ENTRY FILTERS | #1 Tool For Better Trading Systems | Turn Good Strategies Into GREAT Strategies

You can turn good systematic trading strategies into GREAT systematic trading strategies. You can build strategies that look more like hedge fund caliber trading systems...and stand a much better chance of generating big trading profits in real time. In this video, Dave Whitcomb, CFA, Head of Research for Peak Trading Research, walks you through the #1 tool that you can use to improve the profitability of your trading systems.

0:02 Turn Good Strategies Into Great Strategies
1:48 Trade Setup Ideas
2:40 Adding Filters with Four Simple Steps
2:59 Simple BreakOut Strategy for Heating Oil
3:56 Step One: Add Peak Filter Script
4:44 Step Two: Test the Entry Filters
5:10 Step Three: Move the Filters to the Strategy
7:44 Step Four: Remove the Filter Script
8:31 Strategy Performance
8:40 Is This Optimization?
9:30 Strategy Also Works In: Heating Oil, Gold, Platinum, Crude Oil

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Are you looking for Commodity Market Insights and Profitable Systematic Trading Strategies?

Then you’ve come to the right place.

Welcome to the Peak Trading Research YouTube Channel.

Dave Whitcomb, CFA, Head of Research, is your channel host.

This channel is for beginner, intermediate, and expert traders looking to profit from Systematic Trading Insights across Agriculture, Energy, and Metals commodity futures markets.

Are you looking for algorithmic trading for beginners, quantitative trading basics, or the best trading systems for 2022? Read more about that right below this video information.

To learn more about the services Peak Trading Research offers, check out the links below:

For Peak’s industry-leading quantitative commodity research:

For the world’s largest library of community-built trading systems:

Follow Peak Trading Research on LinkedIn:

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Peak Trading Research is a leading research provider in commodity markets. Peak’s research combines deep commodity trading experience with proprietary technology to offer you unparalleled insights into Agriculture, Energy, and Metals commodity markets.

With Peak’s trusted expertise in commodity futures markets, you’ve come to the right place to make smart, profitable trades. Our Peak Trading Research YouTube channel covers commodity trading strategies, algorithmic trading options, and futures trading systems. We’ll deep dive into these subjects during our explanatory videos.

Are you a beginner and really want to start from the foundations? We’ve got you covered. Dave will explain everything about futures and commodities from A to Z.

Or are you searching for the best trading software? Trying to choose between Tradestation and Multicharts? Everything you need to know is right here.

Or if you’re an expert trader looking to learn more about specific markets and algorithmic strategies, we’ve got detailed videos to help you too.

And now, a few suggestions for you to watch:

Recently, we published a mini-series about the Commitment of Traders (COT) Reports: COT 101, How the COT Works, and How to Trade COT Information. Watch the videos here:

Are you looking for a trading strategy for the Sugar futures market? Dave will give you a complete walk-through in this video:

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Didn’t find what you are looking for? Leave a comment under this video with the subject you are looking for, what you’d like to learn, AND subscribe so you don’t miss the next video:

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[covingtoncreek]

Respectfully, because I'm a fan of the channel, this is optimization and curve-fitting. It's all being done on historical data. You're taking the initial equity curve and making it fit better with historical data. We would need to see improved performance in real time to believe it.

[markweber]

Real feedback: I've found these filters extremely valuable. I agree with you that it is not really optimization. Because you can still use pretty simple ( not optimized) trade setups as the main foundation code. In the strats I've built I've found that the filters generally "make sense". Meaning I understand why the filter would work to avoid that trade setup. So I'm happy to add them to a strategy especially when I can justify the "why" (the trade logic). This is a great tool over all.

[garybooth]

Great idea creating your filters as a function to test multiple at the same time. I've got my filters saved under a single regime script that I need to copy and paste every time, but I think I might give this a go smarter not harder!

[MCapital]

Hi! Fellow Kevin’s student here, incredible incentive to get all the amazing filters and many many good strategies!

How long did it get you to come up with them? I have about 4-5 filters myself 😅

[jackwinton]

I know you shared the little code snipped you need to test the strategies (which is just temporary, I get it), but do you get the full FUNCTION for the 500 filters when you sign up for the annual package? So you also get the 10 strategies every month for a year, plus these filters?

[Givy]

I'm curious about why you have this function as boolean vs. numeric. Is there a trick to learn there?

[frankcabalo]

You should make a video to show new customers what your product can and cannot do. For customers like us, random videos make no sense. I wanted to get in but couldn't find a clear answer in your videos.