Free DLPAL Friday, July 13, 2018
Free strategy code. We start with a DLPAL S workspace to find high probability strategies in TLT ETF with PF > 2 and trades > 100 since inception of ETF.
Next we choose the second strategy with highest PF and below is the backtest
But the strategy could be a fluke since we used all available data (curve-fitted.) We change file name to SPY ETF (anti-correlated validation)
Then we repeat backtest. We find that the strategy remains profitable in SPY. The reduces Type-I error.
This is the EasyLanguage code for the strategy. Amibroker, Quantopian and NT7 also available. This is a very simple strategy actually involving only 2 bars. DLPAL S can go up to 9 bars.
You can order a demo of DLPAL S from this link. For more articles about DLPAL S click here.