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I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sat Mar 14, 2020 1:01 am
by EducatedHustle
Hello Traders,
The title of the post is self explanatory but I will provide further information here. I like testing out new indicators and strategies it's like a game, however each indicator has different rules to it's usage and although I have done extensive research into the Jurik Moving Average (JMA) and have a spreadsheet proving the amazing results it can provide, i feel like a missing something with regards to the floating/quantile levels.
In life there is no such thing as a free lunch and so in return of you telling me how you would use this indicator optimally I will back-test it following the rules and instructions you give and share the results on a google docs spreadsheet on the 28 major/minor currency pairs, gold, brent, and DAX, US30 and FTSE100.
If you are interesting in this let me know as it will beneficial for both parties involved.
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sat Mar 14, 2020 1:40 am
by ChuChu Rocket
EducatedHustle wrote: Sat Mar 14, 2020 1:01 am
Hello Traders,
The title of the post is self explanatory but I will provide further information here. I like testing out new indicators and strategies it's like a game, however each indicator has different rules to it's usage and although I have done extensive research into the Jurik Moving Average (JMA) and have a spreadsheet proving the amazing results it can provide, i feel like a missing something with regards to the floating/quantile levels.
Very interesting thread. I think you're onto something and would greatly benefit all traders here
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sat Mar 14, 2020 1:53 am
by EducatedHustle
ChuChu Rocket wrote: Sat Mar 14, 2020 1:40 am
Very interesting thread. I think you're onto something and would greatly benefit all traders here
Thanks, I see not only traders but people in all walks of life attempting to get something for nothing, In my head things certainly do not work that way so in return for somebodies brain juice I will do the donkey work because i don't mind haha
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sat Mar 14, 2020 2:13 am
by EducatedHustle
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sat Mar 14, 2020 2:14 am
by EducatedHustle
This is an example of how I would conduct the process, however I am open to you suggestions.
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Sun May 03, 2020 11:35 pm
by dokopy
EducatedHustle wrote: Sat Mar 14, 2020 1:01 am
Hello Traders,
The title of the post is self explanatory but I will provide further information here. I like testing out new indicators and strategies it's like a game, however each indicator has different rules to it's usage and although I have done extensive research into the Jurik Moving Average (JMA) and have a spreadsheet proving the amazing results it can provide, i feel like a missing something with regards to the floating/quantile levels.
In life there is no such thing as a free lunch and so in return of you telling me how you would use this indicator optimally I will back-test it following the rules and instructions you give and share the results on a google docs spreadsheet on the 28 major/minor currency pairs, gold, brent, and DAX, US30 and FTSE100.
If you are interesting in this let me know as it will beneficial for both parties involved.
I do not understand. I'll give you a strategy and get a table of what an indeterminate and unavailable indicator will do to the system. Add an honorary diploma with a signature.
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Mon May 04, 2020 12:41 am
by mrtools
EducatedHustle wrote: Sat Mar 14, 2020 1:01 am
Hello Traders,
The title of the post is self explanatory but I will provide further information here. I like testing out new indicators and strategies it's like a game, however each indicator has different rules to it's usage and although I have done extensive research into the Jurik Moving Average (JMA) and have a spreadsheet proving the amazing results it can provide, i feel like a missing something with regards to the floating/quantile levels.
In life there is no such thing as a free lunch and so in return of you telling me how you would use this indicator optimally I will back-test it following the rules and instructions you give and share the results on a google docs spreadsheet on the 28 major/minor currency pairs, gold, brent, and DAX, US30 and FTSE100.
If you are interesting in this let me know as it will beneficial for both parties involved.
If you don't mind me asking which version are you testing and what are the settings you are using, have been wanting to optimize the code and wondering on what to focus on mainly?
Re: I will back-test your mechanical trading strategy using the Adaptive Jurik Filter
Posted: Tue May 05, 2020 4:38 pm
by EducatedHustle
mrtools wrote: Mon May 04, 2020 12:41 am
If you don't mind me asking which version are you testing and what are the settings you are using, have been wanting to optimize the code and wondering on what to focus on mainly?
viewtopic.php?p=1295380441#p1295380441 Hey Mr.tools, Thank you for the great work you've been doing. I am using the one from the Top 10 non-repainting list on default settings. I didn't initially understand how to use it optimally but after some study it became clear how it works. I do not have professional status yet so I'm definitely not the best person to ask but I can't think of any improvements.