Larry Williams volatility breakout

Larry Williams volatility breakout | BEST Strategy Ever!

Рет қаралды 12,600

Күн бұрын

Long Term Secrets to Short Term Trading is still one of my favorite books. It contain many strategies by Larry Williams that still works till today more than +25 years after publishing.
This is a basic volatility breakout strategy that makes money in many markets and add a lot of diversification to your trading portfolio.
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00:00 Introduction
02:37 Strategy code in EasyLanguage
04:42 No Symmetry in Long/Short for short term strategies
07:03 Adding a filter to the Volatility Breakout Strategy
09:31 Final Thoughts
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Ali Casey here from StatOasis channel, I post about Finance, Investing, Algorithmic Trading and everything else in between.
I strive to provide the best education on the subjects mentioned above, the goal is take control of your financial future. If you like what you read, then subscribe and if you're still reading this, you rock! thank you ❤️

Пікірлер: 40

@StatOasis 2 жыл бұрын

Larry Williams Volatility Breakout using StrategyQuant X daily bars: kzfaq.info/get/bejne/j9GonKaoxrmxhKM.html

@auxripper 2 жыл бұрын

Happy fourth of July Mr Casey! Thanks for posting again

@StatOasis 2 жыл бұрын

Thank you for watching

@Bajoli86 Ай бұрын

Larry williams didn't use this strategy in the way it is discribed. In almost every single video he talks about using commitments of traders reports, macro economic data and market cycles to pick a directional bias from a fundamental standpoint before using his trading systems as a money management tool. He also uses money flow index and other ways to spot how the big money is trading. So he is basically trading with legal pre-knowledge plus a trading system which is for money management. I just don't understand how "technical analysis only" is nowadays normalized. That doesn't mean that this isn't a very good video by the way. The tiny drawdown makes this a very helpful system.

@StatOasis Ай бұрын

most strategies are entry/exit signals plus a filter. the filter could be COT or anything else. For example my Market Regime indicators perform much better than COT. In any case we want to make money, so if your version is making you money, then that all it matters.

@DiceDemon Ай бұрын

Larry used volatility breakouts and the Kelly formula to make 1.3 million in a futures trading contest in the '80s

@FilippoCordioli 2 жыл бұрын

another great video tutorial :D thanx

@StatOasis 2 жыл бұрын

Glad you enjoyed it

@capguy123 8 ай бұрын

Love your video Ali!

@StatOasis 8 ай бұрын

😊

@hezekiah8634 9 ай бұрын

need more videos like this

@StatOasis 9 ай бұрын

Thank for watching, working on it

@JustMe-ro1be Жыл бұрын

Hi, in Larry's book on page 74 he says the daily range is the difference between the day's high and the close, just wondered why you had done the difference between the high and the low? Many Thanks

@StatOasis Жыл бұрын

you can either use the range of the true range, range of the bar discard the gaps, while true range incorporate the gaps. both ways work

@lundyhill3012 Жыл бұрын

Larry Williams got this strategy from John R. Hill.

@StatOasis Жыл бұрын

Very few have original ideas in any field, the rest are building up on an already existing foundation and adding their own flavor. nothing to take away from original contributor

@iameladlevi 2 жыл бұрын

Hi Ali! There is no need to use data2 feed, you can use highD-lowD

@StatOasis 2 жыл бұрын

yes, you can use that also

@Chad-yd1rv Жыл бұрын

Hi Ali ! Please how do we measure the DAILY RANGE VALUE Previous Day's High minus the previous Day's Low?

@StatOasis Жыл бұрын

You are correct

@Chad-yd1rv Жыл бұрын

@@StatOasis and the percentage, what percentage is most appropriate.... 70/100 or simply divide the (PDH-PDL)/70 OR (PDH-PDL)/0.70???

@StatOasis Жыл бұрын

Range times a multiple 0 to 3 is a good range to start

@Chad-yd1rv Жыл бұрын

Please Mr Ali I don't understand the 0 to 3 How do you mean Sir?

@StatOasis Жыл бұрын

Calculate the range then multiply by 0 or 0.75 or 1.25 …… or 3

@zatarawood3588 6 ай бұрын

How do you work out if these results are just randomness playing out over your sample set? In other words looking back over a year or two might just be a statistical fluke for instance oil is currently in a long term downtrend. That may result in a sample if taken over the last year of showing buying breakouts on the short side as being very profitable. However, Oil could now go into a sideways choppy trade for an extended time, & you would if you continue with the strategy be buying false breakouts leading to losses. This goes to the heart of the problem in many trading strategies which is that market microstructure is in flux itself. Ive seen some work on deep learning being used to try and constantly modulate between strategies. Id be interested to hear what you think about all this?

@StatOasis 6 ай бұрын

all strategies has to pass robustness test (statistical workflow to vet the strategy results have a high probability of continuing on unseen data). All my videos test over at least 15 years covering all market regimes, volatile, quiet, up, down. Two points above are very important but I want to emphasize that no strategy will outperform in all market regimes, all the time. thats why always trading a portfolio and never a single strategy is a must.

@zatarawood3588 6 ай бұрын

@@StatOasisOk so you do various statistical tests on these results? Would you be able to show in a future video how you do this? On the point about testing 15 years of data, this might result in the opposite problem, which is that an actual good strategy is lost in that long period ie lets say for 12 years the strategy produced big losses, but then for the last 3 it performed very well! So perhaps we need to cut up the strategy every year & test, & then also test for longer periods as a whole?

@StatOasis 6 ай бұрын

if the strategy is losing for the past 12 years it will not pass the robustness test, so it doesn't matter if it made 300% last 3 years. robustness testing is a workflow, it is not a single click and a single number. Out of 5 modules in "ATM" go.statoasis.com/atm , Robustness is one full module.

@Kelberi Жыл бұрын

New subscriber here, are you using trade station?

@StatOasis Жыл бұрын

Welcome It is one of the tools

@Kelberi Жыл бұрын

@@StatOasis thanks where is the discord link, already a discord account holder.

@StatOasis Жыл бұрын

I moved the community to a new platform go.statoasis.com/community

@CofiRazak Жыл бұрын

Hi, Ali! What is the name of the program you use in this video?

@StatOasis Жыл бұрын

Multicharts , go.statoasis.com/MultiCharts

@CofiRazak Жыл бұрын

@@StatOasis oh, that's Multicharts! I thought you preferred StrategyQuant X :) ...Seems I start to get the point. They are for different tasks, and you use them both, right?

@StatOasis Жыл бұрын

you are correct :)