nq short and long automated strategy.

rtw

rtw

regards to everyone,


i will be posting weekly reports of how one of the nicely profitable automated strategies i have been able to develop has been performing.


this past week 3 signals were generated and shared on real time to a tw4tter profile. i have now modified the code for alerts so that the text in the messages will also include the price sold at or bought at.



_ a signal to sell to open a short position was generated on the 1st of march 2023, the price for nq was 11974. this one was not shared to tw4tter because that day i paused the script for alerts for a period of time while i did some minor corrections on the text for the messages.


_ on the 2nd of march 2023 around 13:15 eastern time of canada the signal that the previous downtrend had ended was generated and a contract was bought to close. the price for nq was 11954. that was a smallish win.


_ on the 2nd of march 2023 around 14:05 eastern time of canada a signal for an uptrend was generated and a contract was bought to open. the price for nq was 12032. this trend is still valid with nq at 12359 at the time of writing.




the win rate for this strategy is roughly 35%, i will be posting weekly reports on how it performs going forward. if anyone wanted to read further there's a lot of information on my profiles here at et and on some social websites.
 
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your win rate of 35% is rather good.
luckily you didn't say your win rate is >90%.

However, at this moment, we will consider your
strategy as a not profitable strategy until we can prove that it is
profitable.

when u have4 entered the trade,
just show us the chart4 immediately.
indicate on the chart where u enter the trade, and your STOP.

do it for a few weeks.

then we can figure out whether your trading account is
growing or shrinking.

jaja!!!!!
 
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regards to all.


it has been a while and i had not created any updates in this forum. however, the entry and exit signals were effectively shared publicly to twatter in real time for a number of months.


these are the cumulative results for the strategy to 1st of march of 2023, which is when i started posting to that garbage, imperialistic propaganda website that is twatter.




 



this strategy lost more than it made during march, april, may and part of june. since june it has recovered all losses and become modestly profitable.


the financial volatility that accompanied some yankee banks going broke around march caused manipulation of financial garbage to be elevated to rtrded levels and this significantly affects trend following strategies. during a period of months prices were either sold lower or bought higher and then those sizable moves were made to reverse during that same session. the underperformance of trend following strategies in this situation is predictable and it is possible to suspend automated trading until conditions are allowed to normalize.

it will be interesting to see what kind of performance will be allowed out of financial garbage until the end of the year.
 
rtw said:
this strategy lost more than it made during march, april, may and part of june. since june it has recovered all losses and become modestly profitable...
More...

Did any of those positions carry through the overnight session? It says your average time in market is over a day.
 
Overnight said:
Did any of those positions carry through the overnight session? It says your average time in market is over a day.
More...


this strategy will hold positions overnight and over weekends.
 
rtw said:
performance up to the 28th of january of 2024:






More...

Interesting. I can't wrap my head around a 34% win rate and only 1.18 pf.

What % gain is the $222,000 profit over 6 years?

what did you start this out with. Is this demo or live?
 
performance up to the 8th of july of 2024:


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