Strategy 9X

9X had stage fright in the forward test. After a pep talk, and some refactoring, we get it running smoothly. It has a profit factor of 1.73 and generates $87k on one contract (NQ) in the backtest.

Jan 21, 2024

∙ Paid

Strategy 9 is one of the ATS Twilight Strategies. This strategy had good backtest results but never fired a trade in the forward test. This post will discuss why that happened and how to fix it. Then, we will level it up by turning it into a custom signal class and plugging it into our strategy template.

The original ATS Strategy 9 post can be found here:

Automated Trading Strategies

Automated Trading Strategy #9

Important: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will continue in the future. Trading f…

4 years ago · Celan Bryant (CB)

Disclaimer: the following post is an organized representation of my research and project notes. It doesn’t represent any type of advice, financial or otherwise. Its purpose is to be informative and educational. Backtest results are based on historical data, not real-time data. There is no guarantee that these hypothetical results will continue in the future. Day trading is extremely risky, and I do not suggest running any of these strategies live.

Hunt Gather Trade

Strategy 9X

9X had stage fright in the forward test. After a pep talk, and some refactoring, we get it running smoothly. It has a profit factor of 1.73 and generates $87k on one contract (NQ) in the backtest.

This post is for paid subscribers