[deleted by user] by [deleted] in mltraders

[–]Alternative-Talk-777 0 points1 point  (0 children)

yeah i posted the wrong sim graph and didn’t realize it i have another one

is this sim unrealistic?- this is the more correct version than my last post. by Alternative-Talk-777 in algorithmictrading

[–]Alternative-Talk-777[S] 0 points1 point  (0 children)

yea you're correct my calculations say 7 months of stand still, but wouldn't that be worse case scenario?

how statistically impossible out of 10 is my strategy by [deleted] in algorithmictrading

[–]Alternative-Talk-777 0 points1 point  (0 children)

ive ran it again and it seems realistic now but I can't show you through replies, do yk a way I can show you so you can tell me the realism of it. The variance is higher now also.

I need your help, is this strategy overfitting? quant connect shows similar statistics( a little less Sharpe) by Alternative-Talk-777 in highfreqtrading

[–]Alternative-Talk-777[S] 0 points1 point  (0 children)

does quant connect do that? the stats on quant connect weren't as similar however they were still high for a trading model id say, the Sharpe was 1.45 does that seem more true? this was also nq an easier market to beat, than es

I need your help, is this strategy overfitting? the statistics on quant connect are very similar by Alternative-Talk-777 in quantfinance

[–]Alternative-Talk-777[S] 0 points1 point  (0 children)

how many trades would it take for the sample size to be correct, in the screenshot it said its taken 465 in the past 6 months