Includes both the original low frequency strategy along with emergency long and short flips when futures premiums cross above or below set hline points.
-18 trades taken since 2017
-Max draw down < 30%
-14,987% return (150x)
notes:
considering separating these two strategies and building their own tools around them, or maybe even an all encompassing toolbox. also need to replace the hline point with a variable value for algo sustainability
more notes on sustainability... forward testing has been going extremely well with the trend catcher strat but adding more tools to this algo is taking away from its ability to preform in different types of markets. Simple models are the most valuable for sustainability which is why im inclined to split these up into individual indicators for discretionary use. this would make it easier to build on their strengths instead of going in the direction of trying to do everything with one script. low frequency algos are made to profit off volatility while high frequency works best in bull markets, futures premiums are useful for calling tops and bottoms. next project is going to be a high frequency algo
-18 trades taken since 2017
-Max draw down < 30%
-14,987% return (150x)
notes:
considering separating these two strategies and building their own tools around them, or maybe even an all encompassing toolbox. also need to replace the hline point with a variable value for algo sustainability
more notes on sustainability... forward testing has been going extremely well with the trend catcher strat but adding more tools to this algo is taking away from its ability to preform in different types of markets. Simple models are the most valuable for sustainability which is why im inclined to split these up into individual indicators for discretionary use. this would make it easier to build on their strengths instead of going in the direction of trying to do everything with one script. low frequency algos are made to profit off volatility while high frequency works best in bull markets, futures premiums are useful for calling tops and bottoms. next project is going to be a high frequency algo