Hi everyone,
I did this backtest trying to profit from the William's Volatility Fix signal from this page:
https://www.tradingview.com/script/og7JPrRA-CM-Williams-Vix-Fix-Finds-Market-Bottoms/
Do you have any suggestions for this algorithm that I tried to use for the apple stock?
It's for a university project, any help will be greatly appreciated.
Thanks in advance!
Mattia
Mattia,
It looks like my code from here with some unexplained parameters.
What is the purpose of that university project ?
Hi Vladimir,
I'm in a class of systematic investment strategies, in which every week we get signals or strategies that we need to implement; and try to improve our codes by discussing them.
Yes it's the code that you suggested me last week, I tried to multiply the original:
if data.can_trade(stock):
if WVF[-1] < LB part by 100 and for 10 in the other elif part. What I was trying to do is trying to get better returns by trading just in extreme situations, in order to reduce false positives (or at least that was the original idea). The backtest gave pretty good returns and I was satisfied, but I wasn't sure if it could have been realistic with the modifications I did...that's why I asked to the community; this forum is full of expert people that could definitely help an amateur like me =)
I hope you didn't get offended because I basically posted your code again, my aim is just to learn.
Mattia
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