Gains Eroded in the Past Few Weeks?

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  • 11/18/2024 at 12:25 PM #240474
    phoentzs

    What does that tell us? In turbulent times or over many years, trend strategies seem to be the safest. Then come mean reversions in terms of risk…
    Scalpers are definitely the most unstable. At least in my humble opinion.

    11/19/2024 at 12:03 PM #240518
    GraHal

    phoentzs out of interest … what Chart Timeframe do your Strategies detect a downtrend, as an example on daily TF over 10k bars … where on attached for US100 do you / your code consider was a downtrend?

    Just the yellow area only or yellow plus all the 5 green areas or even all the other small downturns also?

    Or has US100 been in continuous uptrend on attached as far as your code / Strategy determines?

    11/19/2024 at 1:38 PM #240520
    GraHal

    phoentzs easiest might be to post a screenshot of price curve below positions below equity curve and I imagine it will be obvious what your code considers is a downtrend as there would be very few Long entries during downtrends?

    If you are happy to do above, please show Chart TF, Units covered and axis values.

    11/19/2024 at 1:51 PM #240521
    GraHal

    I’ll make it even easier and answer my own question 🙂 maybe … you posted just such a Chart as I mention above here …

    https://www.prorealcode.com/topic/algo-swap-anyone/#post-231193

    Judging from above on a ‘broad-brush’ basis, I would say your code considers any downturn longer than 1 day-ish as a downtrend and therefore Long entries are few in number during such downturns?

    Out of interest and as a comparison, here is mine from that same Topic

    https://www.prorealcode.com/topic/algo-swap-anyone/#post-231187

    11/19/2024 at 1:57 PM #240522
    phoentzs

    @Grahal
    I would do it like this. This is one of my simple systems. I don’t have any indicators and I see each day as a finished thing. That’s why there isn’t really a downtrend, because even in downtrends there are smaller upswings. The system is in the market for a maximum of 24 hours per position. Not the most lucrative, but… robust as hell. 😉
    Is it of any use to you?

    1 user thanked author for this post.
    avatar GraHal
    11/19/2024 at 2:03 PM #240525
    phoentzs

    @Grahal
    I understand… here SP500 in M15. Same principle…

    11/19/2024 at 2:21 PM #240531
    GraHal
    phoentzs wrote:

    Not the most lucrative

    Looks good, average of 3K per year (21K Gain over 7 years) on US 100 at pos size = 1 … that is equivalent to 6k per year at pos size = 2 (to equate to DJI).

    Nice one! … that Algo could be left to your children in your will! 😉

    11/19/2024 at 2:31 PM #240532
    phoentzs

    @Grahal
    Unfortunately not quite so good. 😉
    It is 11,500 euros. The example is with 10,000 starting capital.

    1 user thanked author for this post.
    avatar GraHal
    11/19/2024 at 3:58 PM #240536
    SweTrade

    May I ask you both wat your accounts % YTD are? I think it is very interesting to hear what other people achieve. Also I wonder, how was your September and October? Both of those were negative months for me.

    11/19/2024 at 4:24 PM #240539
    GraHal

    I’ve had a ‘summer off’ for all comparison reasons as I have been building a house (still loads to do! 🙁  )

    My comments higher up this Topic are relating to Algos on Demo Live running.

    I still keep my hand in on manual trading if I am in the right mood … like today, but I am trading with minimum pos size, well 3 to 5 times over as I am, mmm whats the term … 1, 2, 3, 4 , 5 in then 1,2,3,4, 5 out.

    I’m sort of ‘kidding myself’ that I am starting over again from scratch / with only a few hundred pounds to start with!  Attached are today’s results so far.

    There is ‘method in my madness‘ … I am trying to cure myself of my one / main weakness when manual trading.

    Also I still have over 150 Algo’s running in Demo Live.

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