Відео

Thank you for your comment and kind words! I believe a reasonable average annual return can vary widely depending on several factors. Assuming you have the right skills, trading returns are typically an aggregate of many strategies, each contributing differently to the overall performance. Thus the amount of capital you have available for trading will affect the end result. For some context, the average compound annual growth rate (CAGR) of my Tactical Asset Allocation (TAA) portfolios in my community (go.statoasis.com/join) tends to be in the teens. But one of the portfolios, (Nasdaq Mom) made over 50% in the past six months, but that’s not a reasonable return to expect every year. These portfolios trade just once a month, requiring less active management. However, if you trade more actively and dedicate more time and effort, aiming for higher returns is reasonable. In my experience, targeting average annual returns of around +25% is a worthwhile goal.

Thanks!! A day in the life video would be really interesting

Glad you enjoyed it

Thanks for your kind words and for reaching out with your concerns. I completely understand where you’re coming from-there’s a lot of noise in the trading space, and it can be tough to discern what’s genuine. To answer your question: Yes, I do trade. My passion for trading and investing goes back over 20 years, and it's something I’m deeply involved in every day. My journey from being a losing trader to finding success is what fuels my desire to teach and help others avoid the mistakes I made. This is a skill and anyone who put in the time and effort with solid education can and will make it. Regarding verified strategies and broker statements, I understand the importance of transparency. While I don’t publicly share my personal broker statements for privacy reasons, I do provide in-depth tutorials, backtesting results, and real-time examples in my UA-cam content. Many of the strategies I’ve shared on this channel are over 1-2 years old, with open code that you can easily verify for out-of-sample performance yourself. The core of what I teach at StatOasis is based on systematic, evidence-based trading. There is no subjectivity, no selective charts, no holy grails, and no outrageous claims. My aim is to demystify trading and provide you with the knowledge and tools to build your own robust strategies and take you to beginner profitability. I always advise trading portfolios over single strategies, which is one of the pillars of what I discuss extensively in my content. For those looking to take their trading to the next level, I offer my Algo Trading Masterclass go.statoasis.com/atm , which delves deeply into these pillars and take you to the next level. I hope this satisfies your curiosity and helps you feel more confident in your journey.

😊 join the community, its free go.statoasis.com/join

what you are talking about are filters. So just like I did, once you find an edge, then you can enhance it with a filter, like an oversold.

Honesly there are hundreds of choices to pick from with filters, thats why i didnt show the filters

SQX Pro. Trading strategies built by SQX is done with other platforms, if they are same direction then its very easy, just add all strategies to same chart

Happy to hear that!

Great question! The volatility filter ensures trades are only taken when volatility decreases, reducing the likelihood of entering during erratic market conditions. While MR strategies benefit from volatility, controlling it helps manage risk and smooth out the equity curve, leading to more stable and consistent returns. I can tell you honestly after 2 decades of trading the markets, trying to make sense of it, is not fruitful 😊 If it is working, then that is all that matters, make money while the edge is still alive. Thank you for watching, and happy trading!

They do, but that add more capital requirement

You are correct in treating each portfolio as a unit. But also what i meant is in practical terms you are trading each strategy separately because the code is separate for each strategy and also the market could be different.

@@StatOasis Dear Ali, thanks for your swift reply. So, do you trade portfolios only, strategies only, or is it a mix of both?

I think you are mixing the idea with the practical aspect.always trade a portfolio. a portfolio is always more than one strategy. Once you have a portfolio and you want to trade it, how would that happen? you have to run the code of each strategy separately, and the results of running all these strategies are combined in a portfolio, just like the back test.

@@StatOasis I see. Thanks. Ali, Two questions (and if you have videos that provide the answers, that would be great): 1. How do you balance your portfolio? 2. Do you trade your portfolio via StrategyQuant? and if so, is the process of taking a portfolio live on SQ, is that process documented, whether in text or in one of your (excellent) videos? Thanks!

SQX can directly trade US stocks/ETFs for Futures/Forex you need to take the strategy to other platforms, MetaTrader, TradeStaion or Multicharts

My pleasure

That's an interesting approach. Have you found it particularly effective in certain market conditions or timeframes?

you are right that the Turtles use donchian channel, but LR will give same results +/- because all trend following method that are looking for medium to long term trends will enter at some point, regardless of the signal generating it.

@@StatOasis True. They may catch the same trends, but entries and exits, and therefore profitability, will be different. Also, the behavior regarding robustness across the range of input variables might be significantly different. Also might not be, but generally, I've found strategies with inputs based on integer number of days to be less subject to overfit than ones based on an indicator value. Also, of note is that they entered and exited intraday at a touch of the signal level, not at EOD based on the newly calculated value based on daily timeframe -- not sure how that jibes with your linear regression.

all what you are saying have value in the short term on one strategy on one instrument, but when you are trading a portfolio and have multiple strategies with different speeds applied on different markets (which is the only way to make TrendFollowing style work) then if you enter today or next week, it will not have an effect on the trend, meaning you will not miss a big trend (which were all the money will be made that year), for the poeple who don't know, a TF portfolio will make its money in any given year from 2-5 trends. Moreover, when you look at your portfolio, all the signals would have found an entry in that long trend, some earlier and some later, but all of them will enter at some point.

My pleasure

Think you should ask about the minimum not the maximum.

While my video focuses on building portfolios using algorithmic strategies, your question about asset and strategy limits, international trading, and Bitcoin is also very important. For common investors, it’s crucial to diversify without overcomplicating. A practical approach is Tactical Assel Allocation (TAA) portfolios. This robust balance approach helps in managing risk while still leveraging diverse opportunities. Bitcoin can be a part of your portfolio, but it should be approached with caution because it’s highly volatile and speculative, so the only way to have it is to hold it, as it will be very low Ret/DD if you put it in a strategy. Consider it a small part of a diversified portfolio if it aligns with your risk tolerance and investment goals. I hope this helps! Feel free to explore our community for many detailed TAA Portfolios to follow: go.statoasis.com/join

Glad to help

it is available in all platforms. Linear Regression Linear Regression Channel Linear Regression Slope etc.

Thank you for the feedback 👍

having a template in builder, force the builder to behave a certain way. for example, keeping the signal the same and only add filters using a template will force builder to generate same strategy with only different filters.

I actually use Multicharts. when testing simple ideas you need feedback with variable data printing, debugging, so while it is not shown in my videos, but that how I make sure code is working properly. SQX plays a different role, it is a lot easier to build, test, iterate with automation, but you need to know the proper workflow. for example running 1000 different filters in SQX is a lot easier implementation than MC, but you need to know what filters and what lookback periods, etc. At the end of the day, they are all tools, and if you know what you want to achieve, then you can apply the same concepts in any platform, but each has its own +/-

of course any filter to have an effect it will reduce number of trades. the portfolio I tested had +1800 trades, and after applying the filter it had +1000 trades, so about 40% reduction in trades, but you still have a healthy number left, specially since the filter is the same for all strategies.

you can watch difference between TS and MC over here; ua-cam.com/video/zWY_YeDCuNs/v-deo.htmlsi=vgt4afvV7Yu_5tcb as for SQX it is a different platform, it is more for data mining. all platforms do overlap and each have their own plus and minuses but they are all tools, and you can achieve what you want in any of them to a point.

volatility is expansion/shrinking of range so range, ATR, Bollinger Bands are all can be used to measure volatility

you can do it on open trades, but in the video it is based on profit and loss, so if strategies are producing profits at the same time, then they will be positively correlated.

short term lookback works best, so for range, atr, bolling bands, 5-15 is the best spot

😊

the data copied from Multichart and the graphs done in GPT (using a python library)

Its not about a special filter, as there are hundreds to try, its just the concept to grasp is really important. Try smaller range, smaller ATR, smaller BB width, even lower vix , they all will work

you can join the community go.statoasis.com/join or take the course go.statoasis.com/atm

there are other ways to mitigate risk

thanks for the feedback. will add it to post ideas

thank you for the feedback. running strategies, switching them on/off, portfolio capitalization is all in module 5 of Algo Trading Masterclass. you can register here to learn more go.statoasis.com/atm

without context, it means sell at the close, most likely it's an intraday trade.

exit after number of bars works very well with most strategies

Thank you! I'm glad you found it helpful. Keeping strategies simple can indeed reduce the risk of overfitting.

Glad you enjoyed it

Glad you like it, Simple works 😊

Are other EAs working properly? Arr you using same timeframe and session time? Honestly there are many things that can go wrong, best is to tackle one variable at a time until you find solution

yes, will post it in go.statoasis.com/join when ready