Rayner Teo Bollinger Bands Strategy Backtest In Python High Return

To people who are about to waste their time with the video:
SPY 2011-2017 is basically a straight line.
it is not a useful instrument to test any strategy.
If you still want to watch it fail, try testing on 2022 or 2023 or any instrument that doesn't go up in a straight line.

but to run it on alpaca say what else I have to write?

poo

hi bro, is this strategy applicable for 30m timeframe with bitcoin trading ?

I just tried this notebook on a bunch of forex pairs as well as one stock (Tesla) for the last 10 years and all lost money, sometimes a significant amount, except for USDEUR, GBPSGD and GBPCHF. Is anyone else getting the same disappointing results? Or is this a strategy specific to stock indexes?

please explain the code, how to code to reOrder_long when the price is bullish or trend up. I want first order 5% second order 20%, and so on

Great Video! Can you simultaneously do a backtesting on all 4 symbols
like for example EURUSD and SPUSD
so if I buy on SP500 on 2011-01-07 and sell on 2011-01- 10 then in the next buy this program will recheck the opportunity in EURUSD and SPUSD and automatically matches the buying signal and then buy that stock after 2011-01-10
in this way we can have a full return on investment
😀

That has few opportunities over time, with high “win rate”.
However you have 500 tickers in SP500 to find 1 per day.

Congratulations for this perfect strategy but how I can do it to for live trading?

Fantastic

Teacher,

Have you tried the "Donchian Channel"? Is it more effective than the "Bollinger Bands"? It would be interesting to do a "versus"

Regards!

Coding file not available please help

You can use the rolling() method of pd.DataFrame to check the EMA condition:
stockData['trend'] = [ 1 if (window.close > window.ema).all() else (-1 if (window.close < window.ema).all() else 0)] for window in stockData.rolling(5)]

You're underperforming a simple buy-and-hold strategy. Where is the alpha?

Watch out for the cancelling of order thing in the strategy. In real trading there is no cancellation of the position, only close. So I am not sure in the backtest what it means to cancel an order but this potentially can be something that might confuse you about the real strategy performance.

Could you test all of Tradingwarz strategies please

hi bro! im a question about backtesting, were can i learn how in python? im new in python and im learning hard! cheers from argentina!

Helpful video. Please make a video, detail of backtesting package and how to customize use.

Hey Mate! Amazing videos! May I ask where are you from? I'm trying to figure it out from your accent. Poland maybe?

good shit bro

thank you

i hope you explain next time for Histogram MACD indicator in python , that i want to know how many red/green stick in histogram that give me the third or forth stick another color to get signal for bot. I wish you understood me .

Hey mate, have you ever thought to open a discord group for all you fans? would be amazing for us

Ok. I'm writing it again (9th time I think it's this one) and hope this time it doesn't get filtered.
Hi!
Please backtest this strategy on different timeframes like 1 minute, 5minutee, 15, 30, 1 hour etc. for EUR/USD and BTC/USD.
It sounds very appealing!
video specific flag is this LAXrBSufFss OR check for Crypto Wizards channel last video about Gaussian mixture model.
Thank you in advance!

Hi!
I have just posted a comment with a very good idea. Why it is not visible? Please read it and say what you think because it is an amazing thing.

thanks sir for what you teach us

Hi for other videos, you can try using Heikenashi candles, because they show the momentum

Back testing is inherently flawed. The data your broker supplies is corrupted and will generally show better than live results. The market makers are con artists. The only way is to trade it live. Backtesting will get you half way there. Don’t be fooled like I was. Literally thousands upon thousands of tests on hundreds of EAs prove you’re being conned. IC Markets is one of the worst offenders. The graph doesn’t reflect the real bid and ask price. Don’t forget the commission and spreads plus slippage. Beware of the market makers. All sharks that will rip you off.

i didnt understand the part in addmasignal function where you used upt == 1 and dnt==1: then you insert value as 3 and print trend loop what do you mean by trend loop? and in some places of EMASignal value is 0 what does 0 indicates?

THANK YOU AGAIN FOR YOUR EFFORTS! :-)

This is my second profit from their platform I can’t stop Investing till I own the world, I felt it was a scam before but thanks for the conviction I made it through while investing with their platform Also… it’s really a blessing to have such a great platform to earn crypto

This is my second profit from their platform I can’t stop Investing till I own the world, I felt it was a scam before but thanks for the conviction I made it through while investing with their platform Also… it’s really a blessing to have such a great platform to earn crypto

I prefer in php..

Hi, I am building machine learning "tool" that should generate best settings for certain strategy, can you test generated settings to confirm that I am on a right path (30min, BTCUSDT, crossover EMA 50 and 200, tp = 3.9%, sl = 1.1%, price_offset (price difference from price after crossover) = 0.39%, time in order book = 30 min (1 candle), laverage = 5, settings are generated from 2.5 years of data (max that you can get from binance futures), I know I need to (and I will) look at more time, but I believe that even these settings are not far from "true" settings). Thanks.

Great! As you mentioned, it'd be interesting testing on a lower time frame to see if it is still consistent. Also, trying the strategy on a portfolio with stocks picked from the s&p500. I think it's worth playing a bit more with the strategy! Great video, thanks!

Another excellent informative video. Many thanks!.

Thanks you 🙏

Thank you

Try bactesting priceaction strategies for forex, most of the strategies have high win rates

would you try backtesting priceaction strategies such as fakeouts and retest of prices?

First comment 🙂 thank you sir i will backtest this on forex and indices