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Buy low Sell high

This is a slightly modified version of the sample algo, where instead of buying when the stock goes up, you buy when the stock goes down, vice versa for selling. It bets the whole account in each trade, so no scaling in or scaling out. I've added commissions as well, to reduce the outrageous return.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 50b67cac715d3e745001b1c2
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
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7 responses

Apple is a wonderful stock ;)

That's a neat exercise, thanks!



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actually tried this out on a couple of other stocks. not too shabby heh.

Hmm. I copied your source code, and got completely different results.

Hi Ken - did you run the same start and end dates?

What you can do is reply to this thread, click "add backtest" and share your backtest code/result with this thread - we can figure out the difference that way.


Hi Dan. Thanks. That was it - non-matching end date. After July, 2012, this algorithm falls apart. Still, very interesting. Love the platform!

The choice of apple as the default stock was canny :)

I think this is leverage... how to remove.. the leverage part...?