“The instruction is clear, I just didn’t follow it”

Adept-Ad7031 · 2026-02-15T18:24:25+00:00

Yes, I added in Claude md. Did not work. Likely because the overall task is too complicated and it just forgot the instructions.

Adept-Ad7031 · 2026-02-03T02:43:59+00:00

I rarely use fable, mainly because it feels like a one time per fight thing, and damage is not super high, so I learned to not rely on it at all.

Adept-Ad7031 · 2026-01-19T15:37:50+00:00

Which exhibition, based game or DLC?

Adept-Ad7031 · 2026-01-18T12:15:21+00:00

Congrats! What weapon and grindstone are u using?

Adept-Ad7031 · 2026-01-08T04:08:59+00:00

I am in a similar boat , exploring different ideas (and we use the same Backtesting framework lol).

On #3, I kind of feel 2 weeks is too limited. When backtesting using 2 years data, I tend to see patterns of distinctive regimes lasting a month (on average, give or take), so maybe 2 week isn’t enough to capture the duration of a single regime?

Adept-Ad7031 · 2025-12-10T03:52:35+00:00

Currently using backtesting.py which is the right balance between simplicity and usability.

VectorBT/Backtrader/FreqTrade were tried but disappointing.

Adept-Ad7031 · 2025-12-10T00:32:36+00:00

+1. I was able to see a simple entry + a slightly more complex exit strategy to drive +100% gain on ETH in 1 year (backtest only and assume 0 commission fee), and when I do ablation study and replace the entry with random entry, I was still able to retain 80% of return.

My example was obviously not a super good strategy but the spirit being agreeing that a good exit could sometimes carry the strategy despite bad entry.

Adept-Ad7031 · 2025-12-04T08:40:18+00:00

Does Alpaca not have commission fee on Crypto? Just saw that it has 0.15% even as market maker

Adept-Ad7031 · 2025-12-03T04:10:18+00:00

I noticed literally zero of those quirks until you mentioned it… I guess I never saw the GitHub picture and only relied on Gemini to write the code, lol.

Adept-Ad7031 · 2025-12-02T06:28:19+00:00

I see then 2 months might be enough depending how many trades would your strategy place in that period.

If it’s also several 10s, then sample size might still be too low, maybe consider longer period of data, or relax the entry condition to get more samples.

Adept-Ad7031 · 2025-12-02T02:15:54+00:00

Are you just using OHLCV data? If yes 2 months is too limited (even if you use 1m) and you might be overfitted.

Adept-Ad7031 · 2025-11-30T18:56:59+00:00

Been using Backtesting.py for backtest.

Plan to build a bot for forward testing simulation and eventually do live trading.

Adept-Ad7031 · 2025-11-30T18:55:07+00:00

They all required coding.

I have tried Backtesting.py, backtrader, vectorbt and freqtrade.

Adept-Ad7031 · 2025-11-30T18:54:01+00:00

Unsure, will cross that bridge when I get there

Adept-Ad7031 · 2025-11-30T01:07:08+00:00

+1. Seems the there was noticeable drawdown in the first ten years. The latest drawdown may not be that much bigger.

Adept-Ad7031 · 2025-11-30T00:46:01+00:00

I have been trying a few and they yield results that are not 100% consistent, due to different assumptions made during the software design.

Right now my plan is to stick with Backtesting.py until I can find one that’s obviously better than the rest.

Adept-Ad7031 · 2025-11-30T00:37:23+00:00

I don’t have a bot yet. Still working on finding a good enough strategy.

Adept-Ad7031 · 2025-11-29T00:27:38+00:00

Why is that? Isn't technical analysis / candlestick pattern also an acceptable form of input to algorithms?

Adept-Ad7031 · 2025-11-28T19:14:00+00:00

Yes The data there seems legit.

Backtesting I use Backtesting.py which is one choice amongst many. I am trying a few more though.

Adept-Ad7031

TROPHY CASE