Recent content by AriaS

Two years of out-of-sample tests. Portfolio analyzed by my new Portfolio Analyzer (Jupyter notebook).

Hi again everyone, a new Darwin - QVU is up. The strategy is related to the strategy behind UKC, but has larger targets and less trades. The QVU letters looked to me like a winking owl 🦉

Thank you for these suggestions, but I don't trade futures. I know know Python, but I don't need it. I use MT5 for trading forex and it has everything I need on board. Why would I leave my favorite retail GUI that I comfortably make money with? I love it. Btw, I used ninjatrader in the past when...

I think you are reframing the discussion into something I am not actually doing.GPT was used only to help improve the backtesting and validation workflow for my system that is already profitable, not to generate signals or replace market logic. My previous workflow was based on the same...

Hi everyone, Thought I should share the process and concept of my trading. Reply with yours if you want. ________________________ I trade 27 forex pairs - all majors and crosses except GBPNZD. Type: Quantitative swing. Two trades per day on average. Position Lifecycle Signal: mixture of 4...

In the last 3 days, ChatGPT helped me build a new backtesting algorithm that is much better than the one I was using before. The key improvement is this: instead of hunting for some perfect setups that don't have drawdowns, the algorithm welcomes them and explicitly evaluates how the setup...

In the last 3 days, ChatGPT helped me build a new backtesting algorithm that is much better than the one I was using before. The key improvement is this: instead of hunting for some perfect setups that don't have drawdowns, the algorithm welcomes them and explicitly evaluates how the setup...

My post was about an algorithm, not about a type of data. Of course people should ideally test on ticks. For example, MT5 offers this option in-built. It's a must if scalping, but if swinging, then 1m OHLC can be enough. I use it and verify new setups on real ticks.

Back testing 10 years back is exactly what curve-fitting is. That's not how you back test. You need to back test the back testing algorithm, not the strategy itself.

What are you even talking about? What is Clause or Clouse? And no, large regulated brokers don't close your account if you are profitable. I can show you proof. Forex is always OTC. You never have DMA anyway. You have DMA only with Futures, equities etc.

No profitability from eyeballing charts

No, it's not about how many instruments we trade, it's about the how.

Not satisfied with the result, but since no rule of mine has been broken, I will keep on. At least I know that if it weren't for the equity stop accident (in the middle) it would be much better. The gain would be 55% (48% by equity).

Hi again to the guy who copied my text ;) Congrats for this fantastic result with the new Darwin. Why did you stop the previous Darwin and why after 5 years of success (you even had 1m invested at one point) suddenly the 2023 was a break even? Did you change the strategy?

As a swing trader, I always trade in the direction of positive swaps (unless the negative swap is smaller than 7 usd per lot). On the other hand, this increases the risk of price turning against me, if sudden risk aversion happens. How do you solve this? I mean, we can trade in both directions...