Nowcasted data from surveys has predictive power. Surveys from Haver etc as a starting point. Lots of nuiances on the macro data and hence not a simple time series which one can apply. Let me spend some time on ur site and come back on macro series which may be helpful for your work.
Hi Celan, I got a subscription to your site. Will look through some strategies and then post on macro inputs so that I know a bit of background on the type of work you are doing.
What are your top 3 to 5 strategies I should look at?
Hi Celan, I was thinking about subscribing to your service. Before I do that 2 questions: 1 Are all the systems based on technicals and price action? 2 What level of strategy description does one get per strategy as a subscriber - can you share an example - anything other than Strategy 5 available? Dev
thank you very much for making freely available two of your trading strategies.
Allow me to ask a few questions and a comment related to both Strategy 1 and Strategy 5 as you present them here.
1) I think you use quite exotic technical indicators here. I have accounts at three brokers available in Poland and none of them offers VWMA or Double Stochastics, or RSS. Of course, I can calculate them on my own but this will inevitably lead to the delay in the trading since my brokers don't offer any API for algorithmic trading. This is not a criticism, just a statement of fact which you might want to comment about.
2) Your strategies contain very specific value of parameters (like 10 or 40) that are to be hard-coded. They seem to be obtained by an optimization process. If so, aren't you afraid of overfitting?
3) Are the above parameters independent of the trading time scale? Will they work for both 5-minutes and weekly data?
4) You have performed a very remarkable work on backtesting. But have you also tried your strategies on synthetic (as opposed to historical) data?
5) What exactly do you mean by "Volume-Weighted Moving Average" (refers to Strategy 1)? I can imagine at least several different definitions of what that might be. Is it the same as Volume-Weighted Average Price?
6) I don't understand the sentence that begins with "When MACD (MACD plot) crosses above MACD (Avg plot), with a look back period of 2 (...)". Does that mean that instead of the standard signal line of MACD, a 2-period moving average of MACD is to be used?
Automated Trading Strategy #5
I tried testing this: https://medium.com/@eloisecha/i-test-you-profit-trading-strategy-2-522d7a2590a1
Nowcasted data from surveys has predictive power. Surveys from Haver etc as a starting point. Lots of nuiances on the macro data and hence not a simple time series which one can apply. Let me spend some time on ur site and come back on macro series which may be helpful for your work.
Hi Celan, I got a subscription to your site. Will look through some strategies and then post on macro inputs so that I know a bit of background on the type of work you are doing.
What are your top 3 to 5 strategies I should look at?
Hi Dev,
1) I would say 100% of the strategies are based on price;)
2) Yes of course, but I will have to do that manually. It is not handled by Substack. Just send me an email: AutomatedTradingStrategies@protonmail.com
Thank you for posting this Celan very prompt and interesting work that you are doing.
1 The systems which you present are all based on prices and volumes as input? do they consider any other input data - macro, sentiment, etc
2 Can I get started on the mini subscription and if i find it useful upgrade to the full subscription by paying the difference in the price?
Hi Celan, I was thinking about subscribing to your service. Before I do that 2 questions: 1 Are all the systems based on technicals and price action? 2 What level of strategy description does one get per strategy as a subscriber - can you share an example - anything other than Strategy 5 available? Dev
just curious how many subscribers do you have? approx?
can you please lower your subscription cost from 1249$ to something more reasonable, like 100$ per month???
Dear Mr. Bryant,
thank you very much for making freely available two of your trading strategies.
Allow me to ask a few questions and a comment related to both Strategy 1 and Strategy 5 as you present them here.
1) I think you use quite exotic technical indicators here. I have accounts at three brokers available in Poland and none of them offers VWMA or Double Stochastics, or RSS. Of course, I can calculate them on my own but this will inevitably lead to the delay in the trading since my brokers don't offer any API for algorithmic trading. This is not a criticism, just a statement of fact which you might want to comment about.
2) Your strategies contain very specific value of parameters (like 10 or 40) that are to be hard-coded. They seem to be obtained by an optimization process. If so, aren't you afraid of overfitting?
3) Are the above parameters independent of the trading time scale? Will they work for both 5-minutes and weekly data?
4) You have performed a very remarkable work on backtesting. But have you also tried your strategies on synthetic (as opposed to historical) data?
5) What exactly do you mean by "Volume-Weighted Moving Average" (refers to Strategy 1)? I can imagine at least several different definitions of what that might be. Is it the same as Volume-Weighted Average Price?
6) I don't understand the sentence that begins with "When MACD (MACD plot) crosses above MACD (Avg plot), with a look back period of 2 (...)". Does that mean that instead of the standard signal line of MACD, a 2-period moving average of MACD is to be used?
I thank you for your kind attention and remain
yours sincerely,
Maciej Janowicz