Strategy 77c UPDATE
Important: There is no guarantee that ATS strategies will have the same performance in the future. I use backtests and forward tests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results shared are hypothetical, not real. Forward tests are based on live data, however, they use a simulated account. Any success I have with live trading is untypical. Trading futures is extremely risky. You should only use risk capital to fund live futures accounts and if you do trade live, be prepared to lose your entire account. There are no guarantees that any performance you see here will continue in the future. I recommend using ATS strategies in simulated trading until you/we find the holy grail of trading strategy. This is strictly for learning purposes.
I’m on a quest for the holy grail of automated trading. Questions? Check the FAQs or feel free to reach out directly: AutomatedTradingStrategies@protonmail.com.
Over the holidays I shared Strategies 77c and 83c with you. These are two of my best performing strategies in the forward test.
There is no change to 83c, but I did make a few changes to 77c based on feedback. Those changes are as follows:
Added long/short position option - the original strategy was long only.
Embedded net change indicator rather than requiring a separate indicator.
Made forward test parameters the default to avoid input errors.
Unfortunately, there was an issue with the embedded net change indicator, which is now fixed. Please use the updated Strategy 77c in your own forward test analysis.
Here’s an example of a backtest I ran today.
Note: the original strategy was long ONLY which is why the Settings above show False for EnableShort.
Here’s a look at the results for both long and short:
I’m not the biggest fan of backtests, but they tend to produce semi-accurate results for strategies like 77c, especially when hunting for the best data series to run on.
Both strategies are attached in the file below. Also note that the name of the updated strategy is Strategy77cClean.
The download for Strategy 77c and 83c is only available via email. It is not available on the website.
As always, please let me know if you have any questions: Contact: Celan at AutomatedTradingStrategies@protonmail.com.