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[ATTACH=full]107259[/ATTACH]The WWT StrategyI've made a few strategy modification. My version of the WTT Strategy (the code) has not been touched or altered. The improvements are limited to the Index Filter lookback period & Parameters Setting. I have also added an additional moment filter. The results after the improvements are below. The backtest results are acceptable but not pleasing.[ATTACH=full]107260[/ATTACH][USER=45469]@CNHTractor[/USER] there are improvements to be hadI'll wait for others to post their backtest capture of a real "WTT Strategy" to confirm if I'm in the ballpark. Time will tell.Skate.Skate.
[ATTACH=full]107259[/ATTACH]
The WWT Strategy
I've made a few strategy modification. My version of the WTT Strategy (the code) has not been touched or altered. The improvements are limited to the Index Filter lookback period & Parameters Setting. I have also added an additional moment filter. The results after the improvements are below. The backtest results are acceptable but not pleasing.
[ATTACH=full]107260[/ATTACH]
[USER=45469]@CNHTractor[/USER] there are improvements to be had
I'll wait for others to post their backtest capture of a real "WTT Strategy" to confirm if I'm in the ballpark. Time will tell.
Skate.
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