll be okay as a trader.

Find more information about the "HappyCat Strategy"
Read from here: https://www.aussiestockforums.com/threads/dump-it-here.34425/post-1085974

Skate.

 

[Skate]

@Skate @othmana86 What universe are you testing on? I can run a backtest against the turn key code.

@stasisbr, the backtesting was conducted on the "All Ordinaries" XAO.

$100k portfolio (20 X $5k positions).
1st Date Backtest: 1st January 2020 to 17th December 2020
2nd Date Backtest: 1st July 2020 to 17th December 2020

Thanks for doing this - it would be great to check the comparison.

Skate.

 

[Skate]

Skate.

 

[stasisbr]

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 publicly available results use slightly different criteria.




Universe for the below is XAO ( Norgate Data - ASX All Ords Current and Past)
Index Filter is XAO. All other settings are the default.

1st Date Backtest: 1st January to 17th December 2020

2nd Date Backtest: 1st July 2020 to 17th December 2020

As a reference I run a modified version of this code with better results. everything needed to make it profitable is in this thread

and I believe some other members have the turnkey code, and that may be slight variances in the code over time so it would be interesting to see other outputs of the base.

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Skate]

Skate.