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OmniTrader Archives OmniTrader 2020 Technical Support Harnessing Relative Strength Trend Strategy		Last Activity 5/10/2021 4:44 AM 0 replies, 833 viewings

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Joined: 9/28/2012
Location: Olathe, KS

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Subject : Harnessing Relative Strength Trend Strategy
Posted : 11/10/2020 10:50 PM
Post #47578

After the conclusion of the recent HRS trading series, Ed sent out the new HRS Trend strategy and a port sim with a whopping CALMAR of 10.5 for 2020 using a fixed list of 30 liquid stocks.

I installed the new strat and generated scan list based on average 14 day liquidity. I ran a port sim but my equity curve looked nothing like the screenshot in the email. I had reasonable returns but had a wild swing generating a huge peak and subsequent drawdown. So the question is: what list and settings led to this result? There were only 74 trades over 10 months.

All the HRS strategies were based on heiken ashi charts, but the port sim clearly was run on the daily time frame. I tried switching between them and found that daily generally led the greatly improved performance. This raises questions over the initial choice to develop the strategies and course based on HA bars.

This covid period has made for great trending candidates as the impact from the pandemic has both greatly rewarded some companies (FEDEX, Amazon, Zoom) while decimating others. So results from this year may not be typical.

Hoping the Nirvana team could shed some light on this result and how the testing was done.

[Edited by SJ on 11/10/2020 10:57 PM]

Attached file : OT_ATM_RS.png (108KB - 457 downloads)

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