He desarrollado un terminal de trading que da señales en vivo
ForoCoches: Miembro
27-sep-2023 07:28
#31
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Nosotros lo hacemos con un algoritmo genético entendiendo como genes las variables que consideramos importantes y que se pueden cambiar dentro de un rango que consideramos el mejor desde nuestra experiencia. Pero tomo nota shur, muchas gracias!
Edito, le he echado un vistazo y no se yo si voy a aprender mucho de aquí eeh   He pensado que no tengo tiempo para explicar por qué el broker está encantado con vosotros, les vas a traer nuevos pececillos a los que desplumar. Así que le he pedido a ChatGPT 4 que lo haga por mi. Prompt: "Write a forum post explaining how to backtest automated futures trading systems, how to choose which samples to evaluate over time, what metrics to use and what level of risk is considered optimal to make it profitable over time." **How to Backtest Automated Futures Trading Systems: A Comprehensive Guide** Hello all! 🌍 Backtesting is a crucial step when developing any trading strategy, and when dealing with futures markets, it becomes even more paramount. Let's dive into the nuances and best practices. **1. What is Backtesting?** Backtesting is the process of testing a trading strategy using historical data to see how it would have performed in the past. **2. How to Choose Samples for Evaluation:** - **Duration:** Generally, a longer sample provides a more comprehensive view. A sample of at least 10 years is commonly recommended. - **Market Phases:** Ensure your data includes periods of both bull and bear markets, increased volatility, and quiet markets to test strategy robustness. - **Random Sampling:** To prevent overfitting, use out-of-sample data for validation. That means after developing a strategy on one set of data, test it on another fresh dataset. **3. Metrics to Use:** - **Profit Factor:** Gross profit divided by gross loss. A value greater than 1 indicates profitability. - **Maximum Drawdown:** The maximum loss from a peak to a trough before a new peak is achieved. Lower values are preferable. - **Sharpe Ratio:** Measures risk-adjusted performance. A higher Sharpe ratio is better, indicating that returns are more consistent. - **Win Rate:** Percentage of trades that are winners. - **Risk/Reward Ratio:** Compares the potential reward of a trade to its potential risk. **4. Optimal Risk Levels:** - **Position Sizing:** Determine the amount of capital to risk on each trade. Many traders risk between 1% to 3% of their capital per trade. - **Account Drawdown:** Set a maximum account drawdown level. If reached, it’s an indicator to stop trading and reevaluate the system. - **Leverage:** Futures trading inherently involves leverage. While leverage can amplify gains, it can also amplify losses. Always be aware of the leverage your system employs and its implications. **5. Tips for Successful Backtesting:** - **Slippage and Commission:** Always factor in trading costs like slippage (difference between expected price and executed price) and commissions. - **Avoid Overfitting:** Overfitting is when a strategy is too closely tailored to historical data, making it less effective in real-time markets. Keeping your strategy simple and validating on out-of-sample data can help. - **Continuous Review:** Markets evolve. It's essential to regularly review and adjust your strategies to keep them relevant. **Conclusion:** Backtesting is an invaluable tool, but it's just one step in the strategy development process. Real-time forward testing and continuous evaluation are equally crucial to maintain a profitable system in the dynamic world of futures trading. Best of luck with your trading journey! 📈🌟 *(Note: Trading involves risks. Always do your own research and consider seeking advice from a financial professional.)* Si sabes lo que realmente hace ChatGPT le harías mucho caso, más que a mí. Aquí tienes el 5% del conocimiento necesario para ganar dinero con sistemas automáticos de trading aplicados a futuros. Todos esos conceptos los tenéis que entender y calcular, tenéis que conseguir 10 años de histórico (real o sintético) suficientemente diverso, en cada operación no se debe arriesgar a perder más de 3.000 € por cada 100.000 €, como muchísimo... y así mil cosas más. No hay atajos, no puedes dejar nada a la suerte, en este negocio, o se hace bien, o te despluman. Edito: Señales para que la gente, a mano, entre, decida cuánto arriesga, dónde pone los stops, los profits... todo... Con razón el broker está babeando con vosotros. |
Editado: 27-sep-2023 07:44 -
Forocochia56
28-sep-2023 00:08
#32
| Esta guapo eso de llamar a alguien payaso hijo de perra con todo el respeto del mundo, subnormal de los cojones, te envío un abrazo con mucho cariño. |
Ene 2004 | 11.654 Mens.
11-dic-2023 20:40
#37
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Que tiene de diferente esto a TradingView? Otra cosa, en cuanto a que dices que has firmado con TradingView para usar sus gráficos avanzados… os permiten lucrarse de ello? Curiosidad, lo digo porque vuestra herramienta en un principio no sería free. |
Editado: 11-dic-2023 20:42 -