My simple thing

[bettamania]

Bettamania

If you can make a profit from your system over a three year period then celebrate !

Tech/a or should I call you John .....?! TLWE , MLTE and Pinnacle are my 3 proprietary systems that I have been trading and keep them over the years even during my separation period. As with BBand, I was just could'nt believe my self only 5 ingredients this system are comparable to my previous 3 systems and frankly speaking, this reminds me of MQL4 compatition criterias

Life is meant to be enjoyable and happy so why shouldn't I celebrate?

 

[tech/a]

It usually takes around 3 posts for me to remember why I don’t normally post

 

[bettamania]

I recently compared the actual Weekly signal against Compress signal one by one and the conclusion is on actual weekly signal (for WETT)

here is the final result ( my version from kindle )

WETT v.5W - Backtest Report

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo​

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	81090031.25	81090031.25	100000.00
Net Profit	80990031.25	80990031.25	0.00
Net Profit %	80990.03%	80990.03%	0.00%
Exposure %	41.66%	41.66%	0.00%
Net Risk Adjusted Return %	194410.18%	194410.18%	-nan(ind)%
Annual Return %	22.03%	22.03%	0.00%
Risk Adjusted Return %	52.89%	52.89%	-nan(ind)%
Transaction costs	0.00	0.00	0.00
All trades	661	661 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	122526.52	122526.52	-nan(ind)
Avg. Profit/Loss %	49.77%	49.77%	-nan(ind)%
Avg. Bars Held	99.52	99.52	-nan(ind)
Winners	456 (68.99 %)	456 (68.99 %)	0 (0.00 %)
Total Profit	92575613.93	92575613.93	0.00
Avg. Profit	203016.70	203016.70	-nan(ind)
Avg. Profit %	76.51%	76.51%	-nan(ind)%
Avg. Bars Held	116.39	116.39	-nan(ind)
Max. Consecutive	13	13	0
Largest win	12083569.86	12083569.86	0.00
# bars in largest win	320	320	0
Losers	205 (31.01 %)	205 (31.01 %)	0 (0.00 %)
Total Loss	-11585582.68	-11585582.68	0.00
Avg. Loss	-56515.04	-56515.04	-nan(ind)
Avg. Loss %	-9.72%	-9.72%	-nan(ind)%
Avg. Bars Held	61.99	61.99	-nan(ind)
Max. Consecutive	7	7	0
Largest loss	-2420798.16	-2420798.16	0.00
# bars in largest loss	121	121	0
Max. trade drawdown	-3603688.17	-3603688.17	0.00
Max. trade % drawdown	-87.54	-87.54	0.00
Max. system drawdown	-5179491.61	-5179491.61	0.00
Max. system % drawdown	-16.21%	-16.21%	0.00%
Recovery Factor	15.64	15.64	-nan(ind)
CAR/MaxDD	1.36	1.36	-nan(ind)
RAR/MaxDD	3.26	3.26	-nan(ind)
Profit Factor	7.99	7.99	nan
Payoff Ratio	3.59	3.59	nan
Standard Error	9355957.79	9355957.79	0.00
Risk-Reward Ratio	0.27	0.27	-nan(ind)
Ulcer Index	4.30	4.30	0.00
Ulcer Performance Index	3.86	3.86	-inf
Sharpe Ratio of trades	0.62	0.62	0.00
K-Ratio	0.03	0.03	-nan(ind)

 

[bettamania]

above is delayed entry

this is no delay with extra TO

WETT v.5W - Backtest Report

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo​

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	102573783.71	102573783.71	100000.00
Net Profit	102473783.71	102473783.71	0.00
Net Profit %	102473.78%	102473.78%	0.00%
Exposure %	41.52%	41.52%	0.00%
Net Risk Adjusted Return %	246816.47%	246816.47%	-nan(ind)%
Annual Return %	22.89%	22.89%	0.00%
Risk Adjusted Return %	55.13%	55.13%	-nan(ind)%
Transaction costs	0.00	0.00	0.00
All trades	639	639 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	160365.86	160365.86	-nan(ind)
Avg. Profit/Loss %	55.32%	55.32%	-nan(ind)%
Avg. Bars Held	102.06	102.06	-nan(ind)
Winners	439 (68.70 %)	439 (68.70 %)	0 (0.00 %)
Total Profit	115021966.67	115021966.67	0.00
Avg. Profit	262009.04	262009.04	-nan(ind)
Avg. Profit %	84.89%	84.89%	-nan(ind)%
Avg. Bars Held	123.49	123.49	-nan(ind)
Max. Consecutive	17	17	0
Largest win	14464715.04	14464715.04	0.00
# bars in largest win	278	278	0
Losers	200 (31.30 %)	200 (31.30 %)	0 (0.00 %)
Total Loss	-12548182.96	-12548182.96	0.00
Avg. Loss	-62740.91	-62740.91	-nan(ind)
Avg. Loss %	-9.60%	-9.60%	-nan(ind)%
Avg. Bars Held	55.02	55.02	-nan(ind)
Max. Consecutive	5	5	0
Largest loss	-2715846.54	-2715846.54	0.00
# bars in largest loss	121	121	0
Max. trade drawdown	-5836270.96	-5836270.96	0.00
Max. trade % drawdown	-83.04	-83.04	0.00
Max. system drawdown	-8699471.43	-8699471.43	0.00
Max. system % drawdown	-12.02%	-12.02%	0.00%
Recovery Factor	11.78	11.78	-nan(ind)
CAR/MaxDD	1.90	1.90	-nan(ind)
RAR/MaxDD	4.59	4.59	-nan(ind)
Profit Factor	9.17	9.17	nan
Payoff Ratio	4.18	4.18	nan
Standard Error	11340979.17	11340979.17	0.00
Risk-Reward Ratio	0.25	0.25	-nan(ind)
Ulcer Index	3.32	3.32	0.00
Ulcer Performance Index	5.27	5.27	-inf
Sharpe Ratio of trades	0.53	0.53	0.00
K-Ratio	0.03	0.03	-nan(ind)

 

[bettamania]

While I tweak my WETT system I accidentally came across a simple and elegant MACD here is a comparison of an inbuilt (original inbuilt) and my own spectrum gaussian equation (first top). A kudo for everyone who can spot this little beauty

Have a great night everyone!

 

[bettamania]

A few Keys intake from WETT
1. The trigger
2. The Volume arguments
3. The trail stop which is not that difficult to code. You can use an inbuilt ( that is much faster) or the looping which doesn't show anything than an ego from a coder and less practical in execution

Keys for Bband instead of using bottom band band to exit, I prefer to use trail stop similar to WETT with a simple oscillator as a trend direction.

1. Bband with no delay ( end of week friday or intraday execution )

Bband - Backtest Report

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo​

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	37583515.51	37583515.51	100000.00
Net Profit	37483515.51	37483515.51	0.00
Net Profit %	37483.52%	37483.52%	0.00%
Exposure %	58.37%	58.37%	0.00%
Net Risk Adjusted Return %	64218.68%	64218.68%	-nan(ind)%
Annual Return %	19.27%	19.27%	0.00%
Risk Adjusted Return %	33.02%	33.02%	-nan(ind)%
Transaction costs	0.00	0.00	0.00
All trades	666	666 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	56281.55	56281.55	-nan(ind)
Avg. Profit/Loss %	21.75%	21.75%	-nan(ind)%
Avg. Bars Held	105.21	105.21	-nan(ind)
Winners	278 (41.74 %)	278 (41.74 %)	0 (0.00 %)
Total Profit	44244914.96	44244914.96	0.00
Avg. Profit	159154.37	159154.37	-nan(ind)
Avg. Profit %	65.99%	65.99%	-nan(ind)%
Avg. Bars Held	198.10	198.10	-nan(ind)
Max. Consecutive	10	10	0
Largest win	8030738.86	8030738.86	0.00
# bars in largest win	643	643	0
Losers	388 (58.26 %)	388 (58.26 %)	0 (0.00 %)
Total Loss	-6761399.45	-6761399.45	0.00
Avg. Loss	-17426.29	-17426.29	-nan(ind)
Avg. Loss %	-9.94%	-9.94%	-nan(ind)%
Avg. Bars Held	38.66	38.66	-nan(ind)
Max. Consecutive	10	10	0
Largest loss	-334418.11	-334418.11	0.00
# bars in largest loss	21	21	0
Max. trade drawdown	-2428810.24	-2428810.24	0.00
Max. trade % drawdown	-85.71	-85.71	0.00
Max. system drawdown	-3303767.74	-3303767.74	0.00
Max. system % drawdown	-25.04%	-25.04%	0.00%
Recovery Factor	11.35	11.35	-nan(ind)
CAR/MaxDD	0.77	0.77	-nan(ind)
RAR/MaxDD	1.32	1.32	-nan(ind)
Profit Factor	6.54	6.54	nan
Payoff Ratio	9.13	9.13	nan
Standard Error	6389946.71	6389946.71	0.00
Risk-Reward Ratio	0.16	0.16	-nan(ind)
Ulcer Index	4.81	4.81	0.00
Ulcer Performance Index	2.89	2.89	-inf
Sharpe Ratio of trades	0.26	0.26	0.00
K-Ratio	0.02	0.02	-nan(ind)

with delay monday as execution day

Bband - Backtest Report

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo​

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	24785418.78	24785418.78	100000.00
Net Profit	24685418.78	24685418.78	0.00
Net Profit %	24685.42%	24685.42%	0.00%
Exposure %	64.04%	64.04%	0.00%
Net Risk Adjusted Return %	38547.29%	38547.29%	-nan(ind)%
Annual Return %	17.81%	17.81%	0.00%
Risk Adjusted Return %	27.81%	27.81%	-nan(ind)%
Transaction costs	0.00	0.00	0.00
All trades	664	664 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	37176.84	37176.84	-nan(ind)
Avg. Profit/Loss %	19.39%	19.39%	-nan(ind)%
Avg. Bars Held	105.39	105.39	-nan(ind)
Winners	265 (39.91 %)	265 (39.91 %)	0 (0.00 %)
Total Profit	31059540.63	31059540.63	0.00
Avg. Profit	117205.81	117205.81	-nan(ind)
Avg. Profit %	63.66%	63.66%	-nan(ind)%
Avg. Bars Held	210.55	210.55	-nan(ind)
Max. Consecutive	10	10	0
Largest win	2800191.86	2800191.86	0.00
# bars in largest win	278	278	0
Losers	399 (60.09 %)	399 (60.09 %)	0 (0.00 %)
Total Loss	-6374121.85	-6374121.85	0.00
Avg. Loss	-15975.24	-15975.24	-nan(ind)
Avg. Loss %	-10.02%	-10.02%	-nan(ind)%
Avg. Bars Held	35.54	35.54	-nan(ind)
Max. Consecutive	12	12	0
Largest loss	-375140.40	-375140.40	0.00
# bars in largest loss	14	14	0
Max. trade drawdown	-1189411.69	-1189411.69	0.00
Max. trade % drawdown	-85.71	-85.71	0.00
Max. system drawdown	-1515405.29	-1515405.29	0.00
Max. system % drawdown	-26.51%	-26.51%	0.00%
Recovery Factor	16.29	16.29	-nan(ind)
CAR/MaxDD	0.67	0.67	-nan(ind)
RAR/MaxDD	1.05	1.05	-nan(ind)
Profit Factor	4.87	4.87	nan
Payoff Ratio	7.34	7.34	nan
Standard Error	3980236.85	3980236.85	0.00
Risk-Reward Ratio	0.13	0.13	-nan(ind)
Ulcer Index	5.58	5.58	0.00
Ulcer Performance Index	2.22	2.22	-inf
Sharpe Ratio of trades	0.38	0.38	0.00
K-Ratio	0.01	0.01	-nan(ind)

 

[bettamania]

Looks like The small cap sectors is picking up. a new pool of funds have been allocated to support WETT and Bband.