Systems Review 21/11/2021

In this post I am going to discuss all of the systems in my library both that I have a created and that use external signals/full systems, this is a summary of over 50 back tests with some commentary but following this I will look at the individual systems that I am interested in on further posts and in more detail. Along with making any coding changes that I wish to try following the analysis.

It’s a big post (2 days to build) so probably best for desktop, the usual languages will will available in the CC option for those who chose to watch the accompanying videos

Results File Upload – Excel sheet with the results summary

https://www.youtube.com/watch?v=3zgdTWR-E6o

To make looking at so many back tests a little easier I have created groups that will have a video each, onwards into the results…….

Pegasus Suite

Pegasus Ultimate Nasdaq is one of the older systems on the list updated to V5 a couple of months ago, probably my favourite system at the moment.

I think a next step would be to look at how trades are handled around the US cash open as I have observed a couple of trades getting wicked out at the open

Other than that it would be interesting to build on the core indicator

https://www.youtube.com/watch?v=x4Ei9-0YPTA

Pegasus V5

Pegasus Ultimate (Members – System Link)

Manticore Suite

Again the Manticore Dax systems are 2018 vintage, they haven’t performed as well this year as the Dax has consolidated, the results can be there but at the moment the systems are getting faked out too often

https://www.youtube.com/watch?v=8JA0XhYpP6U

Manticore Copier ATR (Members – System Link)

Manticore Live V2 (Members – System Link)

Donch Linear Suite

Being on such a low timeframe the systems were created at a time in which the Dax was just going up, interestingly the results followed the higher timeframe trends. The next steps would be to add a signal to verify the longer term trend so that the systems are only trading pull backs and not countertrend reversals

https://www.youtube.com/watch?v=EuHsjGJuKO4

Linear Donch Dax 1Min (Members – System Link)

Linear Donch Nasdaq 2 Min (Members – System Link)

Harmonics Suite

This is an interesting set of systems as they were created a couple of years ago, so they are aged but new versions were created in September (old versus new article 1) (old versus new article 2)

They are a difficult set of systems in that they use an indicator from ProRealTime version 10 that has since been replaced by a new harmonics indicator that doesn’t produce a signal

I am currently discussing making this signal available with Ale

Either way we have a couple of systems that would have been fine over the last couple of years, updated versions and I built a new version based on the 15 minute timeframe. The systems have a bit of a formula for their construction so once the signal is available I can produce a build guide for site members, in the same way as the Phoenix System Build Along

https://www.youtube.com/watch?v=_Fy7IC8KDIE

Harmonics 1

Harmonics 1 V2

Harmonics 2

Harmonics 2 V2

Harmonics 5

Harmonics 4

Harmonics 4 V2

Harmonics 6

Harmonics 6 V2

Harmonics 7

Harmonics 7 V2

Combined 15 Minutes Dax

Phoenix Suite

The phoenix systems were some of the earliest systems that I created with the Nasdaq system being the pick of the bunch up until the middle of this year when it fell off. They could perhaps be revisited but at this point I think I would rather use other signals that may be more reliable/offer more precise entries.

https://www.youtube.com/watch?v=4c7mbWvb3AU

Phoenix USDJPY (Members – System Link)

Phoenix Nasdaq (Members – System Link)

Phoenix SP500 (Members – System Link)

Phoenix Dax (Members – System Link)

Griffin Suite

At the moment there is only one Griffin system that has been pretty solid and at the moment it isn’t a priority to update

https://www.youtube.com/watch?v=qFx62Z-E-uw

External Systems/Mods

Artificall

If you haven’t already then head over to Artificall.com

the systems below are either his original systems that you get for signing up to his newsletter or mods that I have made of the original base system (Instructions coming to site members soon)

In general I would like to make the stop tighter, introduce a break even point and review filters for the entry signal

https://www.youtube.com/watch?v=HU5vSen9zDY

Momentum (Original System)

Momentum Strategy (RFT Modification)

Self Optimising Momentum System (RFT Proof Of Concept Build) (Members – System Link)

Countertrend (Original)

Countertrend (RFT Modification)

Countertend 5 Mins (RFT System Based On Countertrend Entry Signal)

Trend Following (Original)

Trend Following (RFT Modification)

Traderherz Suite

Traderherz can be found at Traderherz.com

Again an interesting one in that I haven’t ever run the original systems, I used the demo systems to see if I could make a more productive system and then following that a site member Shaun came in with his own modification of my modification that had produced fantastic results since he created it.

https://www.youtube.com/watch?v=Xe2rlQ6CvGY

Traderherz Sniper (Original System)

Traderherz Sniper (RFT Mod) (Members – System Link)

Traderherz Sniper (RFT Member Sean Mod)

Traderherz Surfer

Traderherz Surfer (RFT Modification) (Members – System Link)

Doc Trading Suite

I have had a couple of Doc Trading systems for a couple of years now some of which are now no longer used, they were recommended by a site member and I liked that you got the full unlocked code for a one off payment. Some of the systems had been running since 2015 which was bonus

https://www.youtube.com/watch?v=k2Guy5md-u4

DAY Dow

DAY CAC Short Only July 2021

Day Dax 2015

Day Dax 2021 Optimisation

Prorealalgos

I took the systems back in April with high hopes but since July I haven’t really run them, that being said the Crude system is very nice. I haven’t really looked at the other systems but will revisit when they next have a demo period