Algo Trading Strategies: From objectives to live trading w/ Kevin Davey
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- เผยแพร่เมื่อ 27 มี.ค. 2016
- EP 038: The development process of an algo trading strategy - from objectives to live trading w/ Kevin Davey
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"The hardest way to make easy money" well said.
This is the best chat with traders I've listened to
What a legend!!! He back tested the old school way. Historical data, pen a paper
Always love the material that Aaron Fifield puts out. Very informative, has helped my trading significantly.
Practical notes for 38:
- Equity curve smoothing with plenty of strategies offsets risk of 1 or more failures (he uses up to 80 at same time).
- Dont turn off your strategy EA during news if you didnt do so in backtests (trust your tests).
- Use standard deviation to measure portfolio volatility (the less, the better).
- The less rules-parameters- fitting, the better.
- when optimizing always run a second test on off-sample data.
- Cut losing strategies from portfolio (follow X criteria).
- Create your own "factory" of ideas, so you are always building and implementing them as you keep learning strategies/coding. This also helps for the constant strategy failures when market changes.
thanks for the notes! well done!
I realize this was a while ago, but mannnnn, so many follow ups I wish you asked. This kind of algo trading is right up my alley. Hope to see more on the podcast soon :)
Ninjatrader lookup
this is awsome!
love this content!
What software or tools do you use to test these strategies?
Ninjatrader - especially if you already code in C#
Search for *Lukasz Wilhelm* , learn his trading system.
I can tell you really wanted to pick his brain more than the usual guest.
just trade microlots... its easier until you get a strategy that works for X pair. And learn all the strategies out there on a demo first
test test test.... eventually you will find what works for you.
such insight, such amazing advice! ... if i just trade smallest size possible, my strategy must be more profitable 🐶🌭
@@pilotgfx machine gunner not sniper
thanks man . take care of your capital kevin :)
The Chat w Traders interviewer never seems to listen or engage and ask real questions, he just says "excellent, ok," and reads the next question on his list... The guest will say something thought provoking and amazing, and the response will always be "excellent." As a listener it gets annoying, and it seems a wealth of information is being overlooked.
I agree with you..😍. the strategy price patterns that yield the best results mostly for traders, Some are derived from our own original observations of knowledge taken by research. i use these patterns(Lukasz Wilhelm) IQD Momentum strategy to accurately anticipate future price movements like the rejection candle, and the outside candle-two powerful reversal signals. no interviewer ever tells you that, is out for you to read more and acquire good knowledge to succeed in trading.
Same issue with Better system trader, you can tell that guy is bored at the end of the interview in some of them.
Still I am super happy that we have both, rather than one or zero podcasts.
Great interview, I really got a lot from it, especially the fact that too many filters and curve fitting whilst back-testing is counter productive
Nice video on #AlgoTradingStrategies thank you #NikunjGoswami
aeke, ail , blai bla bla. yawn can I have a bee.. and fish chips. all talking . show me... show me ... show me..
come see for yourself - LIVE
One side this person say simple is best while he testing 100 strategies. Don't know is he sharing good knowledge or just false things.
This is worst podcast I heard
And Aaron you should ask some counter questions to this kind of guests specially