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Model - Simple Mean Reversal - TASC May 2016
Created by Q Merlin on 4/27/2019
, last modified on 4/27/2019
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C# Coded Model


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These models are programmed in the C# language and utilize the Microsoft .NET framework. A Quantacula model is a C# class derived from the UserModelBase base class.

The Initialize method is called first. Override this method to instantiate indicators or other objects you will need during your model's processing.

The Execute method is called once for each bar of data in the history. Override this method to implement your model's trading logic. You are passed the current index into the historical data in the idx parameter.

Model Name
Simple Mean Reversal - TASC May 2016

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From TASC May 2016 - Backtesting A Mean-Reversion Strategy In Python


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Beautiful backtest curve. Is there a selection criteria for the symbol universe you chose?

Beautiful backtest curve. Is there a selection criteria for the symbol universe you chose?

I suspect in part this universe is related to Merlin's discussion earlier in the forum, here:

https://www.quantacula.com/Forum/ForumTopic/706

I suspect in part this universe is related to Merlin's discussion earlier in the forum, here: https://www.quantacula.com/Forum/ForumTopic/706

I started trading this model (real money) on 1th of August 2019. Despite a difficult August, out of 22 trades, there were only 5 loosing trades (-1% to -6%). Total gains yet are 25.75%. If everything works as expected, then I will publish the model at C2 in Jan 2020 so that signals can be consumed by the public.

I started trading this model (real money) on 1th of August 2019. Despite a difficult August, out of 22 trades, there were only 5 loosing trades (-1% to -6%). Total gains yet are 25.75%. If everything works as expected, then I will publish the model at C2 in Jan 2020 so that signals can be consumed by the public.

Please consider also publishing it on WealthSignals.com :) It’s completely free to publish signals there.

Please consider also publishing it on [WealthSignals.com](https://www.wealthsignals.com) :) It’s completely free to publish signals there.

@Glitch

What I appreciate about C2 is a nice feature called TOS Certification. This is kind of a "due diligence certificate" which ensures that a strategy is traded with real money (what I usually prefer). This should provide more trust to the subscriber to ensure that the strategy manager isn't merely acting fictitiously. The strategy manager on the other side can benefit from a higher weighting and C2 retains only 40% of the subscription fees. So for any 100 subscribers (with a fee of 80$/month), an additional subscription yield of 800$/month is guaranteed. Is there something similar at WS?

But you're right, I should definitely take a look at WS. Unfortunately the WS help is rather poorly laid out so you may answer a few questions directly: Is there a reference where I can see the costs associated to a Trading Signal Publisher? Is it possible to publish only signals (without any broker-platform)? Can a subscriber or a Trading Signal Publisher forward signals directly to their own broker (as with C2 AutoTrading)? Can non US-citizens also act as trading signal publishers? Which platform has currently the wider audience?

Thanks...

@Glitch What I appreciate about C2 is a nice feature called TOS Certification. This is kind of a "due diligence certificate" which ensures that a strategy is traded with real money (what I usually prefer). This should provide more trust to the subscriber to ensure that the strategy manager isn't merely acting fictitiously. The strategy manager on the other side can benefit from a higher weighting and C2 retains only 40% of the subscription fees. So for any 100 subscribers (with a fee of 80$/month), an additional subscription yield of 800$/month is guaranteed. Is there something similar at WS? But you're right, I should definitely take a look at WS. Unfortunately the WS help is rather poorly laid out so you may answer a few questions directly: Is there a reference where I can see the costs associated to a Trading Signal Publisher? Is it possible to publish only signals (without any broker-platform)? Can a subscriber or a Trading Signal Publisher forward signals directly to their own broker (as with C2 AutoTrading)? Can non US-citizens also act as trading signal publishers? Which platform has currently the wider audience? Thanks...

I can easily provide the answers, and will relay this to the team so they can add them to the FAQ:

Is there a reference where I can see the costs associated to a Trading Signal Publisher?

There is no cost.

Is it possible to publish only signals (without any broker-platform)?

Yes.

Can a subscriber or a Trading Signal Publisher forward signals directly to their own broker (as with C2 AutoTrading)?

No, but we may integrate with a broker just like C2 has done, we're in talks.

Can non US-citizens also act as trading signal publishers?

Yes

Which platform has currently the wider audience?

C2

Here's the getting started page with a link to the FAQ.

I can easily provide the answers, and will relay this to the team so they can add them to the FAQ: Is there a reference where I can see the costs associated to a Trading Signal Publisher? There is no cost. Is it possible to publish only signals (without any broker-platform)? Yes. Can a subscriber or a Trading Signal Publisher forward signals directly to their own broker (as with C2 AutoTrading)? No, but we may integrate with a broker just like C2 has done, we're in talks. Can non US-citizens also act as trading signal publishers? Yes Which platform has currently the wider audience? C2 Here's the [getting started page](https://www.wealthsignals.com/Strategy/Create) with a link to the FAQ.

Thanks Glitch.

Has WS something similar like the C2 TOS Certification, where a Trading Signal Publisher has the possibility to gain more than 50% of the subscription fees?

Thanks Glitch. Has WS something similar like the C2 TOS Certification, where a Trading Signal Publisher has the possibility to gain more than 50% of the subscription fees?

We’ve kept it simple, the author gets 80% of the subscription payments.

We’ve kept it simple, the author gets 80% of the subscription payments.
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