The Strategy evolver is really great. It's exciting to see what's coming out as a result.
I watched the video https://www.youtube.com/watch?v=N-SQAxLfxcg
about the apex strategies feature and did some testing.
I got a lot of strategies with an APR above 20 percent but it seems not always very realistic, stable for the long term in my opinion.
Especially if you use Nasdaq100 stocks, the high APR is often thanks to some high growth stocks that are bought and in fact hold for a long time.
There are not much SELL actions so it's not tested if it really makes sense. In fact the sell condition is not much of a deal which makes that the stock is just held for a very long period.
If there is an exit, it is often because of an "historical index exit". All the others are still open. So the high APR is thanks to a buy and hold of TSLA, NVDA and AVGO.
The evolver is quite new I think and it is the start to tweak it further ourselves but this is something I wanna share in the hope the strategy evolver will get better and better over time.
Maybe a simple exit with x% profit or trailing SL can be interesting to add instead of ad random sell conditions. Just a guess.
I am trying now with a high WLscore instead of a high APR score. See what it will bring.
After the search for strategies, one can filter on the results but I suppose it is not possible to just put in the requirements like: a high APR, high WL score, high winrate and low drawdown and just let the strategy genetic evolver search for it? :-)
I include an example of a promising result with an APR of 26% (on 10 year, fee included) but of which i'm not sure if this is realistic.
Seen many of these.
I watched the video https://www.youtube.com/watch?v=N-SQAxLfxcg
about the apex strategies feature and did some testing.
I got a lot of strategies with an APR above 20 percent but it seems not always very realistic, stable for the long term in my opinion.
Especially if you use Nasdaq100 stocks, the high APR is often thanks to some high growth stocks that are bought and in fact hold for a long time.
There are not much SELL actions so it's not tested if it really makes sense. In fact the sell condition is not much of a deal which makes that the stock is just held for a very long period.
If there is an exit, it is often because of an "historical index exit". All the others are still open. So the high APR is thanks to a buy and hold of TSLA, NVDA and AVGO.
The evolver is quite new I think and it is the start to tweak it further ourselves but this is something I wanna share in the hope the strategy evolver will get better and better over time.
Maybe a simple exit with x% profit or trailing SL can be interesting to add instead of ad random sell conditions. Just a guess.
I am trying now with a high WLscore instead of a high APR score. See what it will bring.
After the search for strategies, one can filter on the results but I suppose it is not possible to just put in the requirements like: a high APR, high WL score, high winrate and low drawdown and just let the strategy genetic evolver search for it? :-)
I include an example of a promising result with an APR of 26% (on 10 year, fee included) but of which i'm not sure if this is realistic.
Seen many of these.
Rename
You can add your own filter conditions so the Evolver will exclude strategies with long hold times. Perhaps AvgBarsHeld < 20 or something simimilar? It’s all under your control.
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