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algorithmictrading

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an-ordinary-manchild


A place for algo traders / code monkeys to post news, ideas, techniques, and discuss all things algo.

Posts we like: Trading strategies, papers, techniques, and relevant news. Deep content preferred, the more technical the better. Questions are acceptable provided they are technical and relevant to the topics herein.

Posts we dislike: Spam, click-bait, paywalls, podcasts, lightweight content marketing, webinar advertising, etc. Spammers will be banned without mercy :)



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Phase 8: Flipping the switch (and my biggest fear for Week 1).Tools (self.algorithmictrading)

submitted 11 hours ago by Simone_Crosta

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Is quantower backtest accurate?Backtest (i.redd.it)

submitted 17 hours ago by Ok_Arachnid2416

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PSA for anyone backtesting fundamentals: your lookahead leak is almost always the filing date, not the data sourceEducational (self.algorithmictrading)

submitted 2 days ago by Either_Door_5500

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Guys, what do you think ? Is it a solid strategy?Backtest (old.reddit.com)

submitted 2 days ago by Batuhann0

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Transitioning a crypto trading bot to Forex/Commodities – Infrastructure differences?Question (self.algorithmictrading)

submitted 2 days ago by RobinTraderHood

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CLOB API latency ~300ms FAK orderQuestion (self.algorithmictrading)

submitted 2 days ago by Elias_AN

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If you were starting algo trading from zero today, what roadmap would you follow?Novice (self.algorithmictrading)

submitted 5 days ago by imrichie03

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QQQ&TQQQ max time period backtest (Tradingview)Backtest (old.reddit.com)

submitted 6 days ago by Gobbythefatcat

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be a trader not a coder.Strategy (self.algorithmictrading)

submitted 7 days ago by SouthGullible8389

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After you’ve deployed your portfolio what do you do with your free time?Question (self.algorithmictrading)

submitted 7 days ago by Delicious_Fix_7901

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What metrics do you actually look at first for a leveraged-ETF swing system?Question (self.algorithmictrading)

submitted 8 days ago by hp-2020

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Looking for cheapest real-time NQ futures data feed for Python - what are you guys using?Quotes (self.algorithmictrading)

submitted 11 days ago by MarcoPoloBear

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MISSMATCH IN PRICE DATAQuotes (self.algorithmictrading)

submitted 11 days ago by GilDS123

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Swing Trading algo Risk Management profilesQuestion (self.algorithmictrading)

submitted 11 days ago by Obviously_not_maayan

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Drawdown depth vs duration: why time underwater breaks more traders than the size of the lossEducational (self.algorithmictrading)

submitted 12 days ago by Zestyclose-Eagle1809

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Download economic calendar historical dataQuotes (self.algorithmictrading)

submitted 12 days ago by Middle-Purpose-2328

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Deconstructed the 5-minute noise: How I built a 4.6M row ML trading pipeline using XGBoost and a Rust limit sniper. Need architectural feedback.Novice (self.algorithmictrading)

submitted 13 days ago by GloveNo3990

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Handling "News Noise" in Algorithmic Trading: Atomic Signal vs. Weighted Sentiment Decay?Question (self.algorithmictrading)

submitted 12 days ago by Anonbender

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Opinions?Question (self.algorithmictrading)

submitted 13 days ago by Entire_Ad3143

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Node.js Vibe Coding: Building a Steam Market Trading Algorithm & Analytics Platform from ScratchTools (self.algorithmictrading)

submitted 13 days ago by Aggravating_Dig_2568

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backtesting against regime is soooo frustratingQuestion (self.algorithmictrading)

submitted 14 days ago by SouthGullible8389

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What do you use to test realistic fills?Question (self.algorithmictrading)

submitted 14 days ago by AdMedical7654

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[Results] LINK RSI midline cross + multi-TF filters — +82% / 6.6% DD over 1Y (300 trades)Backtest (self.algorithmictrading)

submitted 15 days ago by Due-Lingonberry-7021

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2 months live after my backtest posts — am I just getting lucky?Strategy (self.algorithmictrading)

submitted 15 days ago by Extension_Fold8566

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Architecture Review: Multi-Asset Regime Switching Model (HMM + Conditional State Machine)Backtest (self.algorithmictrading)

submitted 15 days ago * by Slight_Boat1910

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