MACD-Strategy M1 SP500

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03/12/2023 at 6:56 AM #211404 quote

phoentzs
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Master

No, misunderstanding. I like to refer to fixed sizes in a TF where I can grasp it visually. A MA20 or MA50 in the TF M15 or M30 or H1 is quite meaningful. A tandem filter, i.e. a filter made up of 2 MAs, is more dangerous. You can easily over-optimize it and it is also more difficult to assess. Especially with this strategy, only TP/SL and the tandem would be optimized at first. Actually prefer to leave it out.

So I would prefer not to use the tandem, but it’s not that easy.

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03/13/2023 at 10:15 PM #211514 quote

JohnScher
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this is the 500k backtest from the downloaded itf-file timeframe 15m

greets

Screenshot_1-1.jpg

03/13/2023 at 10:24 PM #211517 quote

JohnScher
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Veteran

this is the 1 mio backtest from the downloaded itf-file timeframe 1m

Screenshot_1mio_Jul-2020-to-Apr-21.jpg Screenshot_1mio_Apr-21-to-Dez-21.jpg Screenshot_1mio_Apr-22-to-Dez-22.jpg

03/13/2023 at 10:37 PM #211521 quote

phoentzs
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Master

To be honest, I only expect a strategy to last for weeks in such a small time frame. With luck months. It must be regularly re-optimized.
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MACD-Strategy M1 SP500

ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant

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This topic contains 18 replies,
has 5 voices, and was last updated by phoentzs
2 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/11/2023
Status:	Active
Attachments:	14 files

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