[DARWIN] LSC and CVL by CavaliereVerde

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CavaliereVerde

Experienced member
1,602 2,076
I would like to discuss my trading performance with fellow collegues here on our new forum.
Especially with algo traders managing a multiple components on the same account.

A picture is worth a thousand words so let's start with this:

LSCcustom2y.png


Old discussion:
->https://community.darwinex.com/t/lsc-cavaliereverde/339
 

Muiris

Active member
150 271
I would like to discuss my trading performance with fellow collegues here on our new forum.
Especially with algo traders managing a multiple components on the same account.

A picture is worth a thousand words so let's start with this:

View attachment 296288

Old discussion:
->https://community.darwinex.com/t/lsc-cavaliereverde/339
You use a H1 and M30 timeframe with MA crossover according to your first post.

As a patient person that you are and your reverence for Dunn, I'm curious have you ever considered using similar simple strategy on higher timeframes looking to catch major swings in the FX pairs? have you experimented in this
 
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CavaliereVerde

Experienced member
1,602 2,076
On higher timeframes the number of trades is too low, lower than 10 per year per asset.
It is difficult to reach a significant sample on backtests (at least 200-300 trades).

I have CVL to track swings on higher timeframes,
Candlestick patterns produce more signals than moving averages.
With that strategy I have significant backtests on H4 and higher timeframes.
 
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TrungLN

Well-known member
250 390
On higher timeframes the number of trades is too low, lower than 10 per year per asset.
It is difficult to reach a significant sample on backtests (at least 200-300 trades).

I have CVL to track swings on higher timeframes,
Candlestick patterns produce more signals than moving averages.
With that strategy I have significant backtests on H4 and higher timeframes.
Actually, I'm not impressed with LSC
3 consecutive losing year after a big win one.
Have you still maintained it?
I think you understand well MA cross is not profitable signal.
Which price pattern you use after MA cross occurs?
 

CavaliereVerde

Experienced member
1,602 2,076
3 consecutive losing year after a big win one.
This is true but that result was acheived with a broader portfolio of strategies.
Now I am trading the 4 survivors, as you can see from the custom analysis posted above.
I am considering 2 years because parameters are unchanged for last 2 years on this portfolio of 4 assets.
 
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LongVision

Active member
223 431
You ever tried indicator other than MA cross & ADX for LSC as these indicators are lagging indicators.
 
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TrungLN

Well-known member
250 390
I am considering 2 years because parameters are unchanged for last 2 years on this portfolio of 4 assets.
Do you mean we should focus on the last 2 year (2019,2020) result to discuss?
As I see the LSC underlying:
2019: -17.98%.
2020: +4.75%
2021: +2.24%.
Although, it's under average. But, it still have chances to recovers in next 2 more years.
I guess you want to continue with your own rules. So, let it is.
 

CavaliereVerde

Experienced member
1,602 2,076
You ever tried indicator other than MA cross & ADX for LSC as these indicators are lagging indicators.
As you know I was trading RSI as reversal signal on my discontinued KVL .
After discontinuing KVL I removed every reversal signal from LSC and CVL leaving only the main strategies (MA cross for LSC and patterns for CVL).
Now LSC is pure momentum trendfollowing so it is normal to be lagging.
Speaking in darwinian terms Os and Cs are low but this doesn't prevent to have a strong and robust edge as we can see on SYO.
 
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CavaliereVerde

Experienced member
1,602 2,076
Do you mean we should focus on the last 2 year (2019,2020) result to discuss?
Exact, last 2 years are much more significant than the previous part.
Main signal has always been MA cross and main TF H1 but before there was one more filter and one more parameter involved.
 
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CavaliereVerde

Experienced member
1,602 2,076
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CavaliereVerde

Experienced member
1,602 2,076
Wow what happened since Dec 2016 then ? it started off so well
Nothing special, it is a trendfollower and markets were trending very well in 2016 mainly because of Brexit and Trump election.
It is a portfolio of strategies, it reached 9 components, now there are only 4 assets that perform not too bad.
According to Darwinex gain calculation it is slightly in green territory.
->https://www.darwinex.com/account/LSC.18
Maybe there is an edge maybe it is a random walk, time will tell.
 
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mpups

Experienced member
1,023 143
Nothing special, it is a trendfollower and markets were trending very well in 2016 mainly because of Brexit and Trump election.
It is a portfolio of strategies, it reached 9 components, now there are only 4 assets that perform not too bad.
According to Darwinex gain calculation it is slightly in green territory.
->https://www.darwinex.com/account/LSC.18
Maybe there is an edge maybe it is a random walk, time will tell.
Oh well, I see Tesla has worked very well for you in the meantime (y)
 
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CavaliereVerde

Experienced member
1,602 2,076
Exact you nailed it.
Tesla is my insurance vs a 100% efficient market.
I still trust my strategies as you can see I run them on a significant capital.
Giving up would mean throwing away 5 years and thousands of hours spent backtesting and analyzing live results.
Trading is also pretty espensive, on CVL 5% of the equity is burned every year to pay swaps.
And I am paying 15€ every month for the VPS.
 
 
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