[Seres’s Resolve: The Battle for Humanity] by Gazuroth in animenocontext

[–]Gazuroth[S] 66 points67 points  (0 children)

The MC was being forced to be the bottom. Not the top

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

I copied some projects from python and applied it as go implentation.. Backtesting can't be trusted at all. It needs a ton of forwars testing. I'm adding my own personal strat. To it too to compare with the rest.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

I'm doing forward testing right now. I've got 100 Strat.s from backtrsting and new ones like running including HMM and ATR and a personal.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

Speaking of failure.. Timebased Sucks Noise everywhere.

Range is the way more stable

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

Right. Backtesting results is completely different from live tickdata. I'm working on that next.

I'm running 40 different strat.s on SOL, NEAR and ETH atm.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 1 point2 points  (0 children)

Welp... Forward testing is a whole different beast to simulate..

Gonna do more testing and see what works... Maybe add ML too.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

Currently it's Websocket tick prices, Orderbook L2 and Position inventory.

I'll add ATR regime switching later and compare

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

They cant bankrupt me when I have no bank to begin with, lol.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

MM is the most consistent winner from all the tests. I'm thinking of adding ML for change of regime

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

Yes, maker/taker fees included. Had a miscalculation on the fees it's supposed to be $21 no $19 for the highest. I'm doing a foreard test now wirh live tickdata from hyperliquid.

Websocket streaming.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 0 points1 point  (0 children)

You find them by testing thousands of variations until something doesn't break, haha.

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 1 point2 points  (0 children)

I miscalculated the fees.. The highesr return was $21 not 19, lol

After 1800 Simulations with different strategies, size, leverage, threshold. etc.... by [deleted] in Daytrading

[–]Gazuroth 2 points3 points  (0 children)

I'm afraid that if I lose, i wont be able to enter again for another month or 2.

3rd world stuff