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This needs more bug-testing, but I thought other people might find it useful anyway ;)

The main feature I was working on was the take profit and stop loss, which seem to work (nearly lol).

What this means is that if an opened long position reaches a desired level of profit (as a %) it will close trading (cashing in on the profit before continuing to trade), and if the positions value declines by a set amount (again a percentage) it will also close the trade (preventing further losses).

Hope it comes in useful and feel free to post improvements! (I can count my days using python on one hand still)

Clone Algorithm
62
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Backtest from to with initial capital ( data)
Cumulative performance:
Algorithm Benchmark
Custom data:
Week
Month
All
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Information Ratio
--
Benchmark Returns
--
Volatility
--
Max Drawdown
--
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
Information Ratio 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
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.
There was a runtime error.

Very cool, thanks for sharing!

One thing you might want to test is if you can reduce risk by trading a portfolio (see for example the dual moving average 0.2).

I'll have to try that =)

(Once I figure why the algorithm fudges the first trade in every backtest lol)

Thanks Adam for the idea!

I'm a bit impatient :P knowing that Apple's stock price has been steadily reducing, I decide to sell it whenever I've been holding Apple shares for 90 days.. and then the result seems not as good as expected but may be worth trying.

Clone Algorithm
5
Loading...
Backtest from to with initial capital ( data)
Cumulative performance:
Algorithm Benchmark
Custom data:
Week
Month
All
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Information Ratio
--
Benchmark Returns
--
Volatility
--
Max Drawdown
--
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
Information Ratio 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
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.
There was a runtime error.
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