#Looks like an rsi strategy from the
old nest
What are its parameters for long term? Is it just back testing? Do you have strategy guides for it or is it all agent decisions?
upbeat pewter
its whatever start it wants to use
all agents
not for trading. just a web app where people can point their agents to see how itd do against other agents
old nest
Ah okay. So its a training modal for backtesting on historic spy data?
upbeat pewter
nope, just a black box where 50 OHLC goes in and model spits out whatever number it wants to.
i have 4 options for it
long term long
long term short
short term long
short term short
old nest
4hr/daily i assume?
upbeat pewter
Daily
old nest
What about risk management? Whats the r/r set at?
upbeat pewter
4hr/daily i assume?
i just had a csv of 1993 to 2022 laying around that i used to make frequency table.
upbeat pewter
What about risk management? Whats the r/r set at?
yet to code that in.
was working on making an agent vs human mode where agent takes 10 trades. and human gets the same time period and makes their own decision.
see who does better
old nest
yet to code that in.
was working on making an agent vs human mode where agent t...
The R/R is where I would start mate. Doesn't matter how good the system is if r/r is terrible, it'll loose. Thats where most strategies fail.
I had an algo where it was 48% win rate but the r/r was so offset, it was making losses.
Nail down your R/R/Win Rate and people will be interested, otherwise its just another algo.
I have an algo at the moment thats at 78% win rate on a great R/R but it took years to get right and even now it needs more refinement.
Happy to take a look anytime.
If its relying on RSI extremes only, you need to bring in something else like ADX or trading Mondays range, or MAs