it will keep going up until the dollar is worth nothing, the market is not going up the value of the dollar is going down. try and buy the same stuff at prices 2.5 months ago....
first when picking parameters i don't choose best results i choose something in the middle of the pack. i know that by dumbing down the performance i can gain long term stability. then only when the model deviates beyond it's historical drawdown. still the system will return half it's losses...
i was more thinking along the lines of broad market sentiment indices to figure what the true market is as opposed to where the actual price level is. so within the actual data when it lines up with the true market that is a indication where you we can accept the dog on the leash will be...
so let me ask why do all that ? multicharts.net or amibroker will handle anything you want to build just about.
i say i don't have to make my own toilet paper to wipe my ass, store bought is just fine.
been down the software development hole with traderware and tradevec and lost 20 years...
you can have chat gpt convert this into any code you wish
function for multicharts
inputs:
Series( numericsimple ) ;
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ),
var4( 0 ),
var5( 0 ),
var6( 0 )...
there is so much wrong here baby
win rate 52.6 % with a profit factor of 1.05 over 27216 trades
imagine making 27216 trades to make 5.31 per trade and what about slippage and commissions?
you must not have any clue how bad this looks or you would not have posted it. i'm embarrassed for you...
it's nothing but the same people, peddling the same products and rebranded ideas.
there are people who manage money that will pop up but not to often. i would focus on going to presentations that real money managers are presenting. they will have a track record and will often spill their...
reminds me of :
george bush sr. and the gulf war
george bush jr and the 911 towers
and pelosi and her husband
and the epipen thing
plus a million others that historically done this and gotten away with it.
never figured out how martha stewart got snagged she refused to pay someone off i...
Here is a start on the system in the paper.
To create a shell system based on the concept of asset allocation as described in the linked AQR article, "Investing With Style," we'll focus on simulating the impact of allocating a portion of a traditional 60/40 stock/bond portfolio into a style...
So here is the F-Test for ya that's mentioned in the paper. Took AI less than one minute to code.
Creating an F-test indicator in a trading platform like MultiCharts requires a few considerations. In statistics, the F-test is often used to compare statistical models and is based on the ratio...
I just got thru turning an academic paper into a trading system. I used GPT professional and it took me about 3 days to get it like I wanted it. However it did come up with usable code within a few minutes, I just spent a lot of time messing with it.
Bounded Acceleration Shortest Path