strategy share

it seems that the space of automated trading strategies is a secret one…it is the feeling i get even when searching this forum…where maybe users find a strategy that works but are afraid or hesitant to share…while working with strategyquant i have only found a few strategies that work..at least within the testing phase..i am still to find a strategy that is truly worthwhile trading…i guess my question at first is ..has anyone found any strategy that has worked for them and is willing to share?…i think there should be a section to this forum..where users share strategies…maybe even to improve them..and if there is already such a section ..it is outdated..my wish here is that we should as a community who use the same software to develop strategies should be more united..why not share our settings on strategy creation…and its results also?  I have attached a strategy which strategy quant has found to be tradeable , it is eurusd 15 minute $1000 and .01 lot..which i am live trading now.

Hi jenial,

to say that a strategy works is very difficult.

The generation and filtering process is important

thomas

Looking at backtest you usually find that individual strategies might have up to 2 years stagnation and those are usually the robust ones. This is a dilemma and makes it hard to determine if the strategy is good or not without giving it enough time to perform live. So looking at single strategies is not the key but building portfolios with un correlated strategies with low stagnation are. However portfolio stagnation can last up to 90-200 days so you have to be patient and trust the historical max drawdown and remove strategies that under perform in regards to this until you have a portfolio that seems robust and in line with your backtest performance results which can take a long time to achieve.