MarkePlace New test in my store: Mauro T algorithm system
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Good morning
I wanted to explain the functioning of the Algorithms I have in the MarketPlace Store:
https://market.prorealcode.com/store/maurot-algorithm-trading-system/Very often those who bought me an algorithm with a 3-month subscription think that it is always positive, but this “Unfortunately” happens only in the BackTest optimized until the last day and then inserted in Live, believing to find the same results .
Reality is completely different.
In the store I describe for each algorithm the minimum time that the trading system needs to stay positive (first screenshot),
here you can see the statistics with Walk Forward where I highlighted in “Red” (taking a random date number 10), here there is a start and end date in “In-sample”, and a start and end date in “Out of sample”, you can see that the first starts from 19 September 2018 until 29 October 2020 (over 13 months of operation), the second from 30 October 2020 to 30 September 2021 (11 months of operation), therefore the minimum functioning in order to obtain “ALWAYS” gains are not 3 months but 11 ….. clearly if once you have entered the algorithm you start having losses.
In these months you can see the gain obtained and the Max DrawDown …. because when you start to have losses, and in Live it is very normal you must be aware that you can sustain the losses not with the Account, but psychologically ….. maybe it was my fault that I wasn’t clear enough in the description.
Below I have inserted two examples of screenshots:
1) Nasdaq 15M where if one had entered live at the beginning of January, it would have closed immediately after 1 or 2 months, but instead in 8 months despite having the index unchanged from the moment of insertion in Live it has earned € 1,600 … ..200 per month on average.
2) Us500 2H also here a bad start of December, probably he would have removed from the live, but in 11 months he earned € 6,200
I wanted to insert two examples of algorithms purposely only with Long operations, given the war period that led to a reversal of the indices.
As for the MaxDradown, in the store you will find all the trading systems with live, but it is always important, as specified above, to also look at the backtest, and see how much the maximum loss was.I’m sorry if I have perhaps taken too long in the explanation.
I would like to inform you that on the Nasdaq 15M algorithms:
https://market.prorealcode.com/product/nasdaq-15m-swing-trend/
https://market.prorealcode.com/product/nasdaq-15m-multiframe/There is a special 40% discount until April 17th
There are 6 coupons available, coupon name “Nasdaq-15m”
On the rest of the store 20% always until April 17th
Coupon name “Algorithm-System”
For any questions or concerns you can contact me
Thank you
Mauto T.1 user thanked author for this post.
I have now seen that the statistics with the excel file are downloadable …. but in any case if one wishes to have more information, he can contact me by email, or if he prefers here in the forum.
Thank you
Mauro T. “Algorithmic system”1 user thanked author for this post.
One the .xls … how is Relative Performance calculated please?
1 user thanked author for this post.
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