Published by Darcy on 12/15/2022
This strategy was produced using the Evolver, along with some manipulation. My goal was to evolve a strategy with a DD below 20 and APR below 34. To accomplish that I filled the evolver slots with my ratio strategies and ran generations till the evolver used some of my indicators. I then plugged in external symbols of the sectors and indices and let that evolve. I ran 1316 generations on the S+P 500 in 8 hours and devised a strategy that uses the Vix. Not sure how robust a strategy it is, but the results look good. It has no optimization on my part, only what the evolver came up with. It also has no weighting, which VK would encourage.
This view is read-only, and any changes you make to this Published Strategy will not be saved. Use the Clone button above to create a copy of this Strategy that you can edit.
Enter a new Name for your Strategy
Enter your Strategy's Description
Drag Building Blocks here to compose your Strategy
Start with a Template:
Moving Average Crossover
Select an Indicator
Thanks to finantic.de for providing their finantic Indicators for use free of charge here on the Web Backtester!
Building Block Tips
• Drag Entries and Exits onto the Strategy Designer surface.
• Drag one or more Conditions onto the Entries and Exits to define your trading logic.
• If a Condition uses an Indicator, you can choose any technical indicator, or a price component like open, high, low, close or volume.
• You can drag a Qualifier onto a Condition to change its behavior, such as enforcing that it occurs a certain number of days in a row.