Optimizer ~ Beta 0.1 | Belfort Traders
Optimizer
The Optimizer backtests the maximum amount of moving averages which can be possible created ((max amount of bars / 2)-1) and compares them all with one another to then plot the most profitable strategy.
Current Achievement:
-> Get it to work, make it work with 106 different moving averages. ==> Beta 0.1
Roadmap:
Portfolio Management for this Performance:
Initial Capital: 20000 USD
Risk per Trade: 10% of capital
Commission: 0.01%
Slippage: 4 ticks
The Optimizer backtests the maximum amount of moving averages which can be possible created ((max amount of bars / 2)-1) and compares them all with one another to then plot the most profitable strategy.
Current Achievement:
-> Get it to work, make it work with 106 different moving averages. ==> Beta 0.1
Roadmap:
- 0.15 Basic Comparison of 5k moving averages <= 07.06.22
- 0.2 Risk Management Basics <= 07.06.22
- 0.3 Finding the most profitable timeframe <= 07.06.22
- 0.4 Testing the limits of Tradingview <= 14.06.22
- 0.5 Complex array sorting list, comparing 1k moving averages, taking the most profitable out, going to the next list ==> Bypassing calculation limit by doing that. <= 14.06.22
- 0.6 Volatility adjusted moving averages <= 14.06.22
==> Find more likely profitable moving averages, run those first -> Increase efficiency
- 0.7 Add second filter (Either most profitable strategy or most reliable strategy) ==> Order Frequency Ratio <= 14.06.22
- 0.8 Complex Risk Management <= 14.06.22
- 0.9 Reliability Ratio weekly volatility average filter used as a protective filter if current weekly volume is drastically different from the past's weekly volatility average with fractal patterns
<= 21.06.22
1.0 Finished Optimizer
Portfolio Management for this Performance:
Initial Capital: 20000 USD
Risk per Trade: 10% of capital
Commission: 0.01%
Slippage: 4 ticks
Информация о релизе:
Optimizer scrapped on this acc