Backtesting Rayner Teos 26,210% Turtle Trading Strategy in Python

  Рет қаралды 11,316

Algovibes

Algovibes

Күн бұрын

Пікірлер: 41
@yiminghu4684
@yiminghu4684 11 ай бұрын
Thank you! Look forward for the follow up video!
@Algovibes
@Algovibes 10 ай бұрын
Thanks a lot for leaving a comment and I will see what I can do!
@christosck
@christosck 11 ай бұрын
thank you great material once again. i believe this implementation is missing sell conditions to capture profit, as with stop losses alone you are just taking an unecessary beating.
@Algovibes
@Algovibes 9 ай бұрын
thanks mate! Quite a good point
@tayaamme9954
@tayaamme9954 5 ай бұрын
Always like your videos. Looking forward for the follow up video.
@Algovibes
@Algovibes 5 ай бұрын
Thank you mate
@ragnarocking
@ragnarocking 11 ай бұрын
love your tutorials. Very easy to follow
@Algovibes
@Algovibes 11 ай бұрын
Thank you my man :-)
@TheEcherriman
@TheEcherriman 11 ай бұрын
Thank you - there seems to be a bit of a chasm between what Rayner suggested and what you found !
@Algovibes
@Algovibes 11 ай бұрын
Welcome mate. Thanks for watching!
@jigneshsoni9263
@jigneshsoni9263 11 күн бұрын
do you have a video that show how to setup the automation to trade on a real account with various brokers?
@redspidermkv4525
@redspidermkv4525 11 ай бұрын
Hi, I may have missed something but your if statements, first, you open a position when you're not in one, setting in_position = True You then go straight into the next if statement, if in_position. Perhaps use a continue in the previous if statement? Technically, its possible you're at the lowest point in your 10 day history so it might look like you just opened a position and then immediately closed it again? Granted your buy and sell price will be the same so PnL will be 0 for the day but feels like its not an accurate run of the strategy...
@parkuuu
@parkuuu 11 ай бұрын
Yeah it's either he puts a continue below the `in_position=True` or put the 2nd statement in an elif clause instead of IF
@Algovibes
@Algovibes 11 ай бұрын
Commented on that on another comment. In general: Agreed. In this case: Not necessary (due to a very low probability of occurrence).
@tracywang1
@tracywang1 9 ай бұрын
Should we use adj close or close?
@Algovibes
@Algovibes 9 ай бұрын
Hard so say in general - it really depends
@newbiebyte4377
@newbiebyte4377 7 ай бұрын
can you make a video about short squeeze calculation ?
@anilmm2005
@anilmm2005 11 ай бұрын
Excellent one but yes no of trades and returned are way too low for this one . Waiting for the follow up video
@Algovibes
@Algovibes 11 ай бұрын
Thanks mate!
@reubenstanley9822
@reubenstanley9822 11 ай бұрын
Can you make a video on the Alpaca API?
@wilmenmedina9615
@wilmenmedina9615 11 ай бұрын
The best channel ❤❤❤❤
@Algovibes
@Algovibes 11 ай бұрын
Thanks mate. I man delighted to read this!
@toddroloff93
@toddroloff93 10 ай бұрын
Nice Job!!
@Algovibes
@Algovibes 10 ай бұрын
Thanks mate!
@jean-francoislebroch9171
@jean-francoislebroch9171 11 ай бұрын
Great! Thank you, try to implement the short side, it's part of the gravy
@Algovibes
@Algovibes 11 ай бұрын
Thanks buddy, I will! Cheers
@killsterak16
@killsterak16 11 ай бұрын
Why not you adding the `continue` after your buy condition? So that way you will not execute the sell condition on the same candle. I was trying to generate signals for my strategies using similar backtest logic and got some absurd signals. Turned out that absent `continue` was a bug that was messing my signals generation logic out.
@Algovibes
@Algovibes 11 ай бұрын
First of all: Good comment, agreed in general. I didn't do it on this one because the probability you will have a signal on the same candle is so low, I just didn't implement it. You can add it, it won't change anything on the outcome.
@tjoppies
@tjoppies 11 ай бұрын
Brilliant thanks - you always make it look so easy :) - Could you explain how you find the ticker symbols available to look at? Also, might be interesting to look at different timeframes like the 4hours etc as it might produce more trades. also agreed with below adding the short side would be very useful KR
@Algovibes
@Algovibes 11 ай бұрын
Thanks mate! I am usually just hammering in the symbol I am interesting in into the finance yahoo website and getting the symbol thrown out.
@its_code
@its_code 11 ай бұрын
❤❤❤❤❤❤❤😊😊😊😊wowow
@TESLA_MOTOR
@TESLA_MOTOR 11 ай бұрын
How does this trading stuff work? I'm really interested but I just don't know how it go about it. I heard people really make it huge trading
@Nicolewhit
@Nicolewhit 11 ай бұрын
You actually need an expert trader assign by a registered brokerage company to help you out. I currently trade with Mrs Mary Gail Benner. I think she's the best when it comes to investment.
@LJ9089-r8w
@LJ9089-r8w 11 ай бұрын
Mary Gail is the real deal when it comes to trading. I'm a living testimony too.
@TESLA_MOTOR
@TESLA_MOTOR 11 ай бұрын
Please how do I contact her?
@Nicolewhit
@Nicolewhit 11 ай бұрын
She's on telegram
@Nicolewhit
@Nicolewhit 11 ай бұрын
Grimhal 👈 That's her username
Одну кружечку 😂❤️
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