Taking a look at my old strategies

• 01/17/2020 at 9:22 AM #117038
  jebus89

  Hi all, thought it would be fun to post a few of my oldest strategies, some of them that looks good, some looks like shit. Wall st, Nasdaq and Dax has been chosen, but i run strategies on more markets just so thats clear. This is only a few that ive decided to post about.

  Some i have run, some i still run and some ive never ran..

  Its fun to see the ones that are obviously curvefit and how they just “stopped working” all of a sudden..

  And its also VERY fun to see the ones that have been “live” for 1-2 years and are performing more or less exactly like backtest says it should.

  Most of the strategies are made in late 2017-2019 sometime. (majority made in 2018)

  majority of the strategies have a winrate of 50-70% (except the obviously bad ones)

   

  Feel free to join in with pictures of your own!

  Also feel free to ask questions regarding the process of how i make strategies.

  I also wanna add one final point, 2018 and 2019 volatility has been AMAZING when it comes to testing out strategies made pre-volatility 2018-2019. It has been a blessing in disguise.

  Happy coding guys and girls.

   

   

  

  jebus89

  Participant

  Topics: 118

  Replies: 586

  Been thanked: 238 times
  01/17/2020 at 9:49 AM #117040
  GraHal

  Are any of the above Strategies posted on this Community?

  I take it the image above shows backtest equity curves?

  Love your Strategy names! 🙂

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  01/17/2020 at 10:09 AM #117041
  jebus89

  GraHal wrote:

  Are any of the above Strategies posted on this Community?

  I take it the image above shows backtest equity curves?

  Love your Strategy names! 🙂

  I have not posted any of the strategies in this community no.

  Yes they are all backtest-equity curve, with the last 1-2 years being out of sample. All strategies are in Dow jones / nasdaq / Dax (wall st, us tech100, dax) 1h timeframes.

  I try to be creative with my names, makes it more fun lol.

  1 user thanked author for this post.

  GraHal

  

  jebus89

  Participant

  Topics: 118

  Replies: 586

  Been thanked: 238 times
  01/17/2020 at 11:33 AM #117047
  GraHal

  jebus89 wrote:

  with the last 1-2 years being out of sample.

  By above, I take it you mean 2018-2019 ish (not 2007-2008)?

   

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  01/17/2020 at 1:24 PM #117078
  jebus89

  Haha yea obviously!

   

  As i wrote earlier: majority of systems shown here are made in 2017-2019 (most in 2018). So they all have 1-3 years of out of sample

  1 user thanked author for this post.

  GraHal

  

  jebus89

  Participant

  Topics: 118

  Replies: 586

  Been thanked: 238 times
• Author
  Posts