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The chicken of course, the egg wasn't there.

I don't care if Virtusa doesn't want to post anything, he is too cocky. I was not expecting much from this post anyway, since there are about 40 replies and no one cared to check the data. Mr broken record even said that there are only 50 trades and doesn't want to bet his house on it, when...

My man is a broken record

I don't think that we need to argue on this, the point if to challenge the algo, not to go around and around the same topic again and again. You want to use 20 years of data, go ahead. No one is stopping you.

Another post that doesn't add any value to the thread.

For this particular case the dataset is attached to the initial post. About 6 months. For a stock that has been swinging in a range I would probably use a year, but that's about it. Anything longer than a year won't serve me much. Maybe you could use five years onwards for bonds and bills, but...

I asked you a simple question before : "how do you measure the strength of a trend?", you did not answer it and started hitting around the bushes, Mickey and Mark had to answer it for you. Now I ask you another simple question: "Define the market conditions that you apply to your infallible...

Market conditions change and in order to use ten years of data, you have to account for those conditions. I don't think that any of you, that claim to use years of data, do that. So your back-test is useless.

Yes, using 10 years of data is useless for back testing. It is actually the best recipe to over-fit your algo to the data. It is way better to use a a Geometric Brownian motion simulator to start with it: https://www.quantstart.com/articles/geometric-brownian-motion-simulation-with-python/...

There is a screen to configure the way you prefer your orders to be treated. https://ibkrguides.com/tws/usersguidebook/configuretws/configure%20smartrouting.htm

I am going to try those percentiles for sure. Also I should try something like this article: https://trendspider.com/learning-center/linear-regression-slope-a-comprehensive-guide-for-traders/

Profitability per day is shown in the bar chart. It is the delta between short and longs, so I will need to separate that in two charts. I can do that, no worries.

I was thinking about that exactly, derivatives to find tangent slope. But it is always related to a couple of points I define. This should improve the way to exit. It is definitely a way to go.

I need way more data for that analysis. But really good points, I will run a few more tests on all of that.

Ok, and the obvious question is how would you measure the strength of the trend?

I've been trading this algo for a while, needless to say that it does not perform as well as it is on paper but still can scratch a good winning ratio, as opposed to the great score of 4.81 that is shown on the picture. Trades attached. (trades.csv) Input data attached. (MNQ.txt) JSON format...

I never said that was easy. And neither I said that I was able to do it. :cool:

Hilmy83 is a wanker, don't waste your time. As per the OP's question, I think the most important bit is to be able to filter noise from a trend. If you can identify a trend early you are golden.

We know how books about trading are. There is, at least, one book available for every single TA shitty indicator. This one is for losers, crypto losers. I am sure there is a market for them. Disclaimer: I don't trade shit coins, otherwise I would be in that list of losers as well.