Actual For Real 97% Win Rate Trading Strategy
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- Опубликовано: 6 июл 2024
- I backtest a strategy from the "Transparent Trader" channel :
• How to use MACD for a ...
This strategy uses daily candles on the S&P 500 index and takes high probability small gain trades which amazingly does show a historical 97% win rate.
This is for educational purposes only; nothing here is investment advice and I am not an investment advisor and I do not advocate for or against any particular trading strategy.
As always I appreciate your support and all the helpful comments.
Cannot wait for more of you videos!
I rlly appreciate your videos , I have a question tho
are you already testing one of these starts in live market ?
Thanks for this strategy!!!
Would like to have your opinion on a good intraday strategy for stocks (i.e. opening trades anytime of day but making sure to be closed before end of session)?
Thanks a lot for your content!
I have a couple of questions about writing and using trade strategies, please, help me to understand:
1) Still, is it possible to write such strategies that would carry out entry and exit from a position, based on data from several indicators simultaneously? That is, so that entry and exit are made when the necessary conditions coincide simultaneously on 2-3 indicators? If this is not possible with some indicators, then how do you know which ones are possible and which ones are not.
..and the 2nd question: For example, we have written the necessary strategy on Pine in Tradingview and it suits us. Is it possible to make this code enter and exit positions with a real account on a real exchange, like a trading bot? If yes, how can this be done?
Thanks a lot!
Easily the best backtesting channel ever
love your approach of analysis. Is it possible for you to share a sample code that you use to run the results?
what about changing the target criteria to be a second or third day after entry. And I'm always curious if the opposite works...i.e. do Shorts work when the criteria is opposite of a Long trade?
thank you for the video, very interesting content, the analogues of which I have not yet met on the vastness of RUclips.
I would like to see this decrease in stop loss, a test on stocks of companies or raw materials.
optimization of the strategy for a lower timeframe and an increase in the number of transactions, how will it affect the win rate
Hi, nice video.
Can you write results (maybe roi, win/rate,... ) in spreadsheet?
I'd like to see a follow-up. Perhaps using an ATR stop
Really love your work, it would be great to include Buy and Hold comparison as well as including Crypto, Forex and Metals. I coded your MACD, Stochastic and EMA strategy in pine script and tested on crypto currencies, win rate was decent but frequency of trades were less and buy and hold returns were much higher than strategy ROI. Thanks for your amazing back testing, I really like your work.
Have you tried using the macd only? No other indicators, just go long when it crosses above and short when it crosses below. I'd like to see thousands of tests on that.
Do you mind sharing the code for the simulator you use for backtesting, for some reason I just can’t seem to get it right myself
Thank you so very much for sharing this work!
Finally, new content!
Thanks for the great content! Perhaps a suggestion for another trend following strategy: the BBO (bollinger band breakout) strategy by Nick Radge. Would be very interesting to see how it performs!
Can you test the payday cyle strategy?
🎉🎉🎉 Waiting for next video!!
could you do a backtest XAUUSD on the OANDA server using multiple ema 20 on (1-hour tf , 4-hour tf and daily). the entry rule is when the price is emerging up from the bottom of 4H ema and the 1H ema < 4H ema < daily (the short rule is the opposite). the SL is the last low or the 1.6 ATR. The TP is the last high of the 30-minute candle. when the order is on 1R, cut half of the order size. Thank you.
the other thing that I am curious about is, what kind of indicator do you suggest to determine the trend of the market (trending or sideways), it will really help if you can identify and switch the strategy mode.
Question: do you contract out? We would like to backtest our indicator. Hou seem very proficient. Thank you. BitcoinSpike
whats the best 5min scalping strategy plz
Can you make a video about what are the best strategies for scalping
Would this strategy work on XAUUSD or other currency pairs
Transparent Trader does a lot of strategies based on Larry Connor's mean reversion strategies, which in general don't use stop losses in preference for a simple exit and a high win rate.
Can reverse it to sell entry?
What if you use options? SPY options are highly liquid. With 3-4 x leverage the gains would be more like 50-70%.
Please make the third part of the coding, please!
Hi Sir, Just subscribed to your channel...Really impressed they way you do the back testing. Is there any way I can learn from you how you do the backtesting ? please
Yea absolutely; on my channel I have a backtesting tutorial playlist, I have two videos there so far as I haven’t finished the series yet
Transparent Trader's channel is really good. Doesn't entertain all the hyperbolic nonsense that most channels seem to go for and just produces really sober ideas. I mean, it can be a little 'dry' as far as viewing goes, but what do you want - good advice or to be entertained?
please run a back-test of this on BTC as well, if possible
How about taking the time scale down from daily candles to 4 hour candles?
Great question; if there is interest i could certainly test this in other time frames, haven't done it yet. I actually don't have any 4h candle data, i hear ya, would be interesting to see this in lower time frames
It would be interesting to test in in the 15-minute time frame. I am intrigued.
If you could, would you test the Keltner Channel + Bollinger Bands compression strategy? BB fitting within the limits of horizontal compressed Keltner channel seem to be a good predictor of major breakouts.
@@seriousbacktesterwhat's the profit factor for this?
A couple things I can think of to try and make it more profitable would be 1. Try a lower TF and 2. Use Asymmetric Compounding, Not saying it would work, just some thoughts.
Could you please backtest/configure a simple moving average crossover/crossunder strategy using any (smma, sma, ema or wma pair) at specially btc/usdt or eur/usd and at atleast 15m - 1h charts! The criteria should be to met just 60-70% accuracy, 2-3% profit factor, sl/tp should be at the opposite crossover/crossunder! The idea behind making this strategy is to just trade like as if it's like passive income, not to make millions, thanks 🙏😂
A Follow up would be very valuable for the channel
instead of closing at the first profitable close, which he outlines in his video, you should try closing when the chart switches to the first green MACD, so you are more likely to ride a part of a trend instead of stopping at the first sign of momentum.
Great idea I was thinking something similar as well
How are you? Can I ask you something, please? Do you know any indicator to help staying longer in a trend for scalping 1 or 5 min TF?
No. It's a bad idead. 85% winrate instead of 97% and profit factor 0.58 (so you are losing money)
First bar that cover your fees - best solution
please follow up this strategy
How about risking less than 5% in the stop loss.... Like 2%??? Does it help to reduce the drawdown and to increase profit?
yes
and still 2% is big i use 0.33% if i have an loss i want it to be small
giving my strategy more time to prove itself again and again
if you take 5% stoploss you have 20 trades and your account is gone
if your risking 0.33% you have 303 trades until you blow your account
but thats all up to you
please tweak it more, feels like this one has a lot of potential
Tks for your amazing job ! Im swigtrader in Brazil, I belive if you add a an ATR 21 periods to hhe chart and the stop be 1.2 ATR and take profit winh 1.5 ATR, will reduce a lot the drowndow and i increase the profits per traders too.
Best trading strategy backtesting channel. No BS just numbers. Plz tell me you are still making videos.🙏
Thank you so much! i plan to, life just got busy here
@@seriousbacktester fair enough 👌 hope to see more videos when you have time
pleaseee Crypto Backtesting!
Wow, interesting 💡 Here documenting my trading journey on RUclips as well 👊🏿 Respect from Jamaica 🇯🇲 🎈
Can we suggest other strategies for you to test here in the comments?
Absolutely!
@@seriousbacktester Hey love your videos. Finally somebody that understands the value of statistical significance. Can you test the following strategy that I tried on naturalgas, but I dont have enough data to know for sure.
5 minute time frame strategy.
Buy rules: macd crosses above the signal line while histogram of the 2 hour macd and histogram of daily macd is above the zero line.
Stoploss Atr 2.2
Exit: Macd crosses below the signal line. We dont care about the 2 hour or daily for our exits.
sell rules: macd crosses below the signal line while histogram of the 2 hour macd and histogram of daily macd is below the zero line.
Stoploss Atr 2.2
Exit: Macd crosses above the signal line. We dont care about the 2 hour or daily for our exits.
it would also be interesting to know if it would make sense if only crosses below the zero line for longs and above the zero line for shorts are considered. would be great to know which tests better. Thanks for your videos
Cool, I would like for someone to really test theStrat by Rob Smith and put it through it's paces. There are alot of intricacies within the strat that i would love to see data on
@@HM-yh6ys My backtest:
Atr len 14
Atr stop loss 2.2
Only longs
Enter when macdLine5m crossover signalLine5m and macdHist2h > 0 and macdHist1d > 0
Exit when macdHist5m crossunder signalLine5m
BTCUSDT.P ByBit - 5m TF
30% Winrate
Gain 1.05%
30 Trades per 2 month
Hey missing your video dude
Thanks man hoping to get back in the swing soon
Please explain why bots don’t do just do this and make thousands, also could you please upload the code 🙏
Great question! It would actually be very easy to automate trading this strategy... i have my own system that could start doing that tomorrow... but as I show in the video, though the win rate is high the actual amount of profit in each trade is very low, so no matter how many trades you place, your invested capital is unlikely to top 16-20% or so per year, before taxes, so for me personally i think it will be a pass... but historically it does show as profitable, don't get me wrong, but it's quite modest gains.
@@seriousbacktester Have you taken trading fees into account?
i think pay and hold will be more profitable after deducting the fees
no taxes in my country so that is a good thing.
What if you use options? SPY options are highly liquid. With 3-4 x leverage the gains would be more like 50-70%.
Have you decided to stop making videos? I was interested by the videos you were putting together on how to backtest properly in python. Was very interesting.
Thanks for the encouragement! haven't give up but life got busy here, hopefully i'll have some free time soon
I must be high. Gain on account per year 10%... After 10 years of trading... 10,000 -> 11128... That is barely over 1% per year.
First
I would love to see it tested against:
* lower time frames => more trades
* shorts
* with leverage like 2x, 3x, 5x, 10x
I have tested 5m optimized for BTC
I got 98% and 7 Profit Factor.
Of course for it to work for any crypto I had to adjust not so much, and on bitcoin I got 95% with Profit Factor 2
I also tested this strategy for 1h TF - the results are even better. 96% win rate with 2.5 profit factor
And of course you should use leverage and exit the trade as soon as the close covers the fees
I also tested Shorts. 5m TF - 86% Winrate. Together - 88.82%
@@1play2fun Damn, nice man! Thanks a lot for sharing your test results! You're a legend 😊I will have to try in sharp mode now
@@Juznik1389 I added features "Exit when I have profit greater than 0.24%". When I have fees 0.06% I have profit about 50% in month!!
With leverage it's insane.
Of course avg win is 20$, when average loss 200$🫣
But iw you have 90% winrate and 568 trades per month - it's not problem ☺️
Hi, big fan of your content! It would be great if you also published your iPython code/Jupyter notebook for each of your videos, if that's something you would consider? Thanks!
Excellent 👌
Have you stopped?
No just got busy…I’ve recorded audio for next video just need to put it all together ; thanks for the interest!
@@seriousbacktester I just find your work great ... I did something similar a couple or three years back, but nowhere as indepth as you. I then moved off into testing trades at certain parts of the day ... certain days of the week and certain months of the year ... co-relating those, but never got enough data to make it statistically significant. I've got 3 old HP Z620s each with 2 16 core xeons ... power hungry work horses - slow but sure. But have let my Tickstory subscription lapse. Lookin at your stuff has tweaked my enthusiasm again. Thanks for all your efforts ... they're much appreciated.
Hi, is there a way to connect with you directly? Email/WhatsApp? Thanks