My simple thing

[bettamania]

Hi all,

Hope everyone is happy and healthy. Tonight I just had a time to toy around with my smoothing method. You can call this indicator smooth McD, Stochastic momentum or whichever you like .

I can see the potential of the second smoothing method that produce less noise noise than the first one

 

[Sean K]

Hi all,

Hope everyone is happy and healthy. Tonight I just had a time to toy around with my smoothing method. You can call this indicator smooth McD, Stochastic momentum or whichever you like .

I can see the potential of the second smoothing method that produce less noise noise than the first one

View attachment 193860

So, NAB buy or sell?

I guess you're saying BUY!

 

[bettamania]

Sean, this is not a buy or sell recommendation. In saying this, even on the Stock pick with my actual system that have buy and sell signal I always put a disclaimer. you can see some of my post that I displayed and they are part or were part of my portfolio.

The indicator aims to smooth a short sell system deployment that I have just recently coded.

You have a great weekend and don't think too much

 

[bettamania]

Today is my day off and I had a chance to look at this forum and scribble a bit of the thread. I guess there is nothing new in trading. One system is similar to each other. difference may be from the entry style and major ingredients

Fundamental : Trade the whole basket ASX (TLSE: Trade Long Short Equity)
Trade Type: Long Side Only (Short side is underdevelopment)
Timeframe : Complex Weekly ( Just a name nothing so difficult)
Status : In the market
Components
* Similar to Linear Regression Trend indicator with minimum excess
*Simplified Keltner with second degree smoothing
*Only trade a high turnover stock
* A bit of volatility
* Simple trail stop exit
* Trigger is " A new high" Similar to CAM from Barbara Star( that's why I was asking a few people regarding this thing) with a wild twist
* Entry Style: Semi BO (this is because of the component that construct the trigger)

TLWE v.3 EA - Backtest Report

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo​

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	26057526.58	26057526.58	100000.00
Net Profit	25957526.58	25957526.58	0.00
Net Profit %	25957.53%	25957.53%	0.00%
Exposure %	73.71%	73.71%	0.00%
Net Risk Adjusted Return %	35216.04%	35216.04%	-nan(ind)%
Annual Return %	18.27%	18.27%	0.00%
Risk Adjusted Return %	24.79%	24.79%	-nan(ind)%
Transaction costs	0.00	0.00	0.00
All trades	1661	1661 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	15627.65	15627.65	-nan(ind)
Avg. Profit/Loss %	7.07%	7.07%	-nan(ind)%
Avg. Bars Held	35.95	35.95	-nan(ind)
Winners	858 (51.66 %)	858 (51.66 %)	0 (0.00 %)
Total Profit	53975739.72	53975739.72	0.00
Avg. Profit	62908.79	62908.79	-nan(ind)
Avg. Profit %	22.58%	22.58%	-nan(ind)%
Avg. Bars Held	49.01	49.01	-nan(ind)
Max. Consecutive	12	12	0
Largest win	3402446.07	3402446.07	0.00
# bars in largest win	98	98	0
Losers	803 (48.34 %)	803 (48.34 %)	0 (0.00 %)
Total Loss	-28018213.13	-28018213.13	0.00
Avg. Loss	-34891.92	-34891.92	-nan(ind)
Avg. Loss %	-9.51%	-9.51%	-nan(ind)%
Avg. Bars Held	21.99	21.99	-nan(ind)
Max. Consecutive	14	14	0
Largest loss	-1167822.44	-1167822.44	0.00
# bars in largest loss	8	8	0
Max. trade drawdown	-1710825.87	-1710825.87	0.00
Max. trade % drawdown	-66.36	-66.36	0.00
Max. system drawdown	-3013443.17	-3013443.17	0.00
Max. system % drawdown	-39.09%	-39.09%	0.00%
Recovery Factor	8.61	8.61	-nan(ind)
CAR/MaxDD	0.47	0.47	-nan(ind)
RAR/MaxDD	0.63	0.63	-nan(ind)
Profit Factor	1.93	1.93	nan
Payoff Ratio	1.80	1.80	nan
Standard Error	2816678.46	2816678.46	0.00
Risk-Reward Ratio	0.21	0.21	-nan(ind)
Ulcer Index	9.99	9.99	0.00
Ulcer Performance Index	1.29	1.29	-inf
Sharpe Ratio of trades	0.59	0.59	0.00
K-Ratio	0.02	0.02	-nan(ind)

Key to look out in developing TS

1. thickness of the equity curve. this represents the frequency (fully invested funds or not) and the trading style ( swing or day trade). if the trade is frequent but the equity curve is flop then I would say a testing system only
2. ignore the 6 digit figure. Look at consecutive win loss and average win loss comparison. can I accept this?
3. put in indicator builder and have a feel for my own creation. See if the system is way too late or way too early in trade or signal appears at unwanted location. That's how I can avoid a curve fit system
4. Asset class Assumption. The more limitation the weaker my system

optimisation :? yes after reading a few articles I am keen to add my own custom ADX. We will see tonight

 

[qldfrog]

I assume profit are reinvested for duch a curve.was going to adk your backtest period..and the graph ended up loading..giving me the answer
Assume you use platinum Norgate or similar to include delisted codes,?

 

[bettamania]

Yes To All and it took me a while to create a custom list