An index filter or other criteria can often be added to avoid the larger bear market drawdowns. Still, it is a great example of how even a simple trading system can be profitable, which you can improve or take parts of for your own trading system! How to Compare Equity Curves. How to Code Trend Pilot: How to Remove Excess Signals.
Dave McLachlan - July 7, Hey Vaibhav you can subscribe by email to the right, or you can subscribe to my YouTube channel both will have any new Amibroker vids I do. Dave McLachlan - August 8, So just an update added an Index filter of our index All Ordinaries in Australia being over its 75 day Moving Average to make a trade, as well as the 85 day highs, 35 day lows.
It brings the max drawdown to just 16 percent, while the average annual return is still 23 percent. Andrew CR - November 25, Dave McLachlan - December 3, Dave McLachlan - November 26, I have looked at Monte Carlos, and all I remember is they were more complicated than I expected. Qualtar Demix - May 19, Start the trade on 1 January.
Close all trades on 28 December. Trading fees on each trade is 0. Volume of the stock involved must be greater than Start the trade with Buy each stock for My strategy in AFL: I have a few questions: What would be the corresponding shorting strategy for this approach? What is the big fuss with Donchian?
Dave McLachlan - May 19, I think Ed Seykota of Market Wizards fame referenced him. But this was in the 70s or even before. We are light-years away from the world they had to work with then! Qualtar Demix - May 20, WOW I am really surprised.
You replied instantly on a two year old post. I have applied many shorting strategies using Short and Cover. Can you please come up with a shorting strategy. Also, I am big fan of your work. Is there a way we can chat sometimes. My email id is: Dave McLachlan - May 28, Haha Qualtar, thank you I think we were just on at the same time!
And yes, I should have taken a guess by your code very nice! There are a few reasons, I think:. The market goes up more than it goes down generally because of inflation, survivorship bias i. Just look at any long term chart. When the market falls, it falls sharply, not steadily such as when it rises. It often bounces back just as sharply. Anywho, I think I will stick to where the odds are in my favour.
Yadi - August 16, Hi Dave, I have downloaded the newest Amibroker Trial version and I have coded exactly the same AFL as shown above, but Amibroker shows there is no any single trades for the last 15 years. I am not sure what was going on here. Dave McLachlan - August 20, You can paste the code here if you like myself or others can have a look. Michael - February 27, David McLachlan - March 25, You are most certainly NOT an idiot! Email will not be published , required.
Styled by Sapphire Stretch. Home First Time Here? Cheers Dave Dave McLachlan - August 8, So just an update added an Index filter of our index All Ordinaries in Australia being over its 75 day Moving Average to make a trade, as well as the 85 day highs, 35 day lows.
Again thanks for the awesome video. There are a few reasons, I think: Is it because I am using a free trial version? Any feedback is appreciated. Its proving to be very helpful as I come to terms with AB. All the best, Michael Michael - February 27, Please ignore my previous post.
Leave a Reply Name, required Email will not be published , required Website if present. Check Your Junk Mail.More...