Trading strategy reversal mini sp500

Trading strategy reversal mini sp500

Here is a simple and educational trading system based on moving averages logically mean reverting on the mini S&P500 US index.

 

 

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Doctrading • 04/19/2016 #

    Hello,
    Nice strategy, indeed ! Thanks for sharing.
    Buy I don’t understand why it is not profitable before 1994.Do you have an idea ?
    Thanks

    • Nicolas • 04/19/2016 #

      Market were not mean reverting before this date (no real normal distribution), but it were also the end of generations of trend followers. Before electronic computer trading & internet generation, market were slow and with less volumes IMO. But perhaps giulomb has another opinion about this 🙂 

    • giulomb • 04/19/2016 #

      Questa e’ una ottimizzazione di lungo periodo , non esiste la taratura che funzione sempre perchè i mercati cambiamo 

    • giulomb • 04/19/2016 #

      Per Nicolas , non sono uno statistico , mi sembra funzionare e questo mi basta 

  2. giulomb • 04/19/2016 #

    Questa e’ una ottimizzazione di lungo periodo , non esiste la taratura che funzione sempre perchè i mercati cambiamo 

    • Nicolas • 04/19/2016 #

      I saw you have optimized the moving average period for this period. That’s a better explanation for Doctrading’s question, it’s equity curve-fitted sadly.

  3. gianlox • 04/19/2016 #

    good the basic idea, although I do not agree on optimization of the moving average because I think it overfitting, to improve the system  work better on other factors 

  4. giulomb • 04/19/2016 #

    Per valutare se c’ è overfitting , provare valori attorno a quelli inseriti

  5. Etta • 04/19/2016 #

    Hallo
    I am very new at this hole proreal software.  Also with trading strategy. I test this one it looks good.
    Is this only for uptrend? All the trades show long.
    I am trading the South Africa cash 40 witch is the same as the sp500.
    Do you have more strategies that I can test?
    Thanks Ettienne
     

  6. giulomb • 04/19/2016 #

    Ci sono anche trade short
     

  7. miguel33 • 04/19/2016 #

    Giulomb sono tre medie mobili semplici ? Grazie. Mig

  8. giulomb • 04/19/2016 #

    Si
     

  9. JR1976 • 04/19/2016 #

    HI giulomb 
    could you try to  manage the order with  buy at high/low stop instead  ‘At the market’
    EX:
    BUY 1 CONTRACTS AT  HIGH STOP
    SELLSHORT   1  CONTRACT at  LOW-3 STOP 
    It’s seems  better ??
     

  10. JR1976 • 04/19/2016 #

    It seems perform also very Well 
     

  11. JR1976 • 04/19/2016 #

    Sembra performare molto bene 
     

    • giulomb • 04/19/2016 #

      E’ tanto tempo che non lo guardo , non so neanche se il trading system soffre di iperottimizzazione  , come lo scriveresti il listato ?
       

  12. giulomb • 04/19/2016 #

    E’ tanto tempo che non lo guardo , non so neanche se il trading system soffre di iperottimizzazione  , come lo scriveresti il listato ?
     
     
     
     
     

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