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Strategy not performing as expected.

I am basing my algo on the following:

Create a 20 hour TEMA

If the most recent TEMA value is greater than 4 days ago, hold a long position, if 4 days is lower, then go short.

I have graphed the strategy, and it looks like it creates profit. However, I can't seem to get the same performance from my algo.

 

I would love some feedback on my code, hopefully someone knows what I am doing wrong.

Update Backtest








I guessed your daterange from tradingview and changed the backtest dates in your algo to match. It did make the strategy profitable. 

 

Can you point to some specific areas of concern to troubleshoot a little deeper?

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I guess what I am asking is; Does my code line up with the strategy I purposed?

Am I missing something that is dragging down the performance? I am thinking it's the fees, but it could be other things.

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I edited a few things, and it just gives me more questions.

It performs well, then it tanks really fast, almost all red bars.

 

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I added some charting for you, it will show under the tab "plotter". Your algo is generating 1055 trades, do you expect this many trades? Maybe try adding a buffer in your trigger ranges etc?

 

Hoefully the added view helps

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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