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.

 

[bettamania]

Had a few comparison between my non lag McD and Lazy Bear's impusive MACD. Have a look at the histogram and the cross signal! Home made is not always bad in fact it is cozy!

 

[ShareSuccess]

When we look Hard enough & long enough we Will always find new Ways of Trying to predict the Future of the market, but Unfortunetly no one has succeeded in the past nor will they into the Future!

Putting a Candle (Outside) is the only way to Predict the future....should it go out, you know it must have been windy, but could you predict the wind?

 

[bettamania]

When we look Hard enough & long enough we Will always find new Ways of Trying to predict the Future of the market, but Unfortunetly no one has succeeded in the past nor will they into the Future!

Putting a Candle (Outside) is the only way to Predict the future....should it go out, you know it must have been windy, but could you predict the wind?

MACD and stochastic is a "concreted" random walk theory. Please have a read on the theme! but I know what you mean! that's the main reason we have a stop loss in place

 

[ShareSuccess]

MACD and stochastic is a "concreted" random walk theory. Please have a read on the theme! but I know what you mean! that's the main reason we have a stop loss in place

Sorry couldn't Help myself, but i am an absolute numpty when it comes to these forms of trading & use a very simple strategy of buying stocks long & waiting for a desired ROI before pulling the Pin.....It's The K.I.S.S approach that works really well without having to look at a computer all day waiting for a candle to light up!

As for Random walk, i've just started reading for the 2nd time "A random walk down wall Street" by Burton G. Markiel

 

[bettamania]

My bad! should have explain a lot more clear. below is the random walk that I meant not that "jay walker" story that you mentioned. Never find my self interested or motivated reading that sort of books. By the way I am a learner too in trading and this post is just a representing my simplistic in trading

Random walk - Wikipedia

en.wikipedia.org

 

[bettamania]

Good for dip buy but not so good for spike sell! Price oscillator concept from Big beluga with 2 pole Ehler's super smoother the result is not that SUPA. Can't be used! a bit of time waster isn't it? uh well what can I do?

 

[bettamania]

A short selling mean reversal prototype. There are 2

Concept from

1. The basic idea: when it spikes it sell!
2. a rebound like indi and 2 custom OS indis
3. bar volatility not general. Here I used one of the forex concept
4 volume confirmation

and wallaaah here is the screen shot



haven't done the testing against short-able stock from my CFD list but I am very sure it would be some interesting results especially if I can combine both concepts. Roughly 20+ signal in a year with high accuracy

 

[bettamania]

market is a bit up so I translate another interesting indi from my sleeping beauty TSWE for short only! phew ! quite tiring ! half way to go but it will be done soon

 

[bettamania]

The temptation to start CFD is there; but not yet . Short entry (concept is similar to one EA that win in 2013 MQL 4 competition). Difference are at
1. risk management. it will dynamically adjust the stock volatility
2. Not auto! if it fx and index I will auto it


Will get the buy and sell signal up this weekend and will nominate a stock pick similar to my long entry random pick at stock selection. Inconclusion 2 TF for short are75 to85 % done and 1 mean reversal short is under developed but it is getting there

Have a great night everybody!