which algos have gone best in 2019.?
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- This topic has 8 replies, 5 voices, and was last updated 4 years ago by deletedaccount100622.
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01/05/2020 at 11:33 AM #11591501/05/2020 at 12:15 PM #115916
Yaaah … I’ve got my own Thread!!! 🙂 🙂
I think the Mods will change the title to something more meaningful?
I have tried several times to encourage the Community to enter into various spreadsheet (hosted by me on my google account) the performance of any Algos they run on Forward Test (Live or Demo) but it generally falls flat … as in very little data gets entered.
I will check / review later the several google sheets to see if maybe we can draw any conclusions?
I will also try again on this Thread to offer a Performance Log so we may (yet still) be able to come up with stats for 2019 Algo Performance.
01/05/2020 at 12:27 PM #115919Thought you were worth your own thread.
Sounds good G.
There are a lot of different variations on some algos.
It is difficult to get an overview of which one works best.
Would be nice if you have time to look through your lists 🙂
1 user thanked author for this post.
01/05/2020 at 12:49 PM #11592001/06/2020 at 8:36 AM #115992@Stefanb i think what GraHal is trying to say is: Check the list, algos and results urself 🙂 Dont expect 1 guys to do everything on this forum 😉
Another thing that has been said (at least by me!) multiple times on this forum: I would not rely so much on the algos you find on this forum. Some might be looking good, but you know what would look even better? Your own code. Take some parts of what you find here, or just take it as inspiration. But your confidence when running other peoples codes (at least for me and others ive talked to about this) is so low that its not worth the hassle and stress. Create your own process for how you make systems. Anything might work, its all about putting in the hours of study, research, testing and crunching. Only then can you truly run a system with the confidence needed to stick it out when the going gets tough.
01/06/2020 at 11:09 AM #116014Okay, but that’s not what I meant when I asked G.
It was a general question to G.
Did not mean that he would spend 90 hours checking out which algo went best 2019 for my sake.
My idea was that he might have some idea of some algos that went well in 2019 without spending much time doing an accurate calculation of what went well and not.
Applied to the algos available here on the forum.
Have, like so many others, noted that there are very few algos that work in the library.
The problem when you are bad at coding which I am is not just making your own code.
A good thing is that you can ask questions here on the forum if you have problems when you code.
Then one more thing that was raised many times before.
Does anyone make good money on their algos.
There are many members here on the forum and I am sure there are some who are performing well.
It would be great inspiration for beginners like me to see that you can actually succeed.
That is why I asked the question in another thread “how did 2019 go for you”.
Of all the people here on the forum, there was a single person(or two) that respond.
Would be fun with screenshots when things went well for people as inspiration for others.
When it comes to stock trading, I can contribute a photo myself but it does not belong here because it is algos that applies but that is an example.
A really good month to be me.
20 000 €.
01/06/2020 at 2:35 PM #116061Here is one of my algos, In sample = 2007 -> 04.01 2018 everything after that line = Out of sample
This is nasdaq (US Tech 100 cash) 1h market showing 1* 1€ contract, cost included in photo.
Long only.
Stats for Out of sample (jan 2018 -> today) = 68% winrate profit factor of 1.46
avg 0.67 trades per day. (though this is for for buy + sell i think?, so avg 1 trade is taken = 0.34~ per day)
In out of sample 2 years => 172 trades.
this is more or less exactly what the In sample stats are.
01/06/2020 at 4:02 PM #11606701/07/2020 at 12:40 AM #116100Hi @Stefanb
2019 results attached, daily P&L on the left and cumulative P&L on the right
Having a good month so far too even though it is only early 2.23% up
How is 2020 treating you?
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