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the indicators need to combined with price action, without it, indicators are just trash.

For Swing trading - weekly ?

Wait -126% per year? This is hands down the best strategy ever, just do the opposite of what the indicators tells you!

So if the stock is below 200ma but starts turning back up again (hence the MACD and Stochastic usage). Sounds like a smart system. It even outperforms Warren Buffet.

I would remove Stoc.RSI cross over rather than adding.

This strategy only works because of pricing gaps. It cannot work on futures, CFDs, or forex markets. There is, therefore, a bias related to the data being used, as not all of it can be traded directly

Is there a way to get the notebook(s) for the videos?

Great!!! 😍😍, wha s the sofware for making backtesting do you use bro?

Super

what is best strategy you find until now ?

thanks

honest and real results you the best

you are the best bro !! you the only honest person show real results and really results and not bullshit !! keep going !

Cant i ask something? Anyone can answer go on. Whats the meaning of investing 30% of balance per trade? Arent we supposed look for risk amount?

“OMG! Grandpa, the youtuber you subscribed to, finally updated!!!”🤣🤣

time is an extremely important variable while backtesting

Oh, I've been eagerly waiting for your videos. Please upload a lot of videos on backtesting strategies. I'm always grateful.

We need more serious backtesters 😜

Oh yes! here we go

Given the many snake oil vendors when it comes to trading systems it is invaluable to have someone who’s willing to seriously backtest what others are providing to him.

He is back!)))

Could you backtest the "Inside bar" strategy, on diffrent time frames and diffrent rr ratios?

Thank you! This is a great backtest. Could you please share the code?

Hii, i was doing some tedious data collection and bactesting for currencies like... Day when high or low of the week formed ( in relation to how previous week candle was)... Then same for daily candle including the session and time it formed relative to session and news release... And some other nuances into it..... Please can you suggest me some sources how can I do it more efficiently for years of data... Or if you're interested in collaboration

NO OTHER WAY to say it... totally loved your voice as the voice over!!!!!!!!!!!!!! Do voice readings for national geographic and OTHER!!!! Pitch your voice as the voice of reason!!!

I've implemented this strategy in Pinescript and applied it to stocks (US, CH) on the daily timeframe. What surprises me is that the defined entry conditions do match very rarely in the backtesting timeframe of 10 years, i.e. lots of stocks do produce not one trade.

Is there a Trading View indicator for this strategy?

Would you consider including statistical analysis and optimization of the indicators and strategies that you feature? That is one thing I have not seen other back testing channels do. That way, you can say that, even with optimization, the strategy would fail, as well, claims of strategies being successful would be even further substantiated and improved with optimization.

Did you try reversing the signal? Did you try using a bailout strategy, where you exit positions at the close of the first profitable bar?

Two questions 1)Does your Russell 1000 and SP 500 dataset account for survivorship bias? 2) Are your exit conditions AND conditions requiring all or any one of these must be met?

make a strategy for crypto trading

Thomas Michelle Davis Maria Rodriguez Deborah

You should also share Buy and Hold statistics

What strategy had the best result for qqq and spy

Great channel. Would be great if you did a video on profitability of using 1 or 2 min "Smooth Heiken Ashi Candles" (not normal H Ashi: smooth h ashi is an imporvement/upgrade)- especially 5 min for intraday. After large outsize moves, using an 8 and 20 ema for confluence, this has been a surprisingly reliable method, as I have been just watching this on /NQ futures for day trading sort of as an experiment, as I know a profitable trader who only uses this. Honestly am kinda shocked at how it cuts the noise and usually is spot on. Again, once you understand how the candles work and following a fairly large move in either direction ideally, it really seems to be correct with simple elegance. You would take entry upon either first color change and/or doji, but preferably upon second opposite direction/color "long" wick and take another entry when 8 or 9 ema crosses the 20 ema and get out when either the candles become shorter with wider wicks in both directions and/or there is a close below the 8 or 20 ema (your choice). I personally prefer to get out when the candle changes color or action ("look" of candle) becomes less strong b/c I don't like unnecessary risk and the end of a trend can sometimes be violent in NQ and you could take far less profit for being greedy due to the smoothing effect of the candles. That said, often this would prove premature and the trend would continue, as it is still riding the ema. Because it cuts ALL the noise, your real life entry (the Real candle) could be much higher than you would prefer and your exit could be much lower than you prefer. So while still being profitable with most of these trades, you should be prepared by taking smaller size at first or by using normal discretionary trading. Still, that is less important overall anyways since it seems reliably profitable and consistent. Just understand how the candles really work and know that there is a good chance that at first you may be in the red until it sorts itself out. For example: I've noticed this even more with 5 min candles. Once you see that first strong candle in opposite direction, it nearly almost always every single time trends higher (or lower) for like 30min to an hour upward, sometimes longer. That said, what I noticed is that this is essentially 8 ema crosses the 20 ema - hold until candle closes below either 8 or 20 (your choice) - except due to the Smooth Heiken Ashi coding, adds a massive confluence level as well as a significant more early entry in most cases. super simple. Not a coder or ChatGPT guy but would love to see what 100,000 trades like that looks like! thanks.

This is very helpful! When should we expect part 3? Do you have a Discord so we can ask questions? Thanks so much for all you do!

Superb video very well explained ❤❤ very useful for backtracking using python.

Can backtest Supertrend+RSI on daily timrframe on Stocks ?

Great Video! Could you share TOS links or location where the scripts can be downloaded from ?

@seriousbacktester Thank you for sharing your backtesting journey. I have a strategy in that is written in thinkscript. Please let me know if you can test it ? Perhaps, if you can create tutorials on how to backtest and optimize Thinkorswim strategies using ChatGPT/python. I am sure many retail traders can benefit from such knowledge.

How can we set the trade conditions??

The problem is that you need to consider 100% of the trades to get that high result.

As others have pointed out, this isn't the true Hoffman strategy but a bastardised version created by a random RUclipsr. As presented here it seems perverse, using bullish candles for short entries and bearish candles for shorts. But given that it's worse than random, there may be potential for trading it in the opposite direction!

Do you have the best strategy with 50% profit per year....with an acceptable drawdown no more than 20%

Very clear introduction, thanks

OK, so what IS a profitable strategy tested over 400,000 plus trades?

CAN YOU SHARE THE NOTEBOOK CODE PLEASEE!!!

I have seen it use alternative formulas for some of the TA. What libraries do you use ?