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TESTED 750,000 TRADES! ROC+EMA Trading Strategy
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- Опубликовано: 23 сен 2022
- OK this strategy generates a ton of entry signals. Therefore I was able to test Martin Ellul's "ROC+EMA" strategy not 100 times, but 750,000 times. Shocking results; hope you enjoy!
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• $10,000 to $347,000 in...
Thank you so very much for sharing this work! I have long been frustrated by my own inability to backtest strategies properly, and you've clearly found a way. I've watched and liked each of your videos, subscribed to your channel, and set an alert for your new releases. I am eager to learn from you and plan to follow your work closely!
Thank you that means so much!
This study is probably one of the most interesting backtests ever run
Wow thanks!
Best backtesting videos made and explained scientifically.... Please keep up with your good work... Wishing you all the very best
Essily the best back testing I've seen on RUclips so far. Thank you for the analysis rather than ridiculous images so many use as click bait.
I think more research should be done on this. If you can make a profitable strategy simply because of your SL/TP strat, it would be interesting to see what SL/TP strat works the best. Just use random entry points like you did and experiment with different SL/TPs and see which gives the best results. I wonder if a trailing stop loss after the price moves 1x profit instead of a set TP would be better.
Thank you so very much for sharing this work!
Great backtesting. Loved it. Thanks. Subbed!
Very interesting channel
Great work…. Will like to see more back test. Thx
Bro, can you make videos on how you code backtest strateges? I would pay you to see that sh*t ! Keep up hard work!
Great minds think alike! Yes, I do have plans for a series of videos to show how I code these simulations. I code in python and use a data tool called pandas, and the the platform I use is jupyterlab. There's a ton of good videos to teach python and pandas in general which are way better than what I could do, so if you're not familiar already I recommend starting to learn about those tools, and then once my videos are released they will make a lot more sense
one question. how did you take the swing low in python for stoploss?
I think your discovery, is that a trailing stop loss is the way to go! I think it might be good to model this in all of your future analyses as a default exit strategy
So, random entry, wasn't really random. Could you test this with just a simple coin flip for buy/sell and enter trade after trade after trade,....
Correct me if I’m wrong, but I saw that you are neglecting commissions and slippage, that makes a huge difference in results, without commissions, results are much more “inflated” that they actually are. You are doing great job, but please include that aspect, that would give much more realistic result
Just goes to show trade management is way more important than entries. Good risk management can make a 40% win rate profitable. Some time try the take 1/2 off the trade once hitting target and than move the stop to break even. That's pretty standard in forex for smart traders.
Love your backtesting program. Is it available?
Launching a trading infra based on inst fx data (includes buy or sell trades reports per min per ccy) how to DM you?
Why I didn't this channel before?
Can you backtest fundamental data + technical? Just curious
I would LOVE to, but what I lack is a source for historical fundamental data. TD ameritrade's API will let me download current fundamentals, but not past. But if I had the data, I would do this in a heartbeat.
using Volume in any Strategy will NOT work very well UNLESS U take it apart and use what U need to help your P/L . ask and U shell Receive . also all Trading Platforms do not cary this DATA .
Do you have 1 minute data for a few years? I have a strategy on thinkorswim but it only backtest 30 days and its very profitable .all other timeframes have the same win rate and equity curve. Would love to simulate it on more data.
Let me know if you want to see it.
Thanks for the comment! I do have some 1 minute data, but just the s&p 100 stocks from april to june of 2021...i've typically not had good results with testing 1 minute data and its takes a ton of storage space and computational time to use... even with only 6 weeks in each .csv file, each one is 12,000 rows! That being said, I'd be happy to test your strategy against the data I have, provided its possible to code the indicators and rules
Binance has monthly on many pairs 1 minute included
I have access to years of 1 min data and frequently test one min strategies. Let me know if you are still interested in testing your strat.
@@TheDemockery i am interested. How do we proceed? Can you test pinescript? I scripted a multi time frame inside bar with 3xmtf supertrend