Oh yes, I now almost always use a function that only allows one trade per day per direction. In my opinion this makes my systems much more robust.

Two thoughts from my side:
GraHal wrote:
I can’t believe others are not ‘jumping on the bandwagon‘ … given time they may come round to my ‘Swap Shop’!

I am hesitating here, not jumping. Swapping with one or two co-forum-members – maybe; selling own product or obtained-by-or-given for-swapping-possibly-modified product on MP – no.
The interest for me lies in what you called the cross-fertilising.

GraHal wrote:

would we need criteria so that Algo’s put-up for a swap are similar-ish in a few criteria that are important to us?

I would appreciate a certain kind of normalisation in showing backtest results. Something like at least a period of 3 (or 6 or ..?) months, starting capital of 10.000, …
And also whether it’s a fixed position size strategy or with a position size calculated on the basis of the available or initial capital.

phoentzs wrote:

Oh yes, I now almost always use a function that only allows one trade per day per direction. In my opinion this makes my systems much more robust.

Hi. How do you code 1 trade/day in one direction?

I use a different code, but yes, that should work too. Especially in sideways phases, such codes reduce the risk of losses due to back and forth movements.

I like this idea. I’m a bit late to the party as I only check in on this forum every once in a while. I’ve developed well over 100 strategies in the last few years, currently running about 40 of them live across four different portfolios. I’ve just plucked one of my NASDAQ daily strategies as an example, this one aims to buy into strength using price action and a simple time-of-the-month filter, to minimise time in market, use leverage, and reduce drawdown compared to buy and hold. I’ll include a screen shot of the performance and a few of my metrics below. Time in market is only 15% and it takes about 1 trade a month, so it’s a fairly slow system, but decent performance. Happy to do a code swap if anyone is interested, and maybe share some others. NASDAQ (US Tech 100) daily time frame. 10,000 required in account to operate but can be scaled down or up This assumes 20:1 leverage on a CFD or spread betting account Back tested and developed over ten years of data 2009-2019 In test sample = average monthly return of 777 Running live for five years 2020-2024 In live = average monthly return of 1,410 (yes actually did better in live due to NASDAQ upwards movement in the last few years) Maximum drawdown -9,335 Worst calendar month -6,496 Best calendar month 8,704 Effective average monthly return on allocated funds = 8.9% Trades taken in ten year back test = 96