_ short and long strategies _, nq strategy level 3 of 4.

Discussion in 'Journals' started by rtw, Feb 9, 2025.

  1. rtw

    rtw

    https://ibb.co/HLhRzBMj

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    https://ibb.co/YBGXcpTt

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    https://ibb.co/DfMzNRBV

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    i have been recommending the ninjatrader platform and ninjatrader brokerage for years. i wish they would pay me. haha. great resources can be found in the nt fora and nt ecosystem pages.

    the data in all these reports covers from 201901 up to 202502.

    this is a trend following strategy that will generate ~1 trade per day on average and will liquidate all positions before the close every friday. the strategy will decide to take no action or sell or buy based on 4 proprietary components i have developed myself. this level 3 strategy includes a module for basic risk management.
     
  2. traider

    traider

    is sharpe ratio correct? It's worse than buy and hold
     
    VOLdemort likes this.