AriaS
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Hi, guys. I am back. As you know, after I used to be very successful in news trading in the past, I've failed for years to create a long-lasting non-news trading strategy.
I did have some temporary success, even high placements on Darwinia (allocation of 100k with my YOT Darwin), but in the end all the strategies had failed. They simply did not live up to my expectation.
Combination of factors that define a failure for me:
*Disclaimer: what feels like a failure to me, might not be to others. Some traders might overcome the problems mentioned below, and even become successful in a long term, but to me, they mean loss of interest.
1. A losing month that erases the gain of 2 previous months.
2. Several losing months.
3. Yearly recovery factor < 1.5, since my long term stock investment makes more.
4. Backtests fail during critical times - covid 19, war etc (almost certanly would cause a failure at some point in the future).
Recently, for the first time ever I came up with a strategy that survives the bad periods of the past in backtest (covid 19, russian invasion of Ukraine, etc.). It works well with any pair, doesn't have negative months, and most important: its logic is not a result of optimization. The only drawback: I mostly backtest it on OHLC. It's not perfect, but I compared as much as I could with real ticks and the result is close enough. Slippage also should not be a problem. Another drawback: backtests older than 6 years ago start showing unsatisfactory results and I don't yet know why. In the meantime, I started trading live and the result is close to the backtest.
I did have some temporary success, even high placements on Darwinia (allocation of 100k with my YOT Darwin), but in the end all the strategies had failed. They simply did not live up to my expectation.
Combination of factors that define a failure for me:
*Disclaimer: what feels like a failure to me, might not be to others. Some traders might overcome the problems mentioned below, and even become successful in a long term, but to me, they mean loss of interest.
1. A losing month that erases the gain of 2 previous months.
2. Several losing months.
3. Yearly recovery factor < 1.5, since my long term stock investment makes more.
4. Backtests fail during critical times - covid 19, war etc (almost certanly would cause a failure at some point in the future).
Recently, for the first time ever I came up with a strategy that survives the bad periods of the past in backtest (covid 19, russian invasion of Ukraine, etc.). It works well with any pair, doesn't have negative months, and most important: its logic is not a result of optimization. The only drawback: I mostly backtest it on OHLC. It's not perfect, but I compared as much as I could with real ticks and the result is close enough. Slippage also should not be a problem. Another drawback: backtests older than 6 years ago start showing unsatisfactory results and I don't yet know why. In the meantime, I started trading live and the result is close to the backtest.
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