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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.

These are the results, three strategies were found.

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.

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Charting and backtesting program: Amibroker


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