Hey David. Where are you getting the list of stocks in each index from? The current lists are easy to find but to backtest without a survivourship-bias you need the historical lists. I could find a free source for that
Hey David, i created a mechanical trading strategy and backtested it for the last 10 years across different symbols. It seems to be very profitable on one specific symbol, the others not so much. Is it viable to use the strategy and only trade this one symbol with it or could this be a sign of curve fitting? Thank you! :)
Nice. I like your mechanic approach and the return to the mean mentality. I also have you in my favorite channels (in my channel) for people to follow and learn.
Do you have a beginners video about the tools and broker to use? BTW there is a huge advantage retailers have. Its the agility. Do you know how it is to trade 500 futures or stocks at once? What happens there? You cant buy or sell all this stuff market you must know where to get the pieces and where to get rid of them. But yes, therefore they need high voltility markets.
Just to make sure I got you right, in your example, you’ve also buy at the 30/3 (the red candle) , a trade that was a losing trade at this case. Am I right? Thanks, and welcome back!
I would be very concerned about 3 things here: 1. Survivor bias, 2. overfitting, 3. slippage At these thin trading levels, entering and exiting will begin to considerably affect your numbers.
1) I use norgate data so no problem there 2) You can never guarantee there's no overfitting 3) Strategy enters at limit and closes the position MOC; so far after trading it live for 3 months I have had no issues with this
IB commissions are 0.01$ per stock with minimum of 2.5$ of order, that's actually too much for me (I am using daily swing trading by the way)... How did you get started with them?
Excelent video! Do you ever try to complement technical analysis with some fundamental analysis? Like a PER filter on the universe of stock for example?
Thanks David. Love your content!
Hey David. Where are you getting the list of stocks in each index from? The current lists are easy to find but to backtest without a survivourship-bias you need the historical lists. I could find a free source for that
What indicator are you using to get those "ladder steps"?
What software do you use for the backtesting + visualization?
How can we improve the DD? Thanks!
Hey David,
i created a mechanical trading strategy and backtested it for the last 10 years across different symbols. It seems to be very profitable on one specific symbol, the others not so much. Is it viable to use the strategy and only trade this one symbol with it or could this be a sign of curve fitting? Thank you! :)
You SIM tested it yet??
Can we apply same strategy for CRYPTO MARKET🔥🔥🔥🔥🔥🔥
Hey David, where have you gone ? Please create amazing content again, specially for cryptocurrencies
Excellent tutorial 👌 here and that applies to your other videos too, you have answered very specific questions in my mind in a way that seems lucky 😀
Nice. I like your mechanic approach and the return to the mean mentality. I also have you in my favorite channels (in my channel) for people to follow and learn.
Hi David, when I try to sign up to the free webinar I never receive a link (tried looking in junk folder too - nothing)
Hey David, trying to access the course I paid for. Let me know how I can get in touch, thanks.
thanks David 👍👍👍
Do you have a beginners video about the tools and broker to use? BTW there is a huge advantage retailers have. Its the agility. Do you know how it is to trade 500 futures or stocks at once? What happens there? You cant buy or sell all this stuff market you must know where to get the pieces and where to get rid of them. But yes, therefore they need high voltility markets.
Hey guys I'm struggling with the sharpe ratio calculation with daily data, can someone help me ?
Just to make sure I got you right, in your example, you’ve also buy at the 30/3 (the red candle) , a trade that was a losing trade at this case. Am I right?
Thanks, and welcome back!
No the entry was only on the day I referred to as there are obviously more rules to this strategy
@@CriticalTrading
So this is not the full strategy?
David! Is it time to start posting again? Missing you videos a lot.
Hope you are well
Hi Hans - coming back to TH-cam in next couple of weeks, been really busy with my trading projects
I would be very concerned about 3 things here: 1. Survivor bias, 2. overfitting, 3. slippage At these thin trading levels, entering and exiting will begin to considerably affect your numbers.
1) I use norgate data so no problem there 2) You can never guarantee there's no overfitting 3) Strategy enters at limit and closes the position MOC; so far after trading it live for 3 months I have had no issues with this
@@CriticalTrading I give you respect for responding to random comments on your channel.
I'm really proud to follow you, David 🍻
I learned a lot of ideas from you
Thank you from my heart ❤
Thank you!
IB commissions are 0.01$ per stock with minimum of 2.5$ of order, that's actually too much for me (I am using daily swing trading by the way)... How did you get started with them?
Excelent video! Do you ever try to complement technical analysis with some fundamental analysis? Like a PER filter on the universe of stock for example?
No as I don't have access to long enough historical fundamental data. Good idea though
mate, been missing you. 2 months since your lasst video - when will you be back?
Very interesting
No stop loss here , right?
No I don't use stops with mean reversion strategies
Brilliant.
very confusing.
now factor in fees and see what you get with 7000 trades over 12 years ...
They were factored in
38 likes / 38 dislikes?
Sorry not sure what you're on about