The most beautiful equity curve I've ever seen...

J

jnbadger

Part of my back testing verification process is doing a short only simulation on a long only strategy that looks great. Trade ideas drastically over states results when I use profit targets and hard stops, so I do my best at finding a nice smooth curve without either. The following is the result of shorting a long strategy I've been working on for quite a while, with time stops only.

Problems? Plenty. I won't get into them, but I've been around long enough to not fall into a pipe dream scenario. There is still work to do.

Anyway, here it is...

upload_2021-7-16_15-26-18.png
 
jnbadger said:
Part of my back testing verification process is doing a short only simulation on a long only strategy that looks great. Trade ideas drastically over states results when I use profit targets and hard stops, so I do my best at finding a nice smooth curve without either. The following is the result of shorting a long strategy I've been working on for quite a while, with time stops only.

Problems? Plenty. I won't get into them, but I've been around long enough to not fall into a pipe dream scenario. There is still work to do.

Anyway, here it is...

View attachment 263592
More...
So, you do not think that it is ready for live trading?
 
jnbadger said:
Part of my back testing verification process is doing a short only simulation on a long only strategy that looks great. Trade ideas drastically over states results when I use profit targets and hard stops, so I do my best at finding a nice smooth curve without either. The following is the result of shorting a long strategy I've been working on for quite a while, with time stops only.

Problems? Plenty. I won't get into them, but I've been around long enough to not fall into a pipe dream scenario. There is still work to do.

Anyway, here it is...

View attachment 263592
More...
Looks like Padu's curve.
 
WeToddDid2 said:
So, you do not think that it is ready for live trading?
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I trade a variation of it on a daily basis. The filters are just more selective.

The main problem with this one is liquidity. But I may have made an adjustment in the last couple of hours which helps. I'll start forward testing it on Monday while trading the old strat and another one in real time. Could be a tricky balance.
 
Here's the new one. (Well, long testing a long strategy this time rather than shorting). Again, no stops or targets. Just time stops.

I think I partially fixed the liquidity issue. The buying power isn't an issue, it's the number of trades I would have to manage at once while trading manually. A lot can happen in 2 minutes.

I'll start forward testing on Monday. It just can't get in the way of real trading. It might be quite the challenge.

upload_2021-7-16_19-53-30.png
 
jnbadger said:
Here's the new one. (Well, long testing a long strategy this time rather than shorting). Again, no stops or targets. Just time stops.

I think I partially fixed the liquidity issue. The buying power isn't an issue, it's the number of trades I would have to manage at once while trading manually. A lot can happen in 2 minutes.

I'll start forward testing on Monday. It just can't get in the way of real trading. It might be quite the challenge.

View attachment 263610
More...

Do you have 100K to commit to this plan? If not, the exercise is worthless.
 
Overnight said:
Do you have 100K to commit to this plan? If not, the exercise is worthless.
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Evidently you didn't read my post. Buying power isn't an issue. As of next month I'll have been at this for 25 years. So yes, I have that much, and much more. I'm just always searching for something new that I can make more systematic, and less discretionary.
 
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