Hypotheses

je-suis-tm Parabolic SAR: Faithful Daily EA Long/Cash Port

Hypothesis

Derived by the Research Lead from je-suis-tm's Apache-2.0 'Parabolic SAR backtest': preserve the supplied custom SAR recursion, default acceleration factors and binary long/cash signal on the source's EA daily market, using EA.USEQ. Source: https://github.com/je-suis-tm/quant-trading/blob/611b73f2c3f577ac5b28aaa19ac8c43d3236c7a5/Parabolic%20SAR%20backtest.py. Although the script plots signals rather than submitting orders, its position series defines a testable trading rule. The plotted 'SHORT' marker means closing a long position, not opening a short. Platform completion supplies market execution at the completed daily bar's close, equity-relative sizing and modeled costs. No next-session-open execution, intrabar SAR stop, additional filter or discretionary exit is introduced. The original download interval is 2016-01-01 through 2018-01-01, with the end exclusive; retain it as a reproduction report and separately evaluate the same frozen rules over available history. slicer=450 affects plotting only: calculate signals before slicing and never use it as a trading warm-up.

Analysis

Parabolic SAR backtest

Backtest and paper results are hypothetical. Trading involves risk of loss.

Strategies

Hypothesis

Analysis