The most beautiful equity curve I've ever seen...

Discussion in 'Strategy Building' started by jnbadger, Jul 16, 2021.

  1. jnbadger


    Part of my back testing verification process is doing a short only simulation on a long only strategy that looks great. Trade ideas drastically over states results when I use profit targets and hard stops, so I do my best at finding a nice smooth curve without either. The following is the result of shorting a long strategy I've been working on for quite a while, with time stops only.

    Problems? Plenty. I won't get into them, but I've been around long enough to not fall into a pipe dream scenario. There is still work to do.

    Anyway, here it is...

    beginner66 and kmiklas like this.
  2. WeToddDid2


    So, you do not think that it is ready for live trading?
  3. themickey


    Looks like Padu's curve.
    Sweet Bobby and Overnight like this.
  4. jnbadger


    I trade a variation of it on a daily basis. The filters are just more selective.

    The main problem with this one is liquidity. But I may have made an adjustment in the last couple of hours which helps. I'll start forward testing it on Monday while trading the old strat and another one in real time. Could be a tricky balance.
  5. jnbadger


    Ya lost me, dude.
  6. Inside ET joke, making fun of this poster called padutrader.

  7. jnbadger


    Ah. Gotcha.
  8. jnbadger


    Here's the new one. (Well, long testing a long strategy this time rather than shorting). Again, no stops or targets. Just time stops.

    I think I partially fixed the liquidity issue. The buying power isn't an issue, it's the number of trades I would have to manage at once while trading manually. A lot can happen in 2 minutes.

    I'll start forward testing on Monday. It just can't get in the way of real trading. It might be quite the challenge.

  9. Overnight


    Do you have 100K to commit to this plan? If not, the exercise is worthless.
  10. jnbadger


    Evidently you didn't read my post. Buying power isn't an issue. As of next month I'll have been at this for 25 years. So yes, I have that much, and much more. I'm just always searching for something new that I can make more systematic, and less discretionary.
    #10     Jul 16, 2021