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OmniTrader Archives
OmniTrader 2017 Technical Support
Expectancy Testing
Last Activity 12/9/2018 6:18 AM
29 replies, 3301 viewings

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EYEGUY

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Subject : RE: Expectancy Testing
Posted : 1/23/2017 11:26 AM
Post #38727 - In reply to #38723

Mark:

Such excellent work by any other name would smell just as sweet....

Tom Helget
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gary

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Subject : RE: Expectancy Testing
Posted : 2/9/2017 11:18 PM
Post #38788 - In reply to #38689

Mark

how do you apply the volume filter in your OT testing of post 38689?
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mholstius

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Subject : RE: Expectancy Testing
Posted : 2/10/2017 10:26 AM
Post #38789 - In reply to #38788

Hi Gary...

Here's a snag of how I set things up for that test requiring that the 30 day SMA of Volume be > 500,000 - and also have an Expectancy Min Avg APR of 75% for the previous 6 trades;



Let me know if you need more info,

Mark

[Edited by mholstius on 2/10/2017 10:28 AM]

Attached file : VBX3 With Filters.png (225KB - 324 downloads)

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aztrix

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Subject : RE: Expectancy Testing
Posted : 11/29/2017 9:37 AM
Post #42706 - In reply to #38678

This is just the info I was looking for, looks great.

Many thanks

Cheers
Aztrix
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LSJ

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Subject : RE: Expectancy Testing
Posted : 10/16/2018 11:42 AM
Post #45594 - In reply to #38682

This is a very delayed response to your post but I just saw it and it rang a bell loud and clear.
I was trading RTM strats and doing pretty good. Then whammo. You may know all of this but I include it just in case.
The bottom line is left tail risk. It seems RTM, in general, has the characteristic of doing well for awhile and then takes losses wiping out many of the past gains.
Here's a link to some discussion that was very illuminating for me:
https://www.quora.com/Under-what-market-conditions-does-mean-reversion-work-better-than-trend-following

Two points that stuck with me:
Potentially devastating left tail losses: make a little bit of money every day and lose a fortune in one day
Long period of recovery after losses:

Bottom line for me is RTM trading is a small part of what I do now.
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