@jasonn5196
Thanks for explaining well
@theinvinciblemagician6609
Thanks for the efforts! On the 20 day vs 55 day, my understanding is you can choose both or either, but there is one caveat for the 20 day rule, which is it had to be a false breakout on the previous occurrence. Therefore, if you see a 20 day breakout, you can't get on to it unless the previous 20 day breakout (doesn't have to be the same direction ) is a false one. But if it turns out to be a real breakout this time, you can still use the 55 day rule to catch the trend.
@tympss_channnel
can this strategy be used in forex ?? and if yes then what settings do you prefer.
@alexanderpj8904
Thank you very much, could you please help me out with adding shorts as well except for just longs?
@johnhincapie7702
Thank you very much for sharing this information
@nickgiotrading4733
How do we define a start date for the test? I dont want it to go back to the 90s
@ahmedseddiq9236
Amazing job. Actually i tried this strategy in Egypt stock market, it working amazing well in few stocks and Nill for most. We have al,ost active 250 stocks. (12 running nice, and rest is loss or no profit) and it's not logic to invest and put money for all 250 stocks !!! I mean we must have a screening criteria / filter which stocks we have to invest ! Coz as per Richard Dennis we must invest once we find the setup and respect the exit rules. But he does not mentioned how to select the stocks. Actually we can never know which stock will start and jump a trend !!! so plz share your knowledge regarding filter the market. Much appreciated. Thanks in advance.
@zacharyolley4370
If I wanted to add a short code to this script what would that look like? Or does the efficiency just drop more when adding shorts?
@jakobesken731
Thanks for the video. Questions: atr_close defined in line 19 never gets updated and therefore always=na it seems? Therefore the terniary test in line 20 is for expr1 is always false and the whole expression could be reduced to only test expr3?
@webspiderc
I try the codes but I got "no viable alternative at input 'entry_atr' " at line 22. Does anyone know what's wrong ?
@flyingiguana409
the order size was a max of 2% of equity. using 100% will have large drawdowns...
@alintapordei7514
Hi, nice video, u showed in the monte carlo simulator at min 19 that the return is 11% / year, but here I have a question, the spy where you buy and hold has 10%/year, so maybe I didn't understand correctly because this doesn't make sense
@codyhyman6247
@quantprogram, on version 5, I am being given error codes "can't find function reference 'highest'" & also 'lowest' & also 'atr', and "undeclared identifier 'entry_avg'". Any clarification why this may be happening?
@kuhki5208
Do you think this works for FOREX?
@Ganjalf420m8
Hi, what do you actually place the trades on and in the course do you show how to do this ?
@tompost3407
Hi there. Thank you for the video. What do you recommend to learn if you are a starter and want to build purely trading bots? Pinescript or Python? What are the perks of Pinescript compared to Python and vice versa?
@shukrakhuda
Thanks for these videos 🤝..if you don't mind coding a simple Strat that buys the QQQ if the QQQ/SPY ratio is greater than the 4wk average of that ratio. If less than 4 wk average then stay in cash. appreciate it thank you.
@paulka427
Michael Covel's book goes over the turtle's trading strategy, your backtest is missing a couple very important elements.
@demoix
It doesn't work, gives error: Error at 11:0 Syntax error at input 'checkB'.
@quantprogram