Live performance updates for PRC Marketplace strategy: High Probability Reversal

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Viewing 15 posts - 91 through 105 (of 173 total)
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  • 03/28/2022 at 2:13 PM #190662
    juanj

    Three very important things to take into consideration with the new version:

    1. The linear regression calculation is very resource intensive so the backtest will take VERY long to load
    2. The backtest will always be different depending on the start date beacuse the start date affects the linear regression channel
    3. The linear regression will only start caculating after 30 trades as this is the typical minimum datapoints required for statistical analysis
    03/28/2022 at 2:15 PM #190663
    phoentzs

    @trademy

    Ich habe die gleiche Kurve. Aber ich sehe nur maximal 15000 Balken…

    @juanj

     

     

    03/28/2022 at 3:19 PM #190667
    juanj

    Which particular Gold instrument are you loading? Send a screenshot

    03/28/2022 at 4:39 PM #190675
    phoentzs

    Dasq gleiche, mit dem ich auch die vorgängern Versionen bedient habe… Gold Cash 1€
    The same that I used for the previous versions… Gold Cash 1€

    03/28/2022 at 6:39 PM #190678
    juanj

    Is this only a backtest problem? Perhaps send me an email so I can better assist you.

    04/03/2022 at 7:32 PM #191111
    garyoaten

    Hi Juan,

    Are there any promos coming up? Looking at this strategy and another one of your indicators.

    Regards,

     

    Gary

    04/03/2022 at 8:27 PM #191113
    robertogozzi

    @phoentzs

    Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

    Thank you 🙂

     

    04/04/2022 at 7:36 AM #191124
    juanj

    Hi garyoaten, seems you just missed the promo that ran last week. I haven’t actually planned a future promo as yet.

    But for those who missed the last promo I will make 3 more coupons available that will provide 15% off the strategy.

    Coupon Code: finalthree (valid until Sunday)

    04/04/2022 at 3:17 PM #191178
    garyoaten

    Thanks,

     

    Taken you up on the offer. Also grabbed the supply/demand zone indicator.

    I have a couple of questions so can I email you?

    04/04/2022 at 3:58 PM #191187
    juanj

    Of course I will gladly assist.

    04/04/2022 at 4:16 PM #191189
    garyoaten

    Hi Juanj,

     

    Sent message through market place?

     

    Gary

    04/21/2022 at 4:51 PM #192027
    garyoaten

    Hi, Juan

    Many thanks for sorting the issue. Everything is working fine.

    Gary

    04/28/2022 at 8:34 AM #192354
    juanj

    So technically we still have 2 days of trading left for the month but on request of a few clients I will post the latest Live results for the new version today and just do another post over the weekend should there be more trades. So for the first month of the updated algo we have had 9 trades with 6 winners (Win rate 66.67%). The gain to loss ratio is currently at 1.62

    I am happy to see we are doing higher lows and higher highs on the equity curve and I maintain a very positive outlook.

    Attached is my results for the algo with the PositionMultiplier = 3

    (P.S. For those doing backtests, keep in mind: https://www.prorealcode.com/topic/live-performance-updates-for-prc-marketplace-strategy-high-probability-reversal/page/7/#post-190662)

    05/01/2022 at 1:30 PM #192493
    juanj

    Unfortunately since the last update we have seen a big loss for Friday meaning we ended the month negatively. I have attached 2 pictures, the first picture show the 3 failed short attempts leading to the drawdown (and how close it came to catching the final reversal) and the second picture showing the loss ‘in perspective’ to a bactest of the new version going back to 2021. The backtest show a similar drawdown in Feb ’21 which simply means this drawdown is not unexpected in term of past performance. It obviously sucks for users of the strategy that takes the strategy live just before a drawdown happens, but unfortunately that is always a possiblilty. And as anyone following the markets knows many funds and strategies out there are negative for the year. So I am grateful to see the algo remaining positive YTD.

    Let’s all remain positive as we continue to aim for long-term out-performance. I look forward to our next update.

    05/02/2022 at 3:52 PM #192554
    juanj

    We unfortunately had another very nasty loss today and hence are starting the month in the negative. For those interested in technical analysis Gold’s recent behaviour seems to be particulary out of sorts considering the fact that we are seeing risk-off behaviour in the majority of markets and yet gold is selling-off. Attached is my technical analysis showing the Weekly and Monthly Pivots untested. With price currently trading below the Daily 100 SMA and 61.8% Fibonacci level, there exist an even greater probability for reversal to the mean. If price closes the inefficiency zone @ 1840 there will exist an extraordinary opportunity with excellent risk:reward when considering a stop @ 1819 and a target @ 1970

    Unfortunately for the strategy the market can and will at times behave ‘ilrrationally’ and while it’s decisions are based on it’s algorithm which typically work on a high probability edge of about one sigma, outliers will occur. Despite this setback I recommend we remain commited as we await performance to normalize once again. At the end of the day all I want to see is yearly returns that outperform the vast majority of market based funds and equity in general.

    I will continue to provide updates as per usual. With the next update closer to the end of the month or perhaps sooner if there is some significant trades.

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