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[ATTACH=full]97068[/ATTACH]
With permission
Matt Radtke from “Quantforhire” recently wrote an article on how to “Beat the Market with a Simple SuperTrend Strategy” & with his kind permission Matt has allowed me to reference his work & hyperlink to his webinar presentation where he describes the process of creating and validating a simple trading strategy using the SuperTrend indicator.

Respectable results
The performance results of his strategy are quite respectable but the real purpose of his webinar was to introduce traders to the tools and methodologies that can be used to develop effective strategies of their own.

Well worth a watch
I have downloaded & watched Matt’s webinar a few times. The slides for the webinar can also be downloaded separately. Matt, in my opinion is the real deal & has done a great job coding the SuperTrend Indicator & presenting his webinar on the subject & for a better understanding of how his simple indicator can be applied to all time frames & all markets with an explanation on the correct application of the indicator for trading.

The AmiBroker AFL code is also kindly supplied.
https://quantforhire.com/2018/08/19/supertrend-indicator/

Robustness of a strategy
At the 39:50 minute mark - Matt explains how to test a strategy robustness using "Parameter Sensitivity" & then goes on to explain the procedure to refine a strategy using the "In Sample" (IS) & "Out Of Sample" (OOS) testing to avoid curve fitting was priceless. I have posted many times that backtesting alone means Jack. The only true test of a strategy is using the results from the “In Sample” (IS) & “Out Of Sample” (OOS) testing that is explained succinctly in the webinar presentation.

Beat the Market with a Simple SuperTrend Strategy by Matt Radtke

Website reference
https://quantforhire.com/2019/03/16/beat-the-market-with-a-simple-supertrend-strategy/

Webinar download
https://videos.files.wordpress.com/AF3ZeUuc/quantact-1_dvd.mp4

Presentation Slides download
https://quantforhire.files.wordpress.com/2019/03/quantact-amibroker-nifty.pdf

Disclaimer
I have not used Matt’s code in formulating my "SuperTrend Strategy" nor do I use the SuperTrend Indicator as intended or described in the webinar.

Skate.

<blockquote data-quote="Skate" data-source="post: 1038656" data-attributes="member: 57364">[ATTACH=full]97068[/ATTACH]With permissionMatt Radtke from “Quantforhire” recently wrote an article on how to “Beat the Market with a Simple SuperTrend Strategy” &amp; with his kind permission Matt has allowed me to reference his work &amp; hyperlink to his webinar presentation where he describes the process of creating and validating a simple trading strategy using the SuperTrend indicator.Respectable resultsThe performance results of his strategy are quite respectable but the real purpose of his webinar was to introduce traders to the tools and methodologies that can be used to develop effective strategies of their own.Well worth a watchI have downloaded &amp; watched Matt’s webinar a few times. The slides for the webinar can also be downloaded separately. Matt, in my opinion is the real deal &amp; has done a great job coding the SuperTrend Indicator &amp; presenting his webinar on the subject &amp; for a better understanding of how his simple indicator can be applied to all time frames &amp; all markets with an explanation on the correct application of the indicator for trading.The AmiBroker AFL code is also kindly supplied.<a href="https://quantforhire.com/2018/08/19/supertrend-indicator/" target="_blank">https://quantforhire.com/2018/08/19/supertrend-indicator/</a>Robustness of a strategyAt the 39:50 minute mark - Matt explains how to test a strategy robustness using &quot;Parameter Sensitivity&quot; &amp; then goes on to explain the procedure to refine a strategy using the &quot;In Sample&quot; (IS) &amp; &quot;Out Of Sample&quot; (OOS) testing to avoid curve fitting was priceless. I have posted many times that backtesting alone means Jack. The only true test of a strategy is using the results from the “In Sample” (IS) &amp; “Out Of Sample” (OOS) testing that is explained succinctly in the webinar presentation.Beat the Market with a Simple SuperTrend Strategy by Matt RadtkeWebsite reference<a href="https://quantforhire.com/2019/03/16/beat-the-market-with-a-simple-supertrend-strategy/" target="_blank">https://quantforhire.com/2019/03/16/beat-the-market-with-a-simple-supertrend-strategy/</a>Webinar download<a href="https://videos.files.wordpress.com/AF3ZeUuc/quantact-1_dvd.mp4" target="_blank">https://videos.files.wordpress.com/AF3ZeUuc/quantact-1_dvd.mp4</a>Presentation Slides download<a href="https://quantforhire.files.wordpress.com/2019/03/quantact-amibroker-nifty.pdf" target="_blank">https://quantforhire.files.wordpress.com/2019/03/quantact-amibroker-nifty.pdf</a>DisclaimerI have not used Matt’s code in formulating my &quot;SuperTrend Strategy&quot; nor do I use the SuperTrend Indicator as intended or described in the webinar.Skate.</blockquote>

[QUOTE="Skate, post: 1038656, member: 57364"] [ATTACH=full]97068[/ATTACH] [B]With permission[/B] Matt Radtke from “Quantforhire” recently wrote an article on how to “[B]Beat the Market with a Simple SuperTrend Strategy” [/B]& with his kind permission Matt has allowed me to reference his work & hyperlink to his webinar presentation where he describes the process of creating and validating a simple trading strategy using the SuperTrend indicator. [B]Respectable results[/B] The performance results of his strategy are quite respectable but the real purpose of his webinar was to introduce traders to the tools and methodologies that can be used to develop effective strategies of their own. [B]Well worth a watch[/B] I have downloaded & watched Matt’s webinar a few times. The slides for the webinar can also be downloaded separately. Matt, in my opinion is the real deal & has done a great job coding the SuperTrend Indicator & presenting his webinar on the subject & for a better understanding of how his simple indicator can be applied to all time frames & all markets with an explanation on the correct application of the indicator for trading. [B]The AmiBroker AFL code is also kindly supplied.[/B] [URL]https://quantforhire.com/2018/08/19/supertrend-indicator/[/URL] [B]Robustness of a strategy[/B] At the 39:50 minute mark - Matt explains how to test a strategy robustness using "Parameter Sensitivity" & then goes on to explain the procedure to refine a strategy using the "In Sample" (IS) & "Out Of Sample" (OOS) testing to avoid curve fitting was priceless. I have posted many times that backtesting alone means Jack. The only true test of a strategy is using the results from the “In Sample” (IS) & “Out Of Sample” (OOS) testing that is explained succinctly in the webinar presentation. [B]Beat the Market with a Simple SuperTrend Strategy [/B]by Matt Radtke [B][B] Website reference[/B] [U][URL]https://quantforhire.com/2019/03/16/beat-the-market-with-a-simple-supertrend-strategy/[/URL][/U] [B]Webinar download[/B] [URL]https://videos.files.wordpress.com/AF3ZeUuc/quantact-1_dvd.mp4[/URL] [B]Presentation Slides download[/B] [URL]https://quantforhire.files.wordpress.com/2019/03/quantact-amibroker-nifty.pdf[/URL] [B][B]Disclaimer[/B][/B][/B] I have not used Matt’s code in formulating my "SuperTrend Strategy" nor do I use the SuperTrend Indicator as intended or described in the webinar. [B][/B] Skate. [/QUOTE]

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