Lγieta Algo Strategy

Best Strategy/Backtesting
最強策略/回測

Above example | 上方範例
2021-01-05-2024-02-13
Long Only SPY 1% take profit, stop loss 5 day low
Check bellow for detailed ALGO 6 backtest statistics
參考最下方詳細 ALGO 6 回測資料

Why this period | 為什麼選擇這個期間
Experienced a bear/bull market during this period, so back testing is even more necessary to prove that it works regardless of market conditions.
這期間經歷熊市/牛市，因此，回溯測試更加必要，證明無論市場狀況如何它都有效。

Why only take profit 1% | 為什麼1%就要止盈
The main reason is that Tradingview's backtesting system does not allow you to hold long and short positions at the same time. Allocating positions in an algorithmic fund is not as simple as one might think; it requires consideration of the current market environment, gamma conditions, and many other factors. Therefore, the only way to demonstrate the win rate of my strategy for now is through a 1% take profit. Regardless, during this period, my win rate is over 80%, Profit Factor 2+, and the average holding period is 4 days, which means that when the strategy shows that when you buy, you have 80% chance that SPY will rise more than 1% in about 4 days. Imagine using SPXL , ES1! or SPX/SPY Options.

主要原因是因為Tradingview的回測系統不允許你同時擁有做多或做空的倉位。算法基金調配倉位不是想像中這麼簡單，需要考慮到當前市場環境，gamma環境等眾多因素。所以用來展示我策略勝率的方式暫時只有1%止盈。即便如此，這段期間我勝率超過80%，Profit Factor 2+，平均買入持倉時間4天，表示當策略顯示買入你有80%SPY會漲超過1%在4天左右，想象一下使用 SPXL ， ES1! or SPX/SPY 期權。


Info | 介紹
These 6 strategies were used by a systematic fund. Each strategy has its advantages and disadvantages, such as Algo 1 being oriented towards broader trends, Algo 2 focusing on shorter time frames, and so on. Employing a sophisticated statistical methodology, the Algo initiates investments predicated on the emergence of discernible market trends. It is strategically positioned to benefit from the market's tendency to overreact to news, thereby potentially yielding profits from the sustained direction of these trends. Through the strategic use of short positions, it endeavours to generate returns during market downturns, underscoring its commitment to reducing exposure while maximizing potential gains through meticulous trend analysis.

這6個策略是我以前算法基金實際在使用的。每一個策略都有他的優缺點, Algo 1大方向，Algo 2 比較短的時間框架等等。該基金, 採用精密的統計學方法，可以有效識別市場趨勢的出現的機會，像從市場對新聞的過度反應中受益。

If it is so good why did you release it? | 如果真的這麼屌幹嘛要提供給人使用?

I simply had a whim one day and decided to test them on Tradingview's backtesting system. Moreover, these win rates only tell you the probability of profiting either buying or selling after a few candlesticks using my strategy. The detailed take-profit and stop-loss settings can be adjusted within the indicator, allowing you to tailor trading rules that suit you personally.

我也只是有一天心血來潮放到Tradingview上測試他們的回測系統。更何況，這些勝率只是告訴你用我的策略買或賣幾根k線後會賺錢的機率，詳細的止贏止損是你可以在指標內自行調整，你可以自行打造適合自己的交易規則。




Unbeatable ALGO 6 on SPY | 不敗ALGO 6

ALGO 6 is made for SPY to buy the dip on ES
ALGO 6 是為了 SPY 而製作的，我基本上是用他來抄底ES



Long good stocks/Short trash stocks ALGO 4 | 好股票做多/爛股票做空的 ALGO 4

Long Only NVDA Algo 4

Even works on leveraged etf Long Only FNGU Algo 4

Short Only BABA Algo 4

Short Only BYND Algo 4

I like ALGO 1 to confirm if I made a good long or short|
我常用 ALGO 1 來告訴我自己買或/賣對錯
Long Only TARK Algo 1 4h chart

Short Only SOXS Algo 1 4h chart

Release Notes:

Minor Fix