Video of Algorithm Back-test

[speedracer1996]

Take a look and let me know what you think

Thanks,

Nick

Note: for higher resolution, after clicking play, change to 720p in the lower right corner.
http://www.youtube.com/watch?v=uPe6smcMvDo&feature=player_embedded#!

 

[Hotch]

I think you should **** off.

 

[Chartsy]

1996? you're 14 lulz

 

[speedracer1996]

I think you should **** off.

Um, ok, not quite what I was looking for...

 

[speedracer1996]

1996? you're 14 lulz

Yes, it's my old screen name from back in the day. Used to drive a 96 vette...

 

[speedracer1996]

It's a meta-indicator I've been working on for a couple of years now. It consists 4 main indicators, MACD, ADX, RSI, Ultimate O. I tuned it using 3 additional MAs. Worked great until QE started screwing up the oscillators so I've been tinkering around with posting it on a web site and such until the market gets back to ebbing and flowing like it should.

 

[speedracer1996]

I think you should **** off.

BTW Hotch, I havn't posted much before but I've been around this forum longer than you...

 

[counter_violent]

Nick,

I can niether see nor hear it it very well. Is this by design

It kinda looks interesting but without a better vid !!!

 

[speedracer1996]

Nick,

I can niether see nor hear it it very well. Is this by design

It kinda looks interesting but without a better vid !!!

At the lower resolution setting it does not appear very clear, but in the lower right hand corner of the player the resolution can be increased to 720P. 720P in full screen mode comes across quite well, but I'm not speaking very loud in the video (not much for public speaking) so I had to turn the volume up as well.

 

[stang3O2]

From what I saw it looked good, If it was me, next I would go back and see what the biggest losses were and why they happened, then see if you can make any changes to keep you out of those trades.

 

[forker]

Personally I think back testing indicator based systems is about as useful as an astray on a motorbike. But then again I think the same for indicators in real-time. That being said. Good luck, I am sure you will prove me wrong.

 

[speedracer1996]

From what I saw it looked good, If it was me, next I would go back and see what the biggest losses were and why they happened, then see if you can make any changes to keep you out of those trades.

Been trying to do that for a while now, expecially with QE1 and QE2 causing so much more trending instead of oscilating action. I incorporated both SAR and money flow separately, and couldn't tune them to get a higher net return. One of the ideas I tossed around was using a trending range instead of a moving average. It worked awsome when it worked, but it also gave some big losers, so I pulled it back out as well. I'm always lookn for a better return, but I've hit a ceiling for a while now.

 

[speedracer1996]

Personally I think back testing indicator based systems is about as useful as an astray on a motorbike. But then again I think the same for indicators in real-time. That being said. Good luck, I am sure you will prove me wrong.

I have to partially agree, because I've only had dependable results when I combine the indicators with support/resistance and relative strength/weakness.

 

[arabianights]

yer algo has a 50% drawdown

 

[Hotch]

BTW Hotch, I havn't posted much before but I've been around this forum longer than you...

...and yet you haven't learnt the humour of T2W

I do apologise if you did take any offence, but the youtube video linked was linking to the same link you posted ages ago (I'm presuming it's your site, you've never said), and since you weren't asking a question and just showing an upwards curve I took the leap of faith that you're like 99.99% of other people who do that and are trying to flog something. I implore you to show just how wrong I was.

 

[speedracer1996]

...and yet you haven't learnt the humour of T2W

I do apologise if you did take any offence, but the youtube video linked was linking to the same link you posted ages ago (I'm presuming it's your site, you've never said), and since you weren't asking a question and just showing an upwards curve I took the leap of faith that you're like 99.99% of other people who do that and are trying to flog something. I implore you to show just how wrong I was.

My site is my hobby, it doesn't sell anything (I assume that's what flog means). My goal was to ask for opinions/ideas to make the algo, etc better. Ultimately I hope to trade full time, but right now it's just a hobby. I wish it was just an upwards curve, but government interference has skewed my daily signals to such a degree that any bet is a gamble. As Helene Meisler said, the market is not ebbing and flowing like it historically has...

 

[speedracer1996]

yer algo has a 50% drawdown

Ya, periods of protracted extension in the oscillators (like what we are in right now) are producing negative returns. I've attempted to compensate for this, but have yet to be successful.