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Dump it Here

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Interesting.unless you take a piss
this means that randomly selected 50 stocks kept on average 2 weeks since 01/01/2020 would have returned on average 75%
Considering xao was just below 7000 Jan last year and just above now,hard to believe unless you do invest 2k each time regardless of portfolio worth and want to demonstrate this approach.
Maybe i am just too nice and think you want to make a point?
Added: i missed the image of the cat ?
 
Another way to do this would be to set tradedelays (0,0,0,0) at the top and then offset your entry/exit price using

buyprice = ref(open,1);
sellprice = ref(open,1);

Doing this i ended up getting all 3 signals you're looking for on the SIGNAL day at the correct price. This backtest is actually buying on the NEXT trade open. For VMS that's the 8/1 @.055 which matches the chart.



I don't think we can have tradedelays(1,1,1,1) in the explorer because of the equity(2) command, which is needed to translate stops into sells for the explorer to pick up. It's a rabbit hole.

Another way would be to use the looping stop and use the correct entry bar, then we CAN remove the equity(2) command.
 
In a for loop using i++, I handled that this way. It is important to realize (I think) that there may not always be a bar for tomorrow.

Don't walk off the edge of the universe. I think.

if (i+1 < BarCount)
SellPrice = Open[i+1]; //Use tomorrow's open
else
SellPrice = Close; //Use today's close.
 
My previous post has been deleted as it serves no purpose.

Skate.
 
@Skate do you think it is possible to create a "successful" weekly system using mean reversion? My initial reaction was that mean reversion would be successful only as daily or intraday, but now I'm wondering.

Do you (or anyone else) have an opinion on viability of a weekly mean reversion strategy?

Much thanks.
 

@dpong, I've traded a "daily" Mean Reversion Strategy (MRS) but not weekly. Trading with CommSec the commission rate of $29.95 each way was a killer even though the strategy was profitable. I traded the (MRS) for around 6 months a few years ago. I haven't revisited it since.

Skate.
 
Thanks. I was afraid of that. Wow those are high commissions! I trade in the US and for stocks I'm paying $0. Maybe I could trade a daily system once I retire. One can dream.
 

In terms of back-test validity and potential future viability, the Hasard Cat Daily Strategy may just be as valid as any of the other back-tested systems in this thread - the truth lies in applying an actual statistically significant period to the back-tests.
 
I cut and pasted incorrectly. I have corrected the code in this quotation.

Code: 
      if (i+1 < BarCount)
         SellPrice = Open[i+1];  //Use tomorrow's open
      else
         SellPrice = Close[i];   //Use today's close.

I was trying to express my concern that there are cases where doing:

buyprice = ref(open,1);

...could be dangerous because if our bar is currently the last bar, trying to grab the open at last bar+1 might be an error. Using Ref( Array, N) where N is a positive number gives me pause. I did it in my code snippet only after I made sure that I wasn't working on the last bar.

If I am mistaken in my thinking, it would be a learning moment for me if someone straightened me out.
 

Hasard Cat Daily Strategy
@Trendnomics your backtest results are as valid as any others that have been posted in this thread. In saying this, I personally believe backtests results shouldn't to be trusted or relied upon when actually trading the strategy live.

Live trading results
Posting actual live trading results is the true measure (IMHO).

Skate.
 
Rsthree said:
Did I miss this week's Zebra update or has the Zebra been locked in the stable and no more petting allowed.
Click to expand...

@Rsthree I believe posting excessively was strangling the thread. I'm posting the signals for HappyCat as @qldfrog had a sizeable investment in the strategy.

The Zebra Strategy
I wasn't going to upload the Exploration Analysis of the Zebra Strategy until someone requested it as I didn't know if there was an interest in it.

Skate.
 
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 (random entry and exit signals ?)
 
Trendnomics said:
View attachment 118082
Click to expand...
Skate said:
Fooled by Randomness
Fooled by Randomness by Nassim Nicholas Taleb
Click to expand...

We are constantly being fooled by randomness
"Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets" is a book by Nassim Nicholas Taleb that I have mentioned once or twice before in the "Dump it here" thread. "Fooled by Randomness" was very insightful book as-well-as a good read, a real eye-opener to say the least. Taleb's book deals with the fallibility of human knowledge & it was mentioned in the video posted by @Trendnomics. This book explains why some people are successful where others aren't so lucky. Fooled by Randomness is an investigation of luck, uncertainty, probability, human error, risk, and decision-making in a world we don’t understand.
Trendnomics said:
In the long term, the randomness of the markets will shrink all ego's.
Click to expand...

The ONE Thing by Gary Keller with Jay Papasan
The surprisingly simple truth behind extraordinary results is another fantastic read.

Skate.
 
Last edited:






An insight
Let me post three charts so others can see how each position performed (TNE, PWH, & WGN)














Trading is unpredictable
The ebb & flow of the markets makes trading interesting. At times "lemons turn to lemonade" & at other times it's not always "peaches & cream". With trend trading, we get a signal to get in & a signal to get out. The period "in-between" those signals are out of our control.

Skate.
 
Thank you, I too am invested in Happy Cat and happy to see it live on.
I've also been following Zebra with great interest so thank for continuing to post both.

Perhaps these live trading posts deserve their own thread.
 
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