Joe, I just have to say - there are few guys on here who I enjoy reading just for the pleasure of experiencing their prose stylings, but you're one of them. Keep it up please!
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Joe Doaks Backtests Unlikely Strategies
- Thread starter Joe Doaks
- Start date
Quote from Joe Doaks:
Acronym, I forward test multiple strategies all day. It's called trading.
I see, so it is indeed, scturrillous sctallywag, sctandalous sctoundrels such as yourself-who are emptying the treasure chest of backtesters, before they even get there!!
And your admitting this, straight up?
Utterly dastardly, if I do say so myself.
And without even providing so much as a subliminal message, to these poor ragamuffins, that they may cease jaunting happily down the yellow brick road, with no soul, heart, or brain, without even the sickly sweet vocals of judy garland to ease the pain of the journey, through mixed metaphors and strange segue's, to reclaim the uncharted waters, the treasure of what seems to be this pirate territory you call "trading."
Dastardly, indeed.
IF1 IF2 APA.
1). After the the opening 15 minutes have lapsed, go long at the high of the previous 5 minute bar + 1 tick or Go short at the low of the previous 5 minute bar - 1 tick.
2) using 1 minute bars, if the open equity is negative , reverse position according to the logic in item 1 on the 1 minute bars. If the trade is positive hold the position.
3) exit open position at the close of day.
Variations:
1) if volume fall below threshold close position and wait for volume to increase.
1). After the the opening 15 minutes have lapsed, go long at the high of the previous 5 minute bar + 1 tick or Go short at the low of the previous 5 minute bar - 1 tick.
2) using 1 minute bars, if the open equity is negative , reverse position according to the logic in item 1 on the 1 minute bars. If the trade is positive hold the position.
3) exit open position at the close of day.
Variations:
1) if volume fall below threshold close position and wait for volume to increase.