Backtest trading strategii

GeorgeFreelanceDeveloper / trend-follow.io

Open source momentum base trend following systematic trading strategies inspired from top trend following traders (Richard Denis, Olivier Seban and Nick Radge) implemented for various trading platforms as TradingView, cTrader, Multicharts and TradeStation.

https://www.trend-follow.io/

MIT License

4 stars 5 forks source link

Backtest trading strategii #6

Closed GeorgeFreelanceDeveloper closed 6 months ago

GeorgeFreelanceDeveloper commented 6 months ago

Trading strategie TrendFollowing

TurtleTrendFollow
SuperTrendFollow
BollingerBandTrendFollow

MeanReversal

MeanReversalPortfolio (SPX, separe per strategy and all in one)

Trhy pro backtest SPX, NDX, DJI, BTCUSD:INDEX, ETHUSD:INDEX

Interval +-30 let (1991)

GeorgeFreelanceDeveloper commented 6 months ago

Aktualni stav

SuperTrendFollow, BollingerBandTrendFollow @LucyFreelanceDeveloper
MeanReversalPortfolio @LucyFreelanceDeveloper

LucyFreelanceDeveloper commented 6 months ago

Backtesty pridany ceka na kontrolu @GeorgeFreelanceDeveloper

GeorgeFreelanceDeveloper commented 6 months ago

Retestovat trend follow strategie po uprave position size

GeorgeFreelanceDeveloper commented 6 months ago

Udelat znova backtest

u Akciovych indexu dat risk na trade 2.5% a vypnout filter (lepsi equity bez jakehokoli filteru)

GeorgeFreelanceDeveloper commented 6 months ago

Opraveno