Nice video, but your strategy has look ahead bias as you use the entire dataset to construct your percentiles. This means that the percentile values take into account future price data that would not have been known at the time. One solution to try would be to calculate percentiles based on a rolling window of the past X days.
Great video on Mean Reversion Strategy using Python! I followed along and implemented the same entry and exit signals in the Vectorbt Python library. Surprisingly, the buy and hold results aligned with what you showed in the video, but the strategy returns differed. I’m curious to know what could be causing this discrepancy. Looking forward to your insights!”
Sir, My strategy is based on end of day closing prices of forex(multiple pairs daily). Standing Orders are entered with the daily trend & placed at distance of 70% of daily ATR(distance D), away from closing price with take profit of 50% & stop loss of 50%(of distance D)--win or lose, no manual interference. Next day new orders are entered based on end of day closing prices. All previous day's unfilled orders are cancelled(but no manual interference with executed but open orders).Based on option probability theory/ Brownian motion, the SYSTEM should make money, if trader SITS & does not fool around using his brain. Your wisdom & thank you
Good video but the sma is not calculated correctly. You consider the close price of the same day but you actually don't have it until the sesión ends, so yo need to consider the days before
i have been dissapointed with your videos time and again, i want to subscribe to your chanel but the final report NEVER matches the video results. This has happened to me in several of your videos. Surprisingly when i ommitted the line df["Positions"] = df["Positions"].ffill, i got the required result.....shocking !!!!
genuinely the most helpful thing I've seen as a beginner
Nice video, but your strategy has look ahead bias as you use the entire dataset to construct your percentiles. This means that the percentile values take into account future price data that would not have been known at the time. One solution to try would be to calculate percentiles based on a rolling window of the past X days.
Man that was exactly what I was looking for, what a timing thanks
Great video on Mean Reversion Strategy using Python! I followed along and implemented the same entry and exit signals in the Vectorbt Python library. Surprisingly, the buy and hold results aligned with what you showed in the video, but the strategy returns differed. I’m curious to know what could be causing this discrepancy. Looking forward to your insights!”
this stratey looks interesting, its just need more great ideas of entires and exit, and maybe some other conditions
nice and simple approach with percentiles. good work!
Sir, My strategy is based on end of day closing prices of forex(multiple pairs daily). Standing Orders are entered with the daily trend & placed at distance of 70% of daily ATR(distance D), away from closing price with take profit of 50% & stop loss of 50%(of distance D)--win or lose, no manual interference. Next day new orders are entered based on end of day closing prices. All previous day's unfilled orders are cancelled(but no manual interference with executed but open orders).Based on option probability theory/ Brownian motion, the SYSTEM should make money, if trader SITS & does not fool around using his brain. Your wisdom & thank you
How does it worked the last months?
Very interesting video! Thank you so much!! 😃👍
This is amazing bruh, thanks so much
hey, do you have a link to the google colab for this strategy ?
Thanks for the video sir 👍
Awesome video
Great video! Thanks!
Thanks!
This is fantastic
does this strategy assume shorting is done as well?
genuinely curios as to why you're not using yahoo api, would make the first 5 min of the video superfluous.
Good video but the sma is not calculated correctly. You consider the close price of the same day but you actually don't have it until the sesión ends, so yo need to consider the days before
Thanks
I've got one question after watched this video. How can I get the data of day 10 for calculating the percentile when I'm in day 1?
Thanx bro
Where can I go to learn python trading ?
First comment 🥇
so do you actually trade and make money using these types of algorithms? Not trying to criticize but genuinely curious...
Can we get the python file?
I don't think the df["Positions"] = df["Positions"].ffill is a right step.
i have been dissapointed with your videos time and again, i want to subscribe to your chanel but the final report NEVER matches the video results. This has happened to me in several of your videos. Surprisingly when i ommitted the line df["Positions"] = df["Positions"].ffill, i got the required result.....shocking !!!!
yeah, the ffill step is definitely problematic