Discussion of article "Comparative analysis of 10 flat trading strategies"
Hello Alexander, great article!
Can you explain about the optimization, like what time range did you use (what split In-Sample Versus Out-of-Sample; any overlappings)?
Another thought: because of the smaller than 1y period used here, what do think of applying a Walk-Forward optimization towards these strategies?
Thanks, Martin.
Very good article.
Comparisons or tests of different trading strategies are especially valuable for every trader. I do not have to test everything myself and that saves me a lot of time.
I like to read such strategy comparisons, because I can analyze many results to further improve my own trading strategy.
I can put a lot of ideas for my own system on the page without having to test it myself. That saves me a lot of time and risk.
I wish there were more articles on mql that compare different trading strategies and trading systems and find out the profitability.
Very good article. Thank you Alexander for your work!
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New article Comparative analysis of 10 flat trading strategies has been published:
The article explores the advantages and disadvantages of trading in flat periods. The ten strategies created and tested within this article are based on the tracking of price movements inside a channel. Each strategy is provided with a filtering mechanism, which is aimed at avoiding false market entry signals.
Strategy #1. The Envelopes indicator with the MFI-based filter
The channel borders are determined based on the Envelopes indicator. The MFI indicator is additionally used for filtering of signals.
The below figure shows market entry conditions according to Strategy #1.
Fig. 3. Entry conditions for the flat trading Strategy #1
Author: Alexander Fedosov