vk8
 ( 57.24% )
- ago
What a great revival of the web backtester and the strategy ranking. Check out the top systems of the week here: https://www.wealth-lab.com/Strategy/Rankings

I look forward to get kicked from the second, third and fourth place.
What do you guys think?

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- ago
#1
This is really a great addition!
Last year, I created a change request, that was somehow addressed in WL7B36:
https://www.wealth-lab.com/Discussion/Publish-and-download-of-strategies-6776

However, I commented at the time:
QUOTE:

First of all, thank you very much for implementing this change request!

Any chance that we will eventually have a way to share coded strategies and not necessarily limited to a dataset? Even something simple like saving a file to a specific folder that gets published to some git repo, from where we can download it (manually if needed; automatically to a preset folder even better).

Once again thank you for the nice work already done!



Well, this new implementation covers it all! Now, hopefully, WL users will start sharing ideas! At least, we cannot blame the lack of shared strategies on platform limitations - now, it's up to us...

And speaking of (or writing about) sharing: I have a Rotation strategy that I believe has a good chance of getting a good ranking. It's very simple; but still yields relatively good results on the NASDAQ100 (and not only). However, I was starting to create it in the website, when I noticed that only a selection of the indicators is available (albeit generous and covering at least the most common ones) - the one I was looking for (RocketRSI) is not yet available. Any chance it will soon? Otherwise, I will try to port it to a Coded strategy - or will it also not work because the indicator is not supported in Coded strategies either?


Again, thank you for the great work!
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Glitch8
 ( 12.08% )
- ago
#2
I believe that’s a Tasc indicator, we can make those available in the next web update, will try for tomorrow.
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- ago
#3
That's right Glitch: I believe it was featured in 2018-05 issue of S&C.
And Eugene had a strategy published for WL6, making use of it.
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- ago
#4
Found it...
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Glitch8
 ( 12.08% )
- ago
#5
Great cover!
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- ago
#6
Are there any plans to support coded strategies for strategy rankings? I don't do blocks.

All my production strategies depend on custom library code, which does a robust statistical analysis to adjust dynamic thresholds. However, they start out simpler without a dependence on a custom library, and I could share those.
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vk8
 ( 57.24% )
- ago
#7
Actually you can. There is a drop down option that allows you to switch between Drag and Drop, Code and Rotation.
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- ago
#8
Thank you VK and Team - real nice flexibility made available with user datasets, code input and on-the-go (tablet/phone) access. Definitely recommend !
Some initial thoughts for your (next version) consideration:
- keep last pos sizer settings (subscribers)
- add benchmark to monthly returns table

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Glitch8
 ( 12.08% )
- ago
#9
TASC indicators are now available in the Web Backtester!
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- ago
#10
Great. Thanks!

I just published a rotation strategy weighted on the RocketRSI indicator from TASC.

In the "Strategy Rankings", it is mentioned that "Starting Capital is $100,000, with 1.1 Margin and 10% of equity Position Sizing". However, for a Rotation Strategy, shouldn't the % of equity adjust automatically depending on the number of symbols selected?

Also, what happens when I do a small change to one of my published strategies? It seems that I cannot re-publish overwriting the previous one. Do I need to re-publish under a different name (this will lead to some pollution, when the change is something trivial, like adding more details under the Description)?
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Glitch8
 ( 12.08% )
- ago
#11
That's a good point, I need to change the Rankings so that they'll use a Rotation strategy's position size percentage. But I wonder if that will unduly boost Rotation strategies? Maybe we should allow those who publish a non-Rotation strategy to specify a position size percentage to use, especially for those strategies that take very few (but high quality) trades?

And yes, once a strategy is published, it is copied over as-in. Future changes to the source strategy won't affect it. If you want to remove a published strategy, perhaps to replace it with an updated version, just let me know and I can remove it.
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Glitch8
 ( 12.08% )
- ago
#12
The Rankings now use the Position Size that was established by the Strategy at time of publishing!
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