Join our live webinar and discover the Money Flow Index (MFI).
Whether you're a seasoned trader or just getting started, this session comes with actionable insights.
The EAR Exposure Adjusted Return 25% (APR divided by time spent in the market).
https://us06web.zoom.us/meeting/register/tZAuce2hpjovHNOFwIJOMiKiRqUA2QqpOLhZ
Whether you're a seasoned trader or just getting started, this session comes with actionable insights.
The EAR Exposure Adjusted Return 25% (APR divided by time spent in the market).
https://us06web.zoom.us/meeting/register/tZAuce2hpjovHNOFwIJOMiKiRqUA2QqpOLhZ
Rename
Good one. Looking forward. Is this setup on Bank holiday (Labor Day) by design?
Yes. Not all WL users are full-time traders. For those who are working, might not be able to participate if it’s during working hour. So they have a chance to take part.
Is it inconvenient for you?
Is it inconvenient for you?
Do you keep a record on YT of this webinar? That would be handy, as I'm absent either.
I will try to get the record. You can email me and I can upload a link for you. Volker
Getting started now! There's still room at the Webinar .
@vk: can I get the recording of the meeting? thanks!
Im trying to figure out where the files of the strategy setups are from today's presentation.
I fully realize it will be in plain sight and that its me having a Monday morning :)
I fully realize it will be in plain sight and that its me having a Monday morning :)
@emartin197
Not sure what you mean?
Not sure what you mean?
@rainfield We have a recording. I will publish a link here soon.
@vk I thought I heard you were sharing the MFI & IBS strategies in a folder. It could be all me not hearing right. I know I can get it from the recording when posted if needed. Thanks!
I'm trying to run the MFI strategy that was discussed today in the webinar, I think I'm following the exact steps but I'm getting totally different results?
Good job, this part looks correct. It seems that you are using either slippage or something like 0,2 percent commission?
You can change that under Preferences - Backtest
The MOO should not have any slippage if it is setup correctly. We discussed the closing price issue after the meeting again. Makes me think I can do another test.
You can change that under Preferences - Backtest
The MOO should not have any slippage if it is setup correctly. We discussed the closing price issue after the meeting again. Makes me think I can do another test.
I removed flat commissions and all slippage and it's still far off...
The best strategy used the Buy At Close Next Bar. And, you need to put "1 Bar in Future" Qualified on the MFI condition.
QUOTE:
We have a recording. I will publish a link here soon
ETA?
We tried to discuss this strategy in the UWUD but missed some details...
Thanks for the reminder, will work on it.
Why might I have these results on SPY ? Slippage and commissions doesn't change that too much.
It looks to me like it's not reinvesting equity.
Which Position Sizer are you using? (Settings?)
Which Position Sizer are you using? (Settings?)
It is re-investing (can tell by the slight margin taken.)
It looks like you're including dividends? What about slippage? It would help to see your complete Metrics report.
It looks like you're including dividends? What about slippage? It would help to see your complete Metrics report.
Turn off slippage.
Turn off Round lots.
You selected these and they will obviously influence the results. I can understand why you might want to apply slippage (which is always is a negative effect for backtesting - not so in real trading)., but Round Lots will have a BIG effect of not reinvesting profits.
Turn off Round lots.
You selected these and they will obviously influence the results. I can understand why you might want to apply slippage (which is always is a negative effect for backtesting - not so in real trading)., but Round Lots will have a BIG effect of not reinvesting profits.
Yes, slippage AND COMMISSION decreased your results.
Your Response
Post
Edit Post
Login is required