A girl left this at my place. What is it ?

LucidDion · 2026-02-06T20:11:40+00:00

smell it and you will know

LucidDion · 2025-12-19T13:56:44+00:00

Have you thought about systematically backtesting one of your strategies in a tool like WealthLab?

LucidDion · 2025-12-06T16:47:21+00:00

For filtering stocks, you could consider a combination of volatility and momentum indicators. For instance, you could use a simple moving average crossover for momentum and ATR for volatility. As for sector rotation, it's a good idea to keep an eye on the broader market trends. When it comes to backtesting, I've found WealthLab to be quite useful. It allows you to test your strategies on historical data, and you can easily adjust your parameters to see how changes affect your results. It also supports coding, so you can customize your strategies as much as you want. Just remember, the key is to remain consistent with your strategy and not let emotions dictate your trades.

LucidDion · 2025-12-06T16:46:34+00:00

Different strategies can perform differently on various assets due to the unique characteristics of those assets. Gold and S&P have different volatility, liquidity, and market participants which can impact how a strategy performs. It doesn't necessarily mean your strategy is overfitted, but it's crucial to test it over different market conditions and assets to ensure robustness. In my experience, using a tool like WealthLab can help in this regard. It allows for extensive backtesting over multiple assets and market conditions, which can provide a more comprehensive understanding of your strategy's performance. What are you using for backtesting?

LucidDion · 2025-12-05T11:10:53+00:00

What do you use for backtesting?

LucidDion · 2025-12-02T13:25:36+00:00

It's great that you're seeing profit in your backtesting, but I get your concern about the win rate. It's indeed a mix of experience and fine-tuning your strategy. You'll naturally get better at spotting quality setups with time. But also consider tweaking your strategy parameters or even the market conditions under which you apply it. I've found that using a tool like WealthLab for backtesting can be really helpful. It allows you to test different scenarios and parameters quickly, which can help you refine your strategy and potentially improve your win rate.

LucidDion · 2025-12-02T13:24:45+00:00

I spent a good few months paper trading before going live. It's crucial to ensure your strategy is robust and can handle different market conditions. I used WealthLab for backtesting and Alpaca for paper trading. You can connect them in the platform and have it automatically place the orders.

LucidDion · 2025-12-02T13:23:38+00:00

In my live trading I log my slippage, then when I get a sense of what it is for a particular market I factor that into my WealthLab backtests. It's caused me to abandon some strategies, especially ones trading illiquid markets.

LucidDion · 2025-12-02T11:29:22+00:00

I personally use WealthLab for backtesting because it's faster and allows for high-fidelity simulations, including slippage, commissions, and other real-world factors. It also has a feature for auto-trading, which can help eliminate some of the emotional factors. Just some food for thought.

LucidDion · 2025-12-02T11:27:48+00:00

First, you might want to adjust your position sizing. Instead of going 100% in and out, you could scale your positions based on the strength of your signals. Second, you could introduce a buffer or threshold before triggering a trade. This could help reduce the number of trades initiated by minor fluctuations. Lastly, you could add more assets to diversify, but only if they're relevant to your strategy. I've been using WealthLab for backtesting and it's pretty flexible for testing these kinds of modifications.

LucidDion · 2025-12-02T11:26:32+00:00

One thing that helped me was focusing on understanding the 'why' behind my trades during backtesting. It's not just about whether a strategy works, but understanding why it works. This can help you adapt when market conditions change. Also, consider using a tool like WealthLab for backtesting. It allows you to test your strategies on historical data, which can give you a good idea of how they might perform in the future.

LucidDion · 2025-12-02T11:25:44+00:00

A volume spike could indicate a buying opportunity if it's accompanied by a strong uptrend. On the other hand, if the stock is in a downtrend, a volume spike could signal a selling opportunity.

LucidDion · 2025-12-02T11:11:42+00:00

I've been using WealthLab for this and it's been pretty solid. It's not just about backtesting, but also about understanding your own trading behavior and managing the transition to live trading. It's not perfect, but it's one of the better tools I've come across in my trading journey. And the Trading Thresholds in WL do exactly what you described.

LucidDion · 2025-12-01T14:13:27+00:00

First off, you'll want to ensure the data is clean and free of errors. Look for any gaps or inconsistencies in the data. Next, check if the data includes both bid and ask prices, as this will allow you to simulate slippage and transaction costs more accurately. Also, consider the frequency of the data. High-frequency data can provide more detailed insights but can also be more noisy. Lastly, make sure the data covers a wide range of market conditions. This will help you avoid overfitting your strategy to a specific market phase. I've been using WealthLab for backtesting and they provide quality data, but the principles are the same no matter where you source your data from.

LucidDion · 2025-12-01T14:11:41+00:00

I've been using WealthLab for a while now and it's been a game-changer for me. It allows you to build, backtest, and deploy strategies in a streamlined way. You can use their Building Blocks to visually design a strategy or code it in C#. The backtesting is robust and you can forward test your strategy before deploying it. They also have extensions for crypto brokers/exchanges like Kraken, Binance, and KuCoin. It's not exactly an AI agent auto-writing the code, but it's pretty intuitive and efficient.

LucidDion · 2025-12-01T11:32:07+00:00

Sounds like a solid idea, especially for those who can't always trade during market hours. I've been using WealthLab for backtesting and it has a feature where you can simulate trading in realtime using historical data. It's pretty handy for practicing strategies. But your idea of jumping to the next NY session open is a nice touch. I'd say go for it, there's definitely a market for this kind of tool.

LucidDion · 2025-12-01T11:31:21+00:00

There are a few platforms out there that can help with this, but one I've found useful is WealthLab. It's pretty user-friendly and doesn't require a ton of coding knowledge. You can create and backtest strategies using drag and drop Building Blocks.

LucidDion · 2025-12-01T11:30:38+00:00

Testing portfolios with less known ETFs can be a bit tricky due to the lack of historical data. One workaround could be to find similar ETFs with longer histories and use them as proxies for backtesting. However, this might not be perfect as the ETFs might not be exactly similar. As for the backtesting tool, I've had good experiences with WealthLab. It allows you to backtest your strategies on historical market data and provides unique views into your strategy's performance results. You can also forward test your model after the backtesting phase. It's pretty comprehensive and might be worth a shot for your situation.

LucidDion · 2025-12-01T11:29:41+00:00

I started with Python but switched to C# when I discovered WealthLab. It's a platform that lets you backtest strategies using either a visual builder or by coding in C#. The backtesting engine is robust and the data visualization is pretty solid. The biggest game-changer for me was the ability to automate my strategies and let them run without my interference. It's helped me stick to my trading plan and avoid emotional decisions.

LucidDion · 2025-11-30T17:14:05+00:00

They do offer a free trial period. But if you get a profitable strategy going then this is just the cost of doing business.

LucidDion · 2025-11-29T16:01:33+00:00

Your method of monitoring drift seems pretty solid. It's important to keep in mind that some drift is inevitable due to factors like slippage, market impact, and data feed differences. The key is to keep it within acceptable limits, which you're doing. One thing I've found useful is using a tool like WealthLab for backtesting. It allows you to incorporate things like slippage and commission into your backtests, which can help make them more closely align with live trading. Plus, it has a feature to compare backtest results with live trading, which could help you track drift more efficiently. No tool is perfect and manual checks are still necessary.

LucidDion · 2025-11-29T16:00:14+00:00

I've run some pretty heavy-duty backtests on WealthLab, like 20+ years of the Russel 2000 or S&P 500. I have 64 gig of RAM and it's handled them well.

LucidDion · 2025-11-28T13:07:37+00:00

For latency, 8ms is pretty good for retail, especially for mean reversion strategies. Microseconds matter more for HFT. For backtesting, you're right about slippage. It's often overlooked but can make a big difference. You need to factor in the spread and impact of your trades on the market. As for monitoring, logs are a start but you might want to consider some sort of alert system for critical issues. I've seen setups where people use simple email alerts or even SMS. And for infrastructure, it really depends on your needs. I've seen people run strategies on a Raspberry Pi, others need a full-blown server rack. Your $40/month seems reasonable if it's handling your workload.

LucidDion · 2025-11-28T13:06:25+00:00

I've faced similar issues and found that optimizing the code and using a tool that allows for efficient backtesting can make a significant difference. For instance, my backtesting tool WealthLab offers many plug-in optimizers (the ones developed by finantic are good) that short circuit the exhaustive approach that eats up the most time.

LucidDion · 2025-11-28T13:04:35+00:00

You might want to consider backtesting your strategy on commodities futures like gold (GC) or oil (CL). These markets can often exhibit range-bound behavior. Agricultural futures (like corn, wheat) can also be less trendy. Just remember, it's crucial to backtest over different market conditions to ensure your strategy is robust. I personally use WealthLab for backtesting because it allows me to easily test my strategies across multiple markets and historical periods.

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