Schizo Greybox Trading

schizo

schizo

About 5 trading systems were tested within the last 2 months. Some good but mostly bad. The major irritation lies with the curve-fitting. Preliminary backtesting gave stellar results while the actual live sim resulted in losses.

This is the latest trading system to date --and most likely my last. However, instead crunching it through the cogs of never-to-be-trusted backtesting, I've decided to see the actual results for myself in real time. Hence the name of the thread, "Greybox".

All trades will be posted in realtime once the signal is given.

Here's the screenie of the algo in action. It's able to pick the top and bottom, as clearly shown in the chart below (don't bother asking for the code):

upload_2015-10-11_17-7-57.png
 
The most recent signal given was LONG at 2002.25 at approximately 17:01 PST.

I should mention that this system goes from LONG to SHORT, and vice versa. It's in the market 24/7. Hence, no need for stops.
 
Last edited:
marketsurfer said:
Why not post this on collective 2 and just put links here ? For verification?
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Two reasons:

1) Have only coded using ThinkorSwim. I want to test it manually before attempting to write the code into MultiCharts or others.

2.1) I don't feel like divulging my strategy. While Collective2 states they don't steal outright, I'm not convinced.

2.2) I believe most of C2 members are not real traders but more interested in selling their algo (eg. snakeoil vendors).

Plus, this is more or less a personal project. As I stated at the outset, I've had miserable outcome with backtests and feel compelled to manually go through the hoops to see if the system is viable.
 
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