20201107 12:1 Voss

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Viewing 3 posts - 1 through 3 (of 3 total)
  • 11/08/2020 at 2:09 AM #149808
    eckaw

    I’ve been testing Vonasi’s 12:1 filter code recently on my strategies and think it has great potential. I’ve put together this strategy built upon this filter + Nicola’s Voss Predictive Filter code. It’s probably a massive curve fit and I haven’t done any robustness test or walk forward yet.  Just wanted to share the idea to see if someone has some ideas on this. I’m surprised to see that the 12:1 filter hasn’t been used much on other strategies, it seems to have great potential. Here’s a link to the forum post: https://www.prorealcode.com/topic/121-trend-following/

    11/08/2020 at 2:10 AM #149812
    eckaw

    Backtest was 1min DJI, here’s the itf

    1 user thanked author for this post.
    avatar GraHal
    11/08/2020 at 10:18 AM #149821
    zilliq

    Hi,

    As I say before this filter is “simply” the  momentum indicator based on Open as you can see on the picture

    Have a nice sunday

     

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