Optimizer ~ Beta 0.1 | Belfort Traders

31. Mai 2022

Optimizer

The Optimizer backtests the maximum amount of moving averages which can be possible created ((max amount of bars / 2)-1) and compares them all with one another to then plot the most profitable strategy.

Current Achievement:
-> Get it to work, make it work with 106 different moving averages. ==> Beta 0.1

Roadmap:

• 0.15 Basic Comparison of 5k moving averages <= 07.06.22
  
• 0.2 Risk Management Basics <= 07.06.22
  
• 0.3 Finding the most profitable timeframe <= 07.06.22
  
• 0.4 Testing the limits of Tradingview <= 14.06.22
  
• 0.5 Complex array sorting list, comparing 1k moving averages, taking the most profitable out, going to the next list ==> Bypassing calculation limit by doing that. <= 14.06.22
  
• 0.6 Volatility adjusted moving averages <= 14.06.22
  ==> Find more likely profitable moving averages, run those first -> Increase efficiency
  
• 0.7 Add second filter (Either most profitable strategy or most reliable strategy) ==> Order Frequency Ratio <= 14.06.22
  
• 0.8 Complex Risk Management <= 14.06.22
  
• 0.9 Reliability Ratio weekly volatility average filter used as a protective filter if current weekly volume is drastically different from the past's weekly volatility average with fractal patterns
  <= 21.06.22
  
  1.0 Finished Optimizer
  

Portfolio Management for this Performance:
Initial Capital: 20000 USD
Risk per Trade: 10% of capital
Commission: 0.01%
Slippage: 4 ticks

28. Dez. 2022

Versionshinweise

Optimizer scrapped on this acc