Hello guys,
A few weeks ago a posted a trading system based on the acelerate volume indicator.
It’s a FORK of the Pathfinder System idea, which is awesome, Basiclly I keep the money management (positionsize, profit and stops) from the PathfinderSystem.
The parameter to entry long or short are based from the acelerate volume.
a = AverageVolumeBuy CROSSES OVER AverageVolumeSell
b = AverageVolumeBuy > AverageVolumeBuy[1]
c = MACDVolume > AverageVolumeSell
d = AverageVolumeSell CROSSES OVER AverageVolumeBuy
e = AverageVolumeSell > AverageVolumeSell[1]
f= MACDVolume > AverageVolumeBuy
g = AverageVolumeSell < 2500
To start, I adapted the following markets:
- Dax[attachment file=”74181″]
- Dow[attachment file=”74183″]
- Nikkey [attachment file=”Acelerate Volume NK 4H (v0.1).itf”]
I keep the same tameframe, 4 hours.
I decided to open this topic to discuss about this idea. Everyone is more than welcome.
Any idea to get better the system is also very welcome.
Regards
Hello everyone!!
Does someone has more data volume to make a system test stress?
Any idea is welcome
Thanks
Did you add a link to this thread in the original Pathfinder topic? It could alert users of the strategies about this new fork you made 🙂
I’ve had the DAX and DOW version (see OP) running on Demo for a few days.
I’ll let you know if / when it trades and the results etc.
Hello there,
Is someone trying this strategy in Demo, I would like to improve this strategy for a lower TF, any idea or recommendations?
Personally, I would like to focus in the Acelerate Volume Indicator, please share ideas!!!!
Best Regards
How are the results in OOS period since you have designed it?
I’ve had the DAX and DOW version (see OP) running on Demo for a few days. I’ll let you know if / when it trades and results.
I clearly had it running on Forward Test (4H TF) in June 18, but it is not running now and 3 versions are in my Mid folder … so I appear to have considered performance not good, but not bad either!
Do you still run these trading strategies in your portfolio @GraHal?
No, not since Jul 18, but I did a backtest today over 10k bars so 100% OS Test. Times changed to UTC +1 (from Xusto UTC+2) Spread = 1.8 (Xusto settings).
Maybe the strategy needs a filter to stop Long trades during sharp downturns? A bit of MTF to get a quick exit from Longs during spikes down may help?
Although with money management (top curve) the strategy does appear to cope a bit better with downtrends?
Bottom curve is for lot size = 1, so maybe best to tough it out with money management and you will get rich in the end?? 🙂
However, the performance stats are not great in either case, but a few tweaks may improve it loads overall??
ok, thanks for the update and the analysis. I stumbled upon the topic so I was curious, as it was promising, still not bad at all! Hopefully someone will relight the torch of this one!