The point about keeping a database or journal is a very good one. In the past I have come back to strategies and wondered what the hell I was trying to do with it.
Tell me please, when u compare strategy annual return vs buy & hold, do u use fixed shares size + net profit in the code, or you just buy fixed shares each time? thanks
for stocks we are always using the full account balance on every trade. you can always beat buy & hold either in profit or DrawDown or both by using a trading system. I have three portfolios in Go.StatOasis.com/Discord that trade monthly only and they all beat the buy & hold by 100% or more in yearly returns and DD
What's the next steps after taking actions of those tips in the video? I am looking of ways to identify (or quantitative measure) of degrading strategies in a portfolio. And, then how to replace the strategies (or re-Optimize the existing strategies) ? I wonder if those steps can be automated in a Custom Project workflow.
next step is to learn the proper way to develop robust strategies. you can identify if the strategy is degrading by checking its signature periodically (depending on trade frequency) which currently is not doable in SQX/TS/MC/MT4 but you can do it manually in excel or write a simple program (any language) to check the signature, or even manually, however, if you are trading a portfolio there is a simpler way. I teach both ways in the Algo MasterClass
There’s also plutohq? They offer cryptocurrency robo trading among other trading. Simple to get started for anyone getting their feet wet. Also paper automated trading games.
Hello Ali. If i set a trailing stop manually, it moves at each tick with price, but by the strategies built by sqx the trailing stop just acts on each bar open, it is not good. How can I adjust my strategies to move forward trailing stops by every tick?
if you are using MT4 then code is executed on bar open so trailing stop will be calculated at bar open, if you use TradeStation then code executed on bar close, so trailing stop will be calculated at bar close. it doesn't matter if you use time bars or tick bars, above rules will apply
The point about keeping a database or journal is a very good one. In the past I have come back to strategies and wondered what the hell I was trying to do with it.
😀 been there
Its really hard work being a algo trading and getting sucessful, and being a sucessfull trader without backtesting i cant imagaine:)
Well said!
Tell me please, when u compare strategy annual return vs buy & hold, do u use fixed shares size + net profit in the code, or you just buy fixed shares each time? thanks
for stocks we are always using the full account balance on every trade. you can always beat buy & hold either in profit or DrawDown or both by using a trading system.
I have three portfolios in Go.StatOasis.com/Discord that trade monthly only and they all beat the buy & hold by 100% or more in yearly returns and DD
It would be nice to see some FX workflow.
sure, will add it to post ideas
Why do all youtubers put their face in every thumbnail??? lol !! I like your channel though, good information, thank you!
not all of them, only the pretty ones 😊
What's the next steps after taking actions of those tips in the video?
I am looking of ways to identify (or quantitative measure) of degrading strategies in a portfolio.
And, then how to replace the strategies (or re-Optimize the existing strategies) ?
I wonder if those steps can be automated in a Custom Project workflow.
next step is to learn the proper way to develop robust strategies.
you can identify if the strategy is degrading by checking its signature periodically (depending on trade frequency) which currently is not doable in SQX/TS/MC/MT4 but you can do it manually in excel or write a simple program (any language) to check the signature, or even manually, however, if you are trading a portfolio there is a simpler way.
I teach both ways in the Algo MasterClass
@@StatOasis when is the masterclass will start?
end of this month for discord members and March/April for subscribers
There’s also plutohq? They offer cryptocurrency robo trading among other trading. Simple to get started for anyone getting their feet wet. Also paper automated trading games.
The enrollment is always closed. Any tentative timeline on it?
End of year for discord members and Mar/Apr for subscribers
Looking forward to it!
Hello Ali. If i set a trailing stop manually, it moves at each tick with price, but by the strategies built by sqx the trailing stop just acts on each bar open, it is not good.
How can I adjust my strategies to move forward trailing stops by every tick?
if you are using MT4 then code is executed on bar open so trailing stop will be calculated at bar open, if you use TradeStation then code executed on bar close, so trailing stop will be calculated at bar close. it doesn't matter if you use time bars or tick bars, above rules will apply