The best automated Strategy ever….

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10/14/2020 at 2:59 PM #147408 quote

Oliviertrader2020
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Average

I started a live trading test on Fridaywith by adding new conditions and filters so that he can trade in trends and ranges:

Profit: +8600$.
Winrate: 70% on 34 trades
Gain/loss ratio of 2.38/1
Average gain/trade: $250
Sharpe ratio: 44

It’s still too early to draw conclusions but the statistics of the live trading test are quite similar to the backtests/walkforward.
I will run it until the end of the year in simulation.
If the results are still positive I will launch it in real in January 2020 on future with NT8, while waiting for auto trading to be accepted on PRT Future via IB.

murre87 thanked this post

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04/15/2021 at 3:12 AM #167119 quote

Indiana400
Participant

Junior

Hi this looks really impressive, can you share the code on here?

murre87 thanked this post

05/30/2021 at 9:25 PM #170825 quote

novembrepleut
Participant

New

This hurt when I realised I couldn’t re-create it in real life.

sigh

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06/25/2021 at 5:02 PM #172456 quote

JS
Participant

Senior

This is my best trading system, it is a trend following system, only long and only for indices…

There are no indicators just a algorithm based on DSP.

The system is lineair so, depending on your available capital you can purchase more contract without changing the characteristics of the system.

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06/25/2021 at 9:09 PM #172483 quote

JS
Participant

Senior

One more for Wall Street…

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06/25/2021 at 10:39 PM #172492 quote

protraders
Participant

New

Hi , how can I get more info

I guess you are from holland. I’m from holland

06/25/2021 at 11:12 PM #172495 quote

JS
Participant

Senior

Hi,

I can’t reveal my system but I can point you in the right direction.

See the price of a index as a signal or better as a discreet signal (equal intervals in time).

With DSP (Digital Signal Processing) you will be able to discover the characteristics of the signal.. is it lineair?, is it time invariant?, etc.

When you know this you can describe the signal by a difference equation and that equation is the basis of your trading system.

05/13/2024 at 4:16 PM #232608 quote

Nobody
Participant

Veteran

Got you covered i curve fitted this to death and i think it maxxed the Equity limits , yeah that is > 100 trillion dollars , never to be beaten . RIP Jim Simons , the GOAT

I called this algo ” World Domination “

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