List of various simulations performed for a reason or other.
All tests are dated and appear as a progression on various themes. Some of the strategies were found on the internet and then modified to adapt to my trading philosophy. Always trying to do better and better.
These tests are based on the Ichimoku Kinko Hyo trading script as found on the old Wealth-Lab 4 website. It was first shown that it had no value. And was then modified to more adhere to my trading philosophy. In doing so, the modifications were so extensive that nothing of the original trading script's logic remained. Thus making it a totally different proposition.
The simulations performed in this section have to a certain degree some up to most of their trade entries based on randomness. Meaning that a stock position is taken based on the outcome of a biased coin toss. The rationale being that if a lot of trade indicators behave as if random, why not go all the way, and make the entry random.
Simulations based on the XDev trading script. The original version was found on the old Wealth-Lab 4 website which has been shut down and replaced with a new and more featured website. This trading script also served as the foundation of the DEVX series of trading strategies.
The Turtles tests are based on the 70's Turtles trading strategy as described on the old Wealth-Lab 4 website.
What the simulations show is that you could improve upon the original strategy, but at a cost of losing what made the Turtles' trading script in the first place. So many changes to the code that not much of the original script remained.
The Livermore Challenge was an attempt to interest other Wealth-Lab 4 board members to participate in a kind of competition to show who could improve most on the Livermore trading script on its website. The "challenge" was short-lived since it took only a few hours to improve the trading script to a level where I thought other would not reach, thereby ended the challenge almost before it could have started. The oldest and first iteration is at the bottom of the list.
Series of simulations based on the Gyro Checker II trading script.
These were the first simulations done using real market data. Previous notes and articles were based on randomly generated price series. It is why I started with a trading script that had a strong trend definition. The original trading script as was found on Wealth-Lab 4 is at the bottom of the list.