This Has Changed My Whole Perspective On Strategy Backtesting!

I've really appreciated the thoughtful comments and suggestions on the backtesting videos. I'm planning to add a whole new aspect to the testing which I hope will be very useful. While I usually present a strategy and show backtesting data, in this video I talk more about what I'm working on for future videos to provide even more relevant information.

As always, this is for informational purposes only; this is not investment advice.

Submit a strategy for me to backtest in a future video:

Thumbnail Image by Jan Vašek fromPixabay

[droptable]

Your channels is exactly what the doctor prescribed 👍

[햄스터-nc]

This is the channel that I was really looking for. Keep up the good work!!!

[jean-marcducommun]

Hey! You'r really not just scratching the surface but rather digging deep as the name of your channel rightfully states. I'm coming form the traditional asset management side but I always had an interest in "technical trading" being reader of Stocks&Commodities for years and CMT by education but without practising in the field. I lack the know-how and talent for doing extensive computer stuff like back-testing but at least I can follow your work. I think there are a few problems when doing back-testing: The lag between "signal" and "execution" i.e. slippage, "bid/ask spread" and finally "brokerage fees" and "costs" running the trading business. For what I have crossed so far these "cost factors" can easily cause a trading strategy to fail when put to work. May be you address this issue in one of your upcoming videos the same way as you put some light on "entries". Great work, thank you, keen to see more!

[franksolana]

I really enjoy your content mate! Thanks for taking the time

[SuperheroArmorychannel]

I always backtest a strategy using both longs and shorts separately. I’ve found that the results differ depending if we’re trending up or down in the market. For example; currently all my shorts are making large profits but my longs are only slightly profitable. The idea behind this is that when the market reverses direction the opposite will be true. I’ve also found that any particular strategy needs to be precisely calibrated for the equity you are trading because they all have a very unique signature even though most of them tend to trade somewhat in unison regarding time and waveform shape. Any strategy will have a sweet spot where it tends to be more profitable but i have found that this needs to be tweaked 1-4 times a month to ensure it’s best adapted to changing market conditions to optimize profits.

[rhino]

Sweet, I like the idea of random vs strategy... It will be interesting to see how often these are too close to be worth the hassle. Thanks again.

[shannondean]

Thank you. Great addition to the analysis. Draw down and max profit of trade would def be helpful to.

[belalmaghdid]

Please do more video
You’re amazing ❤❤

[JohnEnergy]

So… random entries, random long/short, variable ratios, still OK results when using 1:2 RR or higher?

[michiel]

Could you please test a "break and re-test" strategy, please? Appreciate your work!

[hdellacorte]

To eliminate market trends from your backtesting analysis, divide your stock's values by SPY before backtesting. This way, you'll have only the movements that are independent of the general market direction.

[EnergyCourtier]

Oh man. Since I started, I've collected so many high probability, non-clickbait strategies from all over. I'd love to see you test some of them if you're interested.

[antoniomachado]

Hi, I've just found your channel today, saw a few videos and I'm really enjoying your serious (realistic) approach. Nice and appropriate name for the YT channel, btw :)
I think the content of your videos is highly valuable and I'd like to suggest something (well, realistically, is more of a request, if you could, of course...). I'm a forex trader and the forex market behaves, quite often, rather differently than the stock market.
Could you 'incorporate', in your agenda for these videos, also some videos where you fully backtest some strategies in forex pairs?
Maybe that represents a huge / additional undertaking, but... I'm sure a lot of other forex traders would also be glad to see forex strategies fully put to the test this way.
Thank you very much! But, nevertheless, I will continue to watch your videos!

[yassinemorev]

you should backtest previous daily candle high/low reversals

-you draw high/low of previous Daily candle and you go down to the 15M timeframe
-for sells wait for a 15M bearish close after retest or close above then close below the high of previous Daily candle
-for buys wait for a 15M bullish close after retest or close below then close above the low of previous Daily candle
-stoploss at recent swing high for sell and recent swing low for buy
-take profit relative to stoploss with a 1:1 Risk to reward ratio
-only take trades in london + new york sessions

[Dx_Ach]

You can test if a market has a long or short bias when looking at a daily chart if you open a trade at start of day and close the trade at end of day. whatever has a win rate >50% has a bias tword that position type.

[rickochui]

Very outstanding!
Can I know the details of the strategy at 4:26?

[davidgalea]

Does this analysis equate the same for Forex longs and shorts?

[lolekcelebryta]

Hey, is there any way to contact with You ? Or can You do some tutorial of how to test TradingView strategy in mt4?

[meherenow]

Thanks for the videos, have you considered adding "Avg Bars/Trade" to your results? Knowing the average time per trade that your capital will be tied up is very helpful and present in most existing py backtesting libraries.

[benobrien]

Hey, love your videos, can you do a strategy on Forex?? Looking for a intraday Forex startegy that I can use.