TST Combine - Entering Algo into TST

[Spectre2007]

Thank you so much Spectre2007, Now i understand what you mean. Wow, so all the trend systems I tried to back test in NT, I never considered a trend filter or volatility indicator. I just test the trend system considering all market conditions throughout the historical back test.

In other words : if ATR > X (X known number I believe is possible trending market), then trend system can take the trade?

Because the for trending system negative profits occur during choppy (low range days) price action days. Thanks

I went through all the indicators to find out what could signal volatility. I had to combine ATR and STD and test through multiyear tick data to find what levels indicated a continuous vol spike.

 

[Spectre2007]

I found this through all the testing.

 

[Spectre2007]

I purchased tick data from Backtestdata,

I turned off system at 15:45.

 

[SimpleMeLike]

I wanted to post this to show all the combines entered. The various combines I tried various things. But the reason most of these combines failed:

1) lack of stop loss
2) lack of algo to take over when screens unattended
3) lack of discipline at times
4) taking profits too quick
5) not treating it seriously
6) modifying code

For all the reasons above, I hard coded and tried to remove as much of the bad habits as possible. I have a high degree of expectancy. When I stare at tick charts, I can tell in most markets what the underlying bias is.


View attachment 182362

Thank you for sharing Spectre2007,

I believe I attempted the TST combine like 6 times and failed for the following the reasons:

1. No confidence in the strategy I was using.
2. Not letting profit runs per the strategy I was using.
3. Trying to pass the TST on the 30K account with $1500 drawdown.
4. Not paying attention (at work) while a trade was on and hitting the daily loss.
5. Revenge trading
6. Missed trades because of working.


To remove all those 6 things I have:

1. To gain confidence, I have program strategy and click back test with TST rules and searching for profitable system with $2000 drawdown over at least 300-500 trades in history. Do you think this is feasible?

 

[Spectre2007]

Thank you for sharing Spectre2007,

I believe I attempted the TST combine like 6 times and failed for the following the reasons:

1. No confidence in the strategy I was using.
2. Not letting profit runs per the strategy I was using.
3. Trying to pass the TST on the 30K account with $1500 drawdown.
4. Not paying attention (at work) while a trade was on and hitting the daily loss.
5. Revenge trading
6. Missed trades because of working.


To remove all those 6 things I have:

1. To gain confidence, I have program strategy and click back test with TST rules and searching for profitable system with $2000 drawdown over at least 300-500 trades in history. Do you think this is feasible?

Yes its possible, you just need to find your own way. The system fits the creator. Meaning you have to design a system that bests suits you and your mental development to this point. I could never use someone else system, since I would have no confidence in it. Keep working at it

 

[Spectre2007]

http://www.backtestdata.com/

I'm a rudimentary programmer. I wish I knew a lot more. I tried to hire different programmers over the years. But its usually a lost cause.

 

[SimpleMeLike]

I found this through all the testing.

View attachment 182365

Thanks for sharing Spectre2007,

Your system gives me some hope to keep on working hard to find a low drawdown system to pass TST and get funded.

That is a very good low drawdown (I estimated about $2500 to $3000) equity curve. The system looks conservative and low risk.

I believe the goal is to find a system with low consecutive losses and low drawdown.

Good equity curve.

How much testing did you do?
And was your goal to find a low drawdown system?

 

[SimpleMeLike]

http://www.backtestdata.com/

I'm a rudimentary programmer. I wish I knew a lot more. I tried to hire different programmers over the years. But its usually a lost cause.

Thanks for sharing the tick data website.

For programming, I always start with the NT wizard and get all I need there. I am good/decent programmer and keep the programming part simple as possible. NT have really really great support.

I always start with writing in simple logic on paper the strategy, before even opening NT for programming.

 

[Spectre2007]

Thanks for sharing Spectre2007,

Your system gives me some hope to keep on working hard to find a low drawdown system to pass TST and get funded.

That is a very good low drawdown (I estimated about $2500 to $3000) equity curve. The system looks conservative and low risk.

I believe the goal is to find a system with low consecutive losses and low drawdown.

Good equity curve.
I

Thanks for sharing Spectre2007,

Your system gives me some hope to keep on working hard to find a low drawdown system to pass TST and get funded.

That is a very good low drawdown (I estimated about $2500 to $3000) equity curve. The system looks conservative and low risk.

I believe the goal is to find a system with low consecutive losses and low drawdown.

Good equity curve.

How much testing did you do?
And was your goal to find a low drawdown system?

I didn't do too much testing. I knew it worked, but bought the data to prove it. And create a system that fit my mental model. I wasn't really looking for low drawdown. I believe my floor trading experience helped a great deal. The above mistakes, are because I'm fortunate to be well off. Meaning I could afford to lose money. And that makes you careless. TopstepTrader is an excellent service. It puts constraints so that those constraints mold your future behavior.

 

[SimpleMeLike]

TopstepTrader is an excellent service. It puts constraints so that those constraints mold your future behavior.

I definitely agree with this. I like the service and the challenge and the constraints TST offers. I am being forced to be a risk manager everyday, and every trade.

You did the right thing by using tick data. NT7 only offer OHLC free historical data. There is no granular intrabar and this leads to faulty back test results. I have experienced this.

I had to upgrade to NT8 to get better fill resolution, but I am still using their free CQG data for now.