stockpicker is synced to the engine in the cloud so you can move the strategies to trading easily. not all features are available in the cloud, but RSI2 is definitely available

there are several ways to normalize, and dividing by the closing price I think is the easiest to implement. none is perfect as with everything in this field 😉, just try to be consistent.

@@StatOasis OK , got it . Thanks

My pleasure

@@8888mm Rising and expanding are the same. Falling and contracting are the same. Think about the Bollinger bands... When the bands are moving away from each other, volatility is rising or expanding. Vice versa when they are getting closer to each other.

Hi Michael, lets dissect this by using ATR as a proxy if ATR > 50 then market is volatile (this number will depend on market traded, but there are other ways to normalize it for all markets). if ATR < 10 then market is quiet anything else then market is normal if ATR > ATR[1] then volatility is rising else volatility is falling in the AlgoTrader newsletter go.statoasis.com/algotrader I used Market Regime Volatility (available for ATM students go.statoasis.com/atm), and am measuring it over two bars. This is how it looks like using our ATR example: ATR < ATR[1] and ATR[1] < ATR[2]

you are right, volatility expanding and rising point to the same thing. I use them interchangeably

@@StatOasis thanks for the clarification cheers

So nice of you

i dont think i coded that one, it should be available in all platforms, it is the LR angle

Hi ATM is open for enrolment now Go.StatOasis.com/atm Yes and yes for Q2

@@StatOasis Thank you very much by your quick response Ali I will check in your Masterclass One more time .. congratulations by the quality of your Chanel and your crafted videos and the information provided on them

🙏

everybody does, this is just a skill and if you decide to learn you can, maybe it will take you longer or shorter than others, but everyone can learn it. 💪

My pleasure! I searched for your comment to give you a shout-out, but couldn't find it. thanks for the question 👌

Good call!

your head in the right space, but there are so many factors to consider: timeframe, programming language, platform, etc. Regardless, you will need some cleaver programming (optimizing the code). Not all programming languages are equal, for example C is extremely fast language, R is built for this type, Python has special libraries to deal with this, and so on. To start with, run each filter category separately. To give you an idea, using Multicharts (multicore) it takes about couple of minutes to run through 1000 iterations in my big template, but it takes 20 seconds to run through the same if strategy is not a template (10 lines of code).

@@StatOasis Thanks fro the advice. Hopefully i will put my first strategy on the markwet one day... I use multichart easy language, and with all this filter dividing in to groups the code is still big so i have to use genetic optimization in order to to move on. Other issue that kills me and so difficalt for me to understand is: generated strategy with long and short entries does not equal 2 strategies with only long and only short etries, because as i undersood so far each strategy in first case acting as aditional filter and influencing on each other. So im traing to undrstand how to fix this, Any ideas? one of the sollution i came with is to use opposite (for example short) signal as a NO LONG TRADE TODAY filter with reset at midnight. but im in dought... have a filling that this can lead to overfitting.

Very happy 😊 to hear that! Comments like these really keeps me going 💪

don't forget some people are occupied with their careers and don't have time to be full time traders, so nothing wrong with investing.

Thanks for watching

correct, also indexes are systems that continuously add outperformers and exclude under performers, that's why they keep drifting up

Thanks a ton for the shoutout! I'm thrilled that you're finding value in the content. Keep watching for more insights!

My pleasure 😊, glad it was helpful

the distinction may seem vague ... if you tuned the parameters then it doesnt count as filters i guess... i binge watched all his videos. i can confirm his workflow is simple, concise theoretically sound something like below 1. tune strategy with ""simple"" rules + apply some filters (fixed) 2. mix different strategy characteristics (mean reversion, trend following) to construct portfolio 3. diversify timeframe, asset class for more robustness in portfolio + we could experiment with portfolio weights, leverage and so on ... (mean-variance portfolio, sharpe ratio, martin ratio ..etc)

@@poisonza yea, i binge Casey's videos too i really like this channel. thanks

you can tune a mean reversion or a breakout signal as much as you want, once you are done, try adding volatility filter, it will do wonders to these strategies, check out my newsletter, I go deeper into the subject. go.statoasis.com/algotrader

very well said 😊

If you are using TradingView, just search “Awesome Oscillator”. If you are using Multicharts or Tradestation, the code is in the community Go.StatOasis.com/join

Same workflow, new test!

Glad you liked it

Thank you for being here

My advice is no position sizing. You have to learn to drive before racing

next video is about filters, you will be an expert after that

@@StatOasis You da Man! Can't wait to take your next masterclass.

I have a workflow for robustness testing that I teach in go.statoasis.com/atm

You are very welcome

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 KZfaq 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