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Strategy creating 95%-100% winning trades


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Strategy creating 95%-100% winning trades

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  #81 (permalink)
PTA, Gauteng
 
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illumination View Post
Thanks to everyone who contributed to this thread for your posts. I learned a lot just from reading them.

Has anyone pushed the issues with backtesting in NT for their next release? If not, please post your wish (a one liner if possible) that I can then compile into a master list and send it of to our friends at NT, and see if they can put our ideas into release 8.

If someone has done this already, please let me know.

Good Trading everyone.

J.

The best place for this is probably the existing NT8 wishlist thread here:

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  #82 (permalink)
Goiania
 
Experience: Advanced
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Is it possible to program NT to trade the opposite direction intended by my strategy? My strategy loses a lot of money (more than enough to cover two ticks of spread necessary to overcome the bid/ask on entry and exit). In MT4 forex, it is very easy to implement trading in opposite direction of the strategy. How about NT?

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  #83 (permalink)
OC, California, USA
 
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There's nothing built into NT7 that does this that I know of. I often build a "BizarroMode" flag (true/false) which allows me to enter long when it signals short and enter short when it signals long during my testing, also, my stops become my targets and my targets become my stops.

Often, if I can find a strat that performs just miserably I'll look to see if it will be more profitable in bizarro-mode.





joaobucks View Post
Is it possible to program NT to trade the opposite direction intended by my strategy? My strategy loses a lot of money (more than enough to cover two ticks of spread necessary to overcome the bid/ask on entry and exit). In MT4 forex, it is very easy to implement trading in opposite direction of the strategy. How about NT?


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  #84 (permalink)
Toronto Ontario/Canada
 
Experience: Intermediate
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Posts: 14 since Feb 2013
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How do you choose either going long or short an instrument in strategy wizard
I was wanting to know how to use your user defined inputs to only going long or short a strategy, but don't know how i know the pricebreakout strategy does this and was wanting to do it with my own. If you can help and i compile this succesfully ill post this in the strategy forum download section?


Also one last question, if anyone can answer this for me, under condition set 1 i have all my indications to go long and same as going short in set 2 in the strategy wizard. If one of the paremeters or indicators are not bullish anymore like the MACD or ADX, does that mean it will automatically cancel me out of the trade?


I look forward to your response, im 90% done this strategy, just need to add the going long or short function, and possibly chancing the buying and selling parameters if the set 1 and 2 conditions are not aligning together properly.


Thanks for you time and consideration,

Kind Regards,

Cameron

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  #85 (permalink)
the coin hunter
virginia
 
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@philipps check out this thread before you decide to go with George Costanza strategy.

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  #86 (permalink)
Russia,Khabarovsk
 
Experience: Beginner
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sefstrat View Post
Just to show you its possible..


(in real trading my win% is low 90s, but win% is irrelevant really.. only profitability and stability matter (stability means low, consistent drawdown, no outliers))

@sefstrat,

if i happen to ask you one question,that`d be HOW?How to avoid outliers in automation?

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  #87 (permalink)
oxnard usa
 
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shodson View Post
I finally have a strategy that backtests very nicely. Ironically, over the last month or so I have programmed many strategies that I thought would work well, which kept failing miserably. I’ve spent many hours and late nights hacking away in NinjaTrader over the last few weeks coding different strategies to no avail. So yesterday, just out of desperate frustration I pulled a “George Costanza”

YouTube - The Opposite George

So when my algorithm says to buy, I make it sell instead of buy, and when it’s in the conditions I thought would be good to sell, I buy. And wouldn't you know it I started seeing profits. I added a few tweaks and played with different settings and now I have these results below.

This is on the ES Sept contract, Jun1 to now



I don't like losing that much money on just one trade, but the retracements can take a while and they need room to wiggle to achieve high success ratios.

This is on the June ES contract, Mar 1 – Jun 1




Works well on forex contracts too, here’s 10 contracts on the Sept 6E



That’s 87 winning trades and only 1 losing trade! I actually had it making more money in some cases, but at the cost of a lower winning percentage ratio (85-88%). I'd rather have a higher probability of success than more money with higher account volatility.

I’m looking for huge moves in price and, instead of chasing it like I normally would, quickly go in the opposite direction if the move is statistically irrational . It all lines up nicely with some of the things I picked up recently in “Fooled by Randomness”.

I’m going to keep backtesting farther back in time and with other instruments. If that goes well then later this month I’m going to start forward testing this and, if the testing goes well, plan to go live with this on small positions in August in full auto-trade mode (I don't even know how to do that in NT yet)

Sorry for not giving more details, you don't have to believe me if you think I'm full of it, making it up, or just trying to create hype so I can promote something (which I'm not), I just had to share my excitement with someone. I'll post updates as I proceed.


can you sent me your website or anything else about your products

nicholasnow@gmail.com

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  #88 (permalink)
Site Moderator
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nich2000 View Post
can you sent me your website or anything else about your products

nicholasnow@gmail.com

You know that the post you quoted is from 2009, right? You know that this thread has been inactive since 2015, until your post, right? And before that there was no activity since 2013. It's about as dead as a door nail.

I hate to be he bearer of this news, but this is not the system that is going to make you, or anyone, rich.

A long-time user was reporting, almost 11 years ago, about something he thought at the time was an exciting discovery. You can read the rest of the thread to see how it all turned out.

This was not a product being offered for sale.

Forum rules don't permit any sort of commercial transactions anyway, and we work hard to keep it that way. Please don't use this forum to shop for trading systems. It's not the place to look for them.

Bob.

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  #89 (permalink)
OC, California, USA
 
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bobwest View Post
You know that the post you quoted is from 2009, right? You know that this thread has been inactive since 2015, until your post, right? And before that there was no activity since 2013. It's about as dead as a door nail.

I hate to be he bearer of this news, but this is not the system that is going to make you, or anyone, rich.

A long-time user was reporting, almost 11 years ago, about something he thought at the time was an exciting discovery. You can read the rest of the thread to see how it all turned out.

This was not a product being offered for sale.

Forum rules don't permit any sort of commercial transactions anyway, and we work hard to keep it that way. Please don't use this forum to shop for trading systems. It's not the place to look for them.

Bob.

@nich2000,

Come to my private island off the coast of Brazil (before I sell it) and I can show you how to trade this system in-person. If you're not dedicated enough to make the journey, then you're not ready to make the additional sacrifices necessary to achieve this same amount of wealth.

https://www.privateislandsonline.com/south-america/brazil/praia-do-algodao

j/k

Honestly though, yeah that post was really old, and I don't even remember how it worked, but I think after additional testing I realized it was a dud. I was pretty new at strategy development at the time so I didn't always know how to test systems properly back then.

You're welcome to check out my website, reviewed here in FIO:

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  #90 (permalink)
oxnard usa
 
Experience: Intermediate
Platform: ninja trader
Trading: futures
 
Posts: 3 since Oct 2013
Thanks: 0 given, 0 received



shodson View Post
I finally have a strategy that backtests very nicely. Ironically, over the last month or so I have programmed many strategies that I thought would work well, which kept failing miserably. I’ve spent many hours and late nights hacking away in NinjaTrader over the last few weeks coding different strategies to no avail. So yesterday, just out of desperate frustration I pulled a “George Costanza”

YouTube - The Opposite George

So when my algorithm says to buy, I make it sell instead of buy, and when it’s in the conditions I thought would be good to sell, I buy. And wouldn't you know it I started seeing profits. I added a few tweaks and played with different settings and now I have these results below.

This is on the ES Sept contract, Jun1 to now



I don't like losing that much money on just one trade, but the retracements can take a while and they need room to wiggle to achieve high success ratios.

This is on the June ES contract, Mar 1 – Jun 1




Works well on forex contracts too, here’s 10 contracts on the Sept 6E



That’s 87 winning trades and only 1 losing trade! I actually had it making more money in some cases, but at the cost of a lower winning percentage ratio (85-88%). I'd rather have a higher probability of success than more money with higher account volatility.

I’m looking for huge moves in price and, instead of chasing it like I normally would, quickly go in the opposite direction if the move is statistically irrational . It all lines up nicely with some of the things I picked up recently in “Fooled by Randomness”.

I’m going to keep backtesting farther back in time and with other instruments. If that goes well then later this month I’m going to start forward testing this and, if the testing goes well, plan to go live with this on small positions in August in full auto-trade mode (I don't even know how to do that in NT yet)

Sorry for not giving more details, you don't have to believe me if you think I'm full of it, making it up, or just trying to create hype so I can promote something (which I'm not), I just had to share my excitement with someone. I'll post updates as I proceed.


bobwest View Post
You know that the post you quoted is from 2009, right? You know that this thread has been inactive since 2015, until your post, right? And before that there was no activity since 2013. It's about as dead as a door nail.

I hate to be he bearer of this news, but this is not the system that is going to make you, or anyone, rich.

A long-time user was reporting, almost 11 years ago, about something he thought at the time was an exciting discovery. You can read the rest of the thread to see how it all turned out.

This was not a product being offered for sale.

Forum rules don't permit any sort of commercial transactions anyway, and we work hard to keep it that way. Please don't use this forum to shop for trading systems. It's not the place to look for them.

Bob.


i saw that bit i thought it might be some kind of help if it was not dead. thanks a million

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