my trading strategies - backtested

[methodical_trader]

Hi,

I'm a software engineer and a trader. I created a program to do backtesting on some ideas I had for trading the US Stock Market.

I would like to share some of my trading strategies with you (all my strategies use end of the day quotes freely available on many sites)


strategy Nr1
------------
this strategy has been working better with AAPL:

Equity curve (backtested from 01-January-1998 until yesterday. it makes 1 trade every two months on average)

some of the rules:

signal for buying:
- price is in value area (between SMA 10 & SMA 40)
- two consecutives higher close
- stockastic is in oversold area

exit signal:
- variable stop loss (to reduce losses)
- fixed take profits (when price reaches 4 times ATR = Average True Range)


I will try to post new trades as they are generated.

some facts I have realized while searching for a good trading method:

- trading strategies are not good all the time. there are some periods when they are more in tune with the market.

- trading strategies work better with some stocks.

- both "trend following" and "counter-trend" strategies can be successful, but don't follow them blindly. Choose the correct strategy depending If the market is in uptrend/downtrend, or trading sideways.

cheers and good luck on your trades :hap2:

 

[methodical_trader]

strategy Nr 2
------------------------------
this strategy has been working better with MA (MasterCard)

some of the rules:

entry signal:
- two consecutive days with same higher high
- stochastic in oversold area

exit signal:
- variable stop loss
- fixed take profits: 4 times Average True Range
- maximum number of days of market exposure: 60 days

Equity Curve (backtested from July-01-2006 until yesterday)


this strategy makes one trade every 4 months in average

 

[methodical_trader]

strategy Nr 3
--------------------

this strategy has been working better for Microsoft (MSFT), but only for the last few years.

This is a clear example that trading strategies have periods when they are in tune with the market, and other times when it is better not to use them.

Equity Curve


trading rules:

entry signal:
- stochastics is oversold


exit signal:
- fixed stop loss set at 100 times the ATR (Average True Range)
- fixed take profits set at 8 times the Average True Range

 

[bpr]

Hi,

I'm a software engineer and a trader. I created a program to do backtesting on some ideas I had for trading the US Stock Market.

I would like to share some of my trading strategies with you (all my strategies use end of the day quotes freely available on many sites)


strategy Nr1
------------
this strategy has been working better with AAPL:

Equity curve (backtested from 01-January-1998 until yesterday. it makes 1 trade every two months on average)

some of the rules:

signal for buying:
- price is in value area (between SMA 10 & SMA 40)
- two consecutives higher close
- stockastic is in oversold area

exit signal:
- variable stop loss (to reduce losses)
- fixed take profits (when price reaches 4 times ATR = Average True Range)


I will try to post new trades as they are generated.

some facts I have realized while searching for a good trading method:

- trading strategies are not good all the time. there are some periods when they are more in tune with the market.

- trading strategies work better with some stocks.

- both "trend following" and "counter-trend" strategies can be successful, but don't follow them blindly. Choose the correct strategy depending If the market is in uptrend/downtrend, or trading sideways.

cheers and good luck on your trades :hap2:

The Profit graph shows you increased 10k to 35k in 15 years.
I think I will rather go with FD