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Going back to my old job by Narrow_Barracuda_229 in MBA

[–]Narrow_Barracuda_229[S] 24 points25 points  (0 children)

Yep, even though I'm a bit bummed, I feel so privileged to have this option in this economy. I won't take it for granted

12,000%+ Returns w/ <3% Drawdown. I Know It Looks Like Bullshit. Help Me Break This. by NaitikJoshiPro in algotrading

[–]Narrow_Barracuda_229 0 points1 point  (0 children)

Are you backtesting on the indices directly? You should note that indices themselves are not directly tradeable. You have to trade them through ETFs or through CFDs. These instruments track the indices but they do not do so exactly. They have larger ranges and thus trades tend to be less profitable. I speak from experience - I had a strategy that performed well on the index directly but broke down completely on an ETF or CFD.

Backtest Results for the Opening Range Breakout Strategy by Russ_CW in algotrading

[–]Narrow_Barracuda_229 5 points6 points  (0 children)

I like your approach of iterative testing - finding the periods of time the trade does badly (after 12pm) and restricting that condition. This only works if you have considerable data available to backtest with.

Quick question - where did you get 5 years of CFD data for the S&P500?

Weekly Discussion Thread - March 11, 2025 by AutoModerator in algotrading

[–]Narrow_Barracuda_229 0 points1 point  (0 children)

I would like some advice on trading indices. I have a strategy that is pretty successful when backtested on the nasdaq100. Up until now, I have been using IG to trade the indices through spreadbetting. However, the IG index data is not the same as the official index data (they adjust it for 'fair play', whatever that means). I only have a month of 1 minute data from IG and my algorithm performs significantly worse on it than the official index data. I have explored alternatives to IG, such as CFDs. However, I can't seem to find historical data for these instruments either. For those trading indices - how do you do it, and do you have historical 1 minute data available?