The best automated Strategy ever….

• 10/14/2020 at 2:59 PM #147408
  Oliviertrader2020

  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.

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  murre87

  

  Oliviertrader2020

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  04/15/2021 at 3:12 AM #167119
  Indiana400

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

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  murre87

  

  Indiana400

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

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

  sigh

  

  novembrepleut

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

  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.

   

  

  JS

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

  One more for Wall Street…

  

  JS

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

  Hi , how can I get more info

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

   

  

  protraders

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

  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.

   

  

  JS

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