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How to organise strategies


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How to organise strategies

  #1 (permalink)
 fernlicht 
Schwyz, Switzerland
 
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Hello all,

It's for sure a funny question, but maybe someone is out there...

...just wondering, after developing let's say around 100 strategies I'm slowly losing track of them.
I have very few chosen ones in production but there are plenty that I could revisit and probably use at a later stage.
Any hints on how YOU organize your strategies and do not lose track of what they do, why they do etc. And yes I'm using a lot of comments at the head of the document, but it take ages to go through all of them. Any idea of sorting them into "crap", " has potential", "productive" and so on?

cheers

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  #2 (permalink)
 
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 ValhallaTrader 
Hamburg Germany
 
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Hi fernlicht,

First you name sounds German?
I’m from Germany as well.

To your question, I personally reduced my strategy to only one in combination with 5-6 setups for different scenarios in different market situations.
That’s all what I need in my playbook.

Fallowing the KISS principle.

Before this self restriction, I was jumping around to a lot of different strategies with out finding my freedom and my P&L was terrible as well.
But after focusing on only one straight and trying to master it, that was helpful for me.

Of course, that’s answered your question not directly but maybe it’s helpful to focus on the best one only.

Regards
Michael

"My only task as a trader is to protect my capital (risk management), the market will take care of the profits."
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  #3 (permalink)
 jmont1 
New York, NY
 
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fernlicht View Post
Hello all, It's for sure a funny question, but maybe someone is out there...

...just wondering, after developing let's say around 100 strategies I'm slowly losing track of them.
I have very few chosen ones in production but there are plenty that I could revisit and probably use at a later stage.
Any hints on how YOU organize your strategies and do not lose track of what they do, why they do etc. And yes I'm using a lot of comments at the head of the document, but it take ages to go through all of them. Any idea of sorting them into "crap", " has potential", "productive" and so on?

cheers

@fernlicht I am of German heritage and only stating because of previous acknowledgement. But to try and assist your dilemma, I use a naming convention to try and scale my bots with some info of their latest elements. So a basic BOT named "Basic" and then BasicATR because I added ATR. BasicATRma (added moving average.) BasicATRmaVwap.

And when know a component has become a standard that does not need to be mentioned then I go to maVWAP which would be the Basic plus the ATR which I will always use now that it is intrinsic in my system.

I assume there are much better answeres out ther but this is a start.

BTW, any chance you will share one of your sratgies that we could use as Basic and build upon as a group?

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  #4 (permalink)
 fernlicht 
Schwyz, Switzerland
 
Experience: None
Platform: NinjaTrader, Visual Studi
Broker: IB, Biftinex, Binance
Trading: Yes
Posts: 59 since Jan 2012
Thanks Given: 7
Thanks Received: 33

That's is funny, I use almost the same method.

The main strategy name is let's say influenced by Larry Conner and I'm using SAR MACD EMA (as far as I know Connor is not using SAR and MACD in his strategies
but anyway). So guess the name: ->ConnorSARMACDEMA<-
But to be honest, after a few months it tells me almost nothing))

What I started a few productive strategies ago is a word document that describes the productive strategy and its instruments, timeframes, optimization procedure, and so on. In the second half of the word, I document the tests like the backtest, walk forward test, and walk forward test by hand.

Other documentation ideas are welcome

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