I’ve been doing a lot of testing since these were added, and it seems to me DCA is out performing. Anybody else doing any tests?
Same. DCA is doing a bit better than combo for now.
What kind of strategy are you using, I think it really depens on the strategy
Outperforming it’s a relative concept if you don’t specify which metrics, though most people mean in terms of profit. I’ve said many times that profit shouldn’t be the only (not even the main) metric when evaluating strategies. In my experience trading, those who focus on profit alone end up losing money. Why? It’s simple, they take on too much risk. I’ve argued many times that risk is far more important than profit for automated strategies. For me an outperforming strategy is one that takes less risk for unit of profit, in other words, a higher Sortino ratio . See Decoding Trading Success: A Guide to Top Strategy Performance Metrics
That said, is not always combo or dca that have higher sortino, it depends on the strategy and the market conditions tested. But in my experience combo tends to produce higher sortino because it can close deals while dca is stuck, though it produces less profit than dca in high volatility markets.
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I’m not even using much of a strategy. Just some spread out DCA levels, and start ASAP. Until I can backtest.
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