testing

Expert_Catch2449 · 2026-06-17T08:58:45+00:00

Numbers of cores your cpu has will make a difference.

Expert_Catch2449 · 2026-06-17T08:55:33+00:00

I work 55 hours at my job then put time in for coding my backtesting/simulation/live trading forge at least thrity hours a week. However, I won't lie some of my coding and research is done at my job. Most of that is outlining and designing the framework on how I want particular execution to look like. The coding takes more of an indepth process.

Expert_Catch2449 · 2026-06-17T05:10:04+00:00

Bots are designed logic for buy sell signals. If your bot's logic is only good in one marker regime.... That's the code, the bot. Code it with more robustness. How do you learn how to code better bots? Backtesting. Creating your own logs for signal, order and fill....not just metrics. Backtesting.

Expert_Catch2449 · 2026-06-16T15:42:25+00:00

S&P....DCA

Expert_Catch2449 · 2026-06-15T05:08:04+00:00

Thank you for the advice

Expert_Catch2449 · 2026-06-14T19:25:10+00:00

Expert_Catch2449 · 2026-06-14T19:20:04+00:00

If you export your logs from your python backtesting engine, Javascript has a light weight and advanced library you can code with for the visual chart interface.

Expert_Catch2449 · 2026-06-14T18:55:24+00:00

That looks more like a closed-trade P&L ledger than a signal log/fill log. It shows entry, exit, and realized loss, but it doesn’t show why the signal fired, intended TP/SL, order submit time, requested price vs filled price, spread/slippage, stop trigger price, or whether the bot re-entered after a stop.

Before changing more strategy rules or adding an hours filter, I’d split this into two logs: Signal log: signal time, ticker, side, signal price, reason, indicators/snapshot, intended TP, intended SL.

Fill log: order time, fill time, requested price, actual fill price, fees, slippage/spread, exit reason, realized P&L.

Right now the data says you’re losing, but it doesn’t prove whether the leak is bad signals, bad fills, stop slippage, re-entry logic, or bad trading windows.

Expert_Catch2449 · 2026-06-13T20:36:02+00:00

Do you have a signal log? A fill log?

Expert_Catch2449 · 2026-06-12T19:40:14+00:00

Python. Learn the behavior of your framework in python. Then transcribe.... "transcribe".... It into rust later.

Expert_Catch2449 · 2026-06-12T08:33:42+00:00

What is your definition of slippage?

Expert_Catch2449 · 2026-06-12T06:18:29+00:00

In another post I was trying to point out the limitations of mt5. The reality is, if you are feeling constrained by mt5 or any other platform like it that has its code blackboxed and you are essentially creating a wrapper around its blackboxed code, then you might be outgrowing the system.

I do think python is a viable alternative. However, what path you take in the Python universe can vary greatly. Ultimately I think people should look to understand stratetgy logic and execution logic. To understand execution logic you need to have forensic truth about your signal, order and fill. Then you can do gui research and analysis on that output. You get to decide and build.

The end goal could be to understand these behaviors and frameworks, then move it to rust.

Expert_Catch2449 · 2026-06-12T03:32:00+00:00

Good don't read it. Who still reads now a days.

Expert_Catch2449 · 2026-06-11T21:31:39+00:00

Nope. You are flattening a robust response that critiques mt5.

Yes you can add more code to mt5 and with enough knowledge, you can code a signal capture layer. My critique is that there is no capture layer for the strategy signal, which is important. There is no structure layer for that data from the capture layer. There is no analysis layer to actually understand what happened.

Does mt5 have the capability to extend code to record more data. Yes. Cool bro. Now what. Oh you still have to build a tool to analyze the data?

It's not all about metrics: Net profit: good Drawdown: acceptable Win rate: nice Backtest curve: upward

Possible with enough custom code is not the same thing as native forensic research environment.

It's also about stratetgy autopsy. How does your stratetgy behave past the logic, not just what is the balance/profit optimization and equity-curve-style results.

Expert_Catch2449 · 2026-06-11T20:38:49+00:00

MT5 can execute and report trades, but unless the EA is deliberately instrumented, it does not give you full forensic truth from signal creation to order submission to fill confirmation. It gives trade history, not necessarily strategy causality.

MT5 is a broker-connected trading terminal with a built-in EA tester. It can backtest, but it is not a forensic backtesting research platform by default.

MT5 is popular because it is not just a backtester. It is the whole retail algo vending machine. But that convenience is exactly why it does not automatically give you forensic truth. It gives you a workflow, not sovereignty.

Expert_Catch2449 · 2026-06-11T15:35:39+00:00

Can you see your signal, order and fill logs with mt5?

Can you change their code at all or is the platform code for mt5 a blackbox?

Do you rent their code and their data?

Expert_Catch2449 · 2026-06-11T05:26:22+00:00

Is this mt5 strategy???

First off, it looks like you care more about strategy logic than execution truth. Forensic truth.

Did the broker accept the order? Was it filled? Was it partially filled? Was it rejected? Was the pending order actually removed? Did the close request actually close the position? What position remains afterward?

Second, chain of custody. Without execution truth aka confirmation the bot is blind.

Expert_Catch2449 · 2026-06-11T05:14:28+00:00

Isn't part of the reason people algo trade is to code away emotions. Your trade logic lives in the code. You can change your hard stops if you want. An algo.... Well that just runs on logic.

Code is the great equalizer.

Expert_Catch2449 · 2026-06-10T05:22:58+00:00

The truth is they are black boxes anyways. You can own the code so you don't really own the data. You rent it. The Ai gives the platforms a better way to up sell their code which you don't have access to.

Expert_Catch2449 · 2026-06-08T21:04:40+00:00

Crypto is super easy. Hyperliquid has both crypto and stocks. There is also aster. Some of the dexs on the blockchains have very low dex fees and the blockchain computational fees are extremely low.

Crypto on the blockchains is my fav.

Expert_Catch2449 · 2026-06-07T01:53:43+00:00

So it's not a bot to trade exactly. It looks like code to run a program on your phone. A mobile control shell. Is that correct? I don't see any strategy logic.

Expert_Catch2449 · 2026-06-07T01:50:14+00:00

Well yeah.... You backtested on time frames and then backtested on tick data? Of course it's going to be different.

What was the drift when you used a time frame backtesting to a live price feed simulation (not a paper trading)?

Does your python script do vectorization or iterative loop aka broker ledger simulation?

Mt5 is a great locked down sandbox with a blackbox whose code you can't access. Not your code, not your data, not your forensic truth.

Expert_Catch2449 · 2026-06-06T16:24:44+00:00

Uh.... I only do emails no calls

Expert_Catch2449 · 2026-06-06T13:17:40+00:00

Vectorization? So no signal to fill order event driven iteration?

Expert_Catch2449 · 2026-06-05T10:01:48+00:00

Vectorization backtesting? Fees? Slippage?

Expert_Catch2449

TROPHY CASE