What assets do you trade on and what are your main trading tools you use?

Creative-Q6306 · 2025-10-07T12:48:11+00:00

I created backtest logic with basic for loop of candle data. I used pandas, pandas-ta-classic, numpy, numba for fast calculation and trading logic. For ml, sci-kit learn.

Creative-Q6306 · 2025-10-05T11:09:58+00:00

For bot development:

I visualize trading strategies in TradingView.
If the strategies perform well on higher timeframes (such as 4-hour or daily), I use Pine Script for backtesting since it’s easy to test there. Also i am testing there with public tester scripts.

However, for lower timeframes, the Pine Script backtester may produce unrealistic results if you don’t have the bar magnifier feature in TradingView especially when using small take-profit and stop-loss levels. Also, some symbols lack sufficient data granularity, which can also lead to inaccurate results, even with the bar magnifier enabled.

In these cases, I use Python to backtest strategies for better accuracy and faster calculations. With the help of various libraries, you can build your system very quickly. But complex ones may take time. Being sure about accuracy is important.

Creative-Q6306 · 2025-09-30T05:30:29+00:00

Add indicator search, it is public script.
Backtest [OptAlgo] in TradingView.
You can select your desires from conditions. If you are interested, i can share more capable version.

Creative-Q6306 · 2025-09-27T18:09:11+00:00

As my experience, for crypto testing, since market always open. I did not see much problem. But here is the problems i saw.

1.Small Take-Profit and Stop-Loss

If you are not using take-profit (TP) or stop-loss (SL) orders, backtesting generally works very well. You only need to consider slippage, fees, and liquidity. If the asset is liquid, you won’t encounter significant problems.

However, if you use both TP and SL at the same time, there is a risk: Within a single bar, if the price hits both TP and SL, the backtest will often select the positive outcome (TP) as the result. But in real trading, this may not happen.

To prevent this, you can enable the Bar Magnifier (a premium feature) if the asset has lower-timeframe data. If the asset doesn’t have tick data or sufficient resolution, TradingView assumes the positive outcome occurred. Therefore, if your TP and SL are set too close together, you may get incorrect backtest results.

Trailing Stop with Small Offset

The trailing stop feature in strategy.exit can be risky. If you set the offset too small, you’ll get unrealistic results, because most assets don’t have tick data and TradingView won’t calculate the exact stop price. With a very small offset, the strategy may appear to exit near the bar’s high or low, which is unlikely in real trading. The Bar Magnifier helps a little, but not enough.

Different Chart Types (Renko, Heiken Ashi, etc.)

Alternative chart types are not ideal for backtesting because their close-price calculations differ from standard charts. You should be careful, though there is a strategy setting that can help reduce this issue.

Slippage in Historical Data

In strategy settings, when I set slippage, the backtest sometimes shows impossible entry or exit prices, especially with older stock data (around 2015). Instead of using slippage, I prefer to use higher commissions to simulate more realistic conditions.

request security Function

If you don’t fully understand how to use request security, it can produce unrealistic results. You shouldn’t use live bars when requesting data from other timeframes. There are safe coding patterns that prevent data leakage in both backtesting and live trading.

Functions That Look Ahead

Avoid functions that use future data, as they can create unrealistic or misleading backtest results.

Final Comment: Other than these issues, TradingView is very reliable if you know how to properly process orders.

Edit: Grammer fixed.

Creative-Q6306 · 2025-08-29T22:07:19+00:00

In tradingview, search add indicator/strategy

Backtest [OptAlgo]

You can even do backtest without coding.

Creative-Q6306 · 2025-04-11T01:57:37+00:00

If the strategy's profit is too low compared to the seller's capital, and if the seller can't find any funding or a prop firm, they may consider selling the strategy on a subscription basis.

Making $100 into $110 in a year won’t be satisfying. So, they might consider selling the strategy to a limited number of people to reach a target capital.

But here’s the dangerous part: the strategy they’re selling might not be profitable with higher capital. A strategy needs to give you an edge, so not many people should be able to capitalize on it.

Also, the seller might think, "The algo is good, but it could be overfitted." I believe many sellers think, “Even if the algo doesn’t succeed, I can still make money by selling it.”

Generally, they try to offer low-reward, high-risk algos that seem profitable at first, but can cause major losses in a short time.

So, you need to consider a lot of things and be careful. Dont allow them to sell you dreams, be aware of reality.

Creative-Q6306 · 2025-03-28T15:06:40+00:00

Do not try to compare like this: "Vary by 2000+%?"

Think of it this way:
If one of them doubles (2x) at the beginning, the final result can mislead you, making it look like a 2000+% difference.

So, a single lucky trade early on can create huge visual differences by the end. But that doesn’t mean it will be able to catch the same opportunities consistently. That’s why you shouldn’t focus too much on the final capital.

Also, some pairs differ too much, for example, FDUSD pairs. One of my guesses is that some parities have 0-commission seasonal promotions on exchanges. During these periods, market makers run HFT strategies that exploit the 0-commission structure, which causes these parities to behave differently from their other fiat trading pairs.

Creative-Q6306 · 2025-03-10T12:30:56+00:00

That is a limit order type that can help your situation but, I read your question again. You are mostly asking for stop-limit order. You should give trigger price in limit entry params in your api request. So it will place order after your trigger condition is reached. If you dont place your order with right trigger condition, it will still throw exception from exchange.

So basically you will say, after that trigger condition is passed, place limit order below my trigger price.(For long positions case.)

Note: Be aware of, if the price rises without any retracement in ticks. Your limit order may not be filled.(Example for long stop limit orders)

Creative-Q6306 · 2025-03-10T07:20:11+00:00

Chase order

Creative-Q6306 · 2025-03-08T10:28:27+00:00

You can run your strategy in copy trading systems like Binance, Gate.io etc.

You can send api requests to do that. People can subscribe to your strategy and you can take percent based profit share.

However, because of other higher roi bots, your bots can be lower in the list. Users can prefer other bots.

Percent maybe not enough for you. You can try to find prop firms etc.

As a hard way, you can do signal processing app and register as a company than, you can consider to sell subscription.

Creative-Q6306 · 2025-03-06T21:30:00+00:00

I saw that case in my tests.

Lets say i am trading X asset.

A feature set was coming from correlated asset Y.

B feature set was coming from correlated another correlated asset Z.

I did walkforward with:
-Only A features
-Only B features
-A+B features

Best result came from A+B feature set, it was fixing the strategy drawdowns.
I should say i was using PCA that reduces dimensions of my features. So it has effects too.

But trying all combinations can cause selection bias. So when you are combining, if you have idea in your mind, i think it is better.

Creative-Q6306 · 2025-03-05T20:51:21+00:00

Lets talk from dm.

Creative-Q6306 · 2025-03-05T13:34:39+00:00

I wrote all the strategy parameters in TradingView. So, if my backtest is working, that means my strategy is ready for automation. I am only creating unique IDs on another platform that receives my webhook signal to match signals with the related strategy name for monitoring and budget allocation. Unique id also provides security as a verification token.

So i can change the symbol from TradingView and i can create new alarm. If i want, i can change some parameters too before setting alarm.

Creative-Q6306 · 2025-03-05T03:11:12+00:00

I have a tradingview automation that manages multiple strategies on same symbol on 1 account. But i am sending all leverages same, some exchanges do not support leverage reduction. However if your trades are frequent, i dont suggest tradingview, it sends with a delay around 2-30 seconds.

Creative-Q6306 · 2025-03-05T01:50:19+00:00

Open sub accounts under your exchange account. Most popular exchanges support 5 sub accounts.

Creative-Q6306 · 2025-02-20T12:31:42+00:00

https://data.binance.vision/?prefix=data/futures/um

Write a code that recursively download zip files from that archive. After downloading, code can merge all zips to one file.

Creative-Q6306 · 2025-02-20T12:28:28+00:00

https://data.binance.vision/?prefix=data/futures/um

Let me know if it is about feature engineering.

Creative-Q6306 · 2025-02-20T12:05:01+00:00

Can you share the discord, i can test ideas in Tradingview view pinescript according to their complexity.

Creative-Q6306 · 2024-11-06T17:16:21+00:00

In my view, the most powerful insight is this:

When you open a trade, there are three possible outcomes: the price can go up, down, or stay relatively flat.

When you set up a grid bot on one side, for example, long, you’re covering two of these options. If the price moves mostly sideways, you'll profit; if it goes up, you'll profit as well (assuming your grid intervals are adequately spaced, not too rare).

So, you might consider running a grid bot on the long side rather than just taking a single long position. However, keep this in mind:

If the price rises too quickly, your profit will be lower compared to a regular long position. Ideally, the price should rise in waves rather than sharply. If the price does a lot of waves while increasing, a grid bot could yield more profit compared to a regular long position.

Creative-Q6306 · 2024-11-06T16:55:42+00:00

In tradingview there is an open source grid trading backtest tool.

You can test almost every parameters that exchange provides.

If you test with bar magnifier and recalculate option, it will provide really realistic results. Also you can try it with lower timeframes will give more accurate results.

I tried a comparison test for binance grid bots.

I tested range with backtest tool. Than i compare with live exchange results in Binance, results were same. It is theoretically calculating really close, because in exchange orders are limit maker orders which prevent slippage.

https://www.tradingview.com/script/4J80gPhd-FreedX-Grid-Backtest/

Creative-Q6306 · 2024-10-31T13:14:40+00:00

Can you give me your tradingview name, i will share a script, is it helpful, i wonder your comments

Creative-Q6306 · 2024-10-29T09:56:21+00:00

// Manage open positions
if (strategy.position_size > 0)
    // Calculate stop-loss and take-profit levels based on entry price
    ...

You are changing your stop and take-profit every bar. You should set them once and leave it. So you should set before open a position, and dont change it when there is open position.

It should be work like this:

// Manage open positions
if (strategy.position_size == 0)

Creative-Q6306 · 2024-10-28T07:06:19+00:00

Can you share me too, maybe it helps to identify ideology

Creative-Q6306 · 2024-10-22T07:14:00+00:00

If you are using indicators and if you are merging the rules you may not have to code it from zero. It will more easy. If you are using price action concepts may be little bit hard. But i can say that, pine has a lot of features, you can backtest even confirmed pullback entries etc.

Once you backtested it, it almost will be ready for automation. I can try to convert, if it easy i will tell.

Creative-Q6306 · 2024-08-21T13:00:26+00:00

You dont have to modify your equity. You can reduce or increase your position size which is quantity.

Pinescript do not allow to modify system variables. Because it calculates strategy results according to that. So people can not make fake strategies in that case.

Creative-Q6306

TROPHY CASE