Mother of Dragons, long and short

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  • 04/30/2020 at 12:09 PM #128988
    deleted03052020
    nonetheless wrote:

    Taking Vonasi’s suggestion to try this long-only, I broke it into 2 separate strategies, long and short. With each optimized for just one task the result seems better on every metric. It may have the added advantage that in an uncertain market they hedge each other – would require forward testing.

    Image at left is the combined performance in one code. When you map the other two onto each other, every month where the long has taken a loss the short has more than made up for it. That doesn’t happen when combined.

    Unfortunately, in this case, it doesn’t get around the fact that it is probably curve-fit to the last 100k but i think it does make a good case for separating strategies into long and short.

    Can’t believe I hadn’t tried this before. Is there ever a good reason for having one code go both ways?

    Original code is here: https://www.prorealcode.com/topic/mother-of-dragons-trading-strategy/page/2/

    I would love to have a dicussion with you nonehteless. I wrote to you on tradingview on nonetheless because I have no other information about you.

    Hope to hear from you.

     

    04/30/2020 at 12:15 PM #128992
    nonetheless

    Hi CT, I’m not on Tradingview. Should I be? Don’t think there’s an option for PMs here. What did you want to discuss?

    04/30/2020 at 12:34 PM #128996
    deleted03052020

    Well i cant find an option for pms here. I just want to write to you in private, how can we do that? I know personal info isnt allowed to share here but I cant find another way to contact you.. Can you email me at XXXXX When you have ill edit this message to something else.

     

    04/30/2020 at 1:03 PM #129004
    JC_Bywan

    Please! No personal info is no personal info!

    04/30/2020 at 1:07 PM #129006
    Vonasi
    crazytrader wrote:

    I know personal info isnt allowed to share here

    …but what the hell I’m going to do it anyway because rules don’t apparently apply to me.

    Personal info is not allowed to be shared in the forums to comply with GDPR rules. Plus you should never want your email address out on a public forum unless you like being spammed and scammed.

    If you want to share personal contact details with other forum members then use the ‘contact us’ under ‘help’ to ask Nicolas. He will then ask the person that you are trying to contact if they are happy to exchange details and then do so if they are. Obviously this is all extra work for Nicolas so it is far easier if you just communicate via the forums which is what they are designed for!

    04/30/2020 at 2:47 PM #129048
    Francesco

    @Vonasi I fully agree with you; but why it was never implemented an internal forum pm feature like in every other forum? Just asking

    04/30/2020 at 2:56 PM #129051
    Vonasi
    Francesco wrote:

    but why it was never implemented an internal forum pm feature

    You’d have to ask Nicolas.

    Personally I think that PM features in forums just mean that all the interesting conversations just get written in secret behind the scenes and so add nothing to the forums. Also the PM’s can just get used to talk about other members behind their back…. a bit like how all us moderators chat about the forum members in our own private chats off forum! Some of that stuff must never be published! 😉

    3 users thanked author for this post.
    avatar swedshare, avatar keewee, avatar Francesco
    04/30/2020 at 3:46 PM #129065
    deleted03052020

    Do you have an backtest for this? If so can you please share it

    04/30/2020 at 4:07 PM #129069
    nonetheless

    All new versions with back test are in the other thread:

    https://www.prorealcode.com/topic/mother-of-dragons-trading-strategy/page/13/

    I managed to improve the long/short algo so no longer working on separate long and short – too much work.

    04/30/2020 at 4:45 PM #129084
    deleted03052020
    nonetheless wrote:

    All new versions with back test are in the other thread:

    https://www.prorealcode.com/topic/mother-of-dragons-trading-strategy/page/13/

    I managed to improve the long/short algo so no longer working on separate long and short – too much work.

    I cant find the Nasdaq version there, maybe im blind :O

    04/30/2020 at 5:00 PM #129090
    nonetheless

    Ah … still working on that one.

    1 user thanked author for this post.
    04/30/2020 at 5:14 PM #129092
    deleted03052020

    has it performed good latetly for you?

    04/30/2020 at 5:29 PM #129097
    nonetheless

    Has what performed well?

    04/30/2020 at 5:31 PM #129098
    deleted03052020

    Mother of dragons nasdaq 5m posted here.

    04/30/2020 at 5:35 PM #129099
    nonetheless

    I’m not running it at the moment. Like I said, it’s a work in progress.

    1 user thanked author for this post.
    avatar bertrandpinoy
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