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Diversified Trend Trading Approach

  • #1,041
  • Jun 11, 2016 4:30am Jun 11, 2016 4:30am
Quoting Copernicus
Suggestion - Creating a Comprehensive Portfolio Backtesting Solution in MS EXcel I am wondering whether there would be much demand on this forum in learning how to develop your own comprehensive Portfolio Backtesting solution in MS Excel. We all recognise the shortfalls in using MT4 as a backtesting solutions for a Diversified Portfolio, but perhaps we would rather develop our own system from scratch as opposed to picking another system off the shelf like Ami-Broker, TradeStation, NinjaTrader etc. etc. If there is interest expressed here, I am thinking...
Count me in.
Master Your Setup, Master Your self. (NQoos)
  • #1,042
  • Edited 5:52am Jun 11, 2016 5:41am | Edited 5:52am
Great stuff.

To get things rolling I will start up the thread tomorrow titled "Diversified Trend Trading - Excel Projects" and give a general intro and then we can get stuck in next weekend in the development.

Looking forward to it guys and hopefully at the end of it all we will have a group that are up to speed and can start sharing and discussing different 'robust' and fully tested projects.

Cheers C
  • #1,043
  • Jun 11, 2016 5:51am Jun 11, 2016 5:51am
It's chill time :-)

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  • #1,044
  • Jun 11, 2016 12:53pm Jun 11, 2016 12:53pm
Hi C

I am also interested in using MS Excel for backtesting.
  • #1,045
  • Jun 11, 2016 6:51pm Jun 11, 2016 6:51pm
Quoting Koglkama
Hi C I am also interested in using MS Excel for backtesting.
Awesome K.

I will set up the thread this arvo and give an overview of the intent and what will be publicly released on the thread. I will also maintain a list of interested parties who may want to progress things a bit further down the track but under more *confidential conditions* where files can be shared.

I am only after expressions of interest at the moment, and if things develop where we all get a handle on the modelling, will be contacting you all separately to see if you want to proceed with the project as a separate development community. I understand there may be a few of you are less willing to publicly share stuff so will create offline via dropbox a shared folder for the project for access by interested folk.

Cheers

C
  • #1,046
  • Jun 11, 2016 6:58pm Jun 11, 2016 6:58pm
​C - count me in.
  • #1,047
  • Jun 11, 2016 7:00pm Jun 11, 2016 7:00pm
Quoting pakeha
​C - count me in.
Will do Pak.

I am off to footy with the boy so will start the thread this arvo. Looking forward to it
  • #1,048
  • Jun 12, 2016 1:58am Jun 12, 2016 1:58am
Quoting Copernicus
Suggestion - Creating a Comprehensive Portfolio Backtesting Solution in MS Excel I am wondering whether there would be much demand on this forum in learning how to develop your own comprehensive Portfolio Backtesting solution in MS Excel. We all recognise the shortfalls in using MT4 as a backtesting solution for a Diversified Portfolio, but perhaps we would rather develop our own system from scratch as opposed to picking another system off the shelf like Ami-Broker, TradeStation, NinjaTrader etc. etc. If there is interest expressed here, I am thinking...


Count me in too mate..
Memories caught in time but never forgotten
  • #1,049
  • Jun 12, 2016 2:00am Jun 12, 2016 2:00am
Quoting j4d
{quote} Count me in too mate..
Will do Ja. :-)
  • #1,050
  • Jun 12, 2016 2:43am Jun 12, 2016 2:43am
will make for another bit of essential weekend reading
  • #1,051
  • Jun 12, 2016 7:54am Jun 12, 2016 7:54am
Quoting Copernicus
It's chill time :-) https://www.youtube.com/watch?v=W0CBzKfvA80

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Risiko birgt immer auch die Chance.
  • #1,052
  • Jun 12, 2016 7:58am Jun 12, 2016 7:58am
Quoting Sesamstrasse
{quote} https://www.youtube.com/watch?v=ToD7t0kPGzE
hehehehe. I like your version of 'chillin' G.
  • #1,053
  • Jun 12, 2016 8:05am Jun 12, 2016 8:05am
Quoting Copernicus
{quote} hehehehe. I like your version of 'chillin' G.

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cheers
Risiko birgt immer auch die Chance.
  • #1,054
  • Jun 12, 2016 12:16pm Jun 12, 2016 12:16pm
Hi guys,

I use metatrader 5,
and I need standard deviation channel for metatrader 5.
MT5 does not have it !
Can someone please help me?
I could find some versions of that channel for mt4 but not for mt5.
Please someone help me.
Thanks
  • #1,055
  • Jun 12, 2016 5:36pm Jun 12, 2016 5:36pm
Quoting acman123
Hi guys, I use metatrader 5, and I need standard deviation channel for metatrader 5. MT5 does not have it ! Can someone please help me? I could find some versions of that channel for mt4 but not for mt5. Please someone help me. Thanks
Hi Acman

Sorry mate. I don't have an SDC indicator for MT5 but will keep my eyes open for it and PM you if I find one. It must be frustrating. I would have assumed they would have retained it in MT5 as a standard tool. Billy Sastards!!!!!
  • #1,056
  • Jun 12, 2016 8:09pm Jun 12, 2016 8:09pm
Quoting acman123
Hi guys, I use metatrader 5, and I need standard deviation channel for metatrader 5. MT5 does not have it ! Can someone please help me? I could find some versions of that channel for mt4 but not for mt5. Please someone help me. Thanks
The help online says it is there, as Copernicus says, hard to believe that they would not include this

Attached Image (click to enlarge)
Click to Enlarge Name: 2016-06-13_11-08-18.png Size: 128 KB
It takes a lot for me to IGNORE you, but you can try.
  • #1,057
  • Jun 13, 2016 3:55am Jun 13, 2016 3:55am
Boom!!!!.sometimes we strike it lucky and get a very informed guest on a trading podcast who can lift the veil on systematic trading and give some really good insight into some of the issues surrounding system analysis.

Andrew Swanscott from Better Systems Trader nails it this week with an interview with Dave Walton who specialises in evaluating systematic trading systems and provides some very useful insights in the propensity to curve fit, despite best intents, using Out of Sample Testing, Walk Forward Analysis and Monte Carlo Analysis.

He also discusses ways to potentially overcome some of these obstacles with stochastic modelling of system parameters..but is fairly light on in the process of describing the methods of these alternatives..and for more specific detail of an appropriate methodology to use, we need to turn to Perry Kaufman and some of the methods of median parameter selection he discusses on this earlier podcast or in his book A Guide to Creating a Successful Algorithmic Trading Strategy.

Anyway..its a podcast well worth listening to. Also refer to the show notes that are included at the end of the interview and also this link as they give a bit more insight into Dave's System Parameter Permutation approach (SPP).

Cheers

C
  • #1,058
  • Jun 13, 2016 4:38am Jun 13, 2016 4:38am
......oooooops. Music spasm in progress.

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  • #1,059
  • Jun 13, 2016 10:22am Jun 13, 2016 10:22am
Quoting Erebus
{quote} The help online says it is there, as Copernicus says, hard to believe that they would not include this {image}
Thank you!
  • #1,060
  • Jun 13, 2016 10:32am Jun 13, 2016 10:32am
I am new to your thread. Do I need to read from the beginning of these posts to know how to trade using your strategy?
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