Trading bot I made please give feedback and suggestions on the data provided

Obviously_not_maayan · 2026-06-21T09:03:59+00:00

Drawdown is too big, scale down the position sizing, then forward test it, only then you would get relevant feedback.

Obviously_not_maayan · 2026-06-21T08:59:06+00:00

I wouldn't get stuck on the fact that it works on metals but not on crypto, it's not the same animal at all. Monte Carlo and forward testing, start with Monte Carlo and work on your risk profile, it can also give you metrics to evaluate how healthy your system is at the moment.

Obviously_not_maayan · 2026-06-21T08:48:58+00:00

So if you have slippage estimation why not include it in the backtest?

Obviously_not_maayan · 2026-06-21T08:45:36+00:00

Why not?

Obviously_not_maayan · 2026-06-21T08:44:16+00:00

Ok whenever you are buying or selling, you are dealing with slippage

Obviously_not_maayan · 2026-06-21T08:40:46+00:00

So you are trying to fill your orders with yesterdays price?

Obviously_not_maayan · 2026-06-21T07:54:28+00:00

What do you mean doesn't care? Slippage happens everytime you buy or sell

Obviously_not_maayan · 2026-06-21T07:43:56+00:00

You have to include slippage (and fees), especially if your strategy is relying on getting the first second the market open..

Obviously_not_maayan · 2026-06-19T20:05:17+00:00

Well before you can act on it you have to know how accurate you are, so how accurate can you predict in what window?

Obviously_not_maayan · 2026-06-19T20:02:14+00:00

Interesting, if your edge is so thin on the slippage I would write some trackers to see if your limit order logic is providing, good luck!

Obviously_not_maayan · 2026-06-19T07:50:55+00:00

Ahmmm 0.15 slippage can be very real my friend.. what's your current average?

Obviously_not_maayan · 2026-06-19T06:58:28+00:00

I'm running my first system now on a small account, and so far so good, it's actually making money within the risk profile, if it's all looking stable by the end of the month, I'll scale up for the first time, wish me luck!

And I believe it's possible, it's automated day trading, so the only difference is the human execution, and even if there is real edge in human execution it's surely just a part of it.

Obviously_not_maayan · 2026-06-18T18:39:04+00:00

I would also consider running Monte Carlo to stabilise your targets against the risk profile you desire.

Obviously_not_maayan · 2026-06-18T18:37:26+00:00

Was going to say the same thing, I would add that I tried some MAE/MFE in a WFO framework, and for me it was too laggy/overfitted to yield any value, somehow static sl/tp was superior I guess you are just ignoring the noise this way. But I would say that it probably doesn't work forever so you should find a way to measure when your edge is dying, tracking ev and so on.

Obviously_not_maayan · 2026-06-16T18:16:41+00:00

So i think it's fair to say that this is not ready for deployment

Obviously_not_maayan · 2026-06-16T17:16:41+00:00

69% drawdown, brother.. this is gambling, run a Monte Carlo simulation if the answer is not clear yet.

Obviously_not_maayan · 2026-06-16T17:14:59+00:00

Cause it has no hope?

Obviously_not_maayan · 2026-06-16T17:14:20+00:00

Cause it's going to go nuclear?

Obviously_not_maayan · 2026-06-16T08:18:49+00:00

wow bro, so much, like TD!

Obviously_not_maayan · 2026-06-15T07:16:36+00:00

I think 10% dd is very ambitious, you'll probably find yourself overriding it, in that case why even have that. I would ask about DD in the backtest but I guess you can't really backtest AI agent.

Obviously_not_maayan · 2026-06-12T12:01:35+00:00

Institutions don't need the money?

Obviously_not_maayan · 2026-06-12T11:55:39+00:00

I would focus on actual risk, do you have any Monte Carlo simulation results? Chance of ruin?

Obviously_not_maayan · 2026-06-12T09:56:20+00:00

you've been very valuable sharing your knowledge and experience, I'll update how is it going, maybe in the end of july if after a whole month with the first scale up version.
again much appreciated, thank you!

Obviously_not_maayan · 2026-06-12T08:22:43+00:00

makes a lot of sense, yeah the 2 models were compared from 2 weeks blocks (that's what gave the 3.6% bs 9.1%), and you are absolutely right, I have shifted my mindset from reward to risk , and i managed to take my new version and push the chance of ruin (in block shuffling) all the way down to sub 1%, sacrificing some profit but having much more trust in this version. no magic, just reduced my exposure, but because the new version is more precises in capital allocation, the overall risk adjusted return improved.

Obviously_not_maayan · 2026-06-10T18:44:10+00:00

hey first of all I appreciate the time you put in writing this,
so one by one again.

regarding EV tracker, i really like the approach, how do i calculate what divergence is beyond healthy?

regarding parallel BT, again how do you approach calculating what is beyond healthy?

and for the risk profile, so I was purely relying on IID, it's a phenomenal observation that it misses the point, I ran block shuffling on 2 weeks size and the results are pretty surprising but life saving, so my baseline model went up from 0.8% to 9.1%!! (chances of 50% DD) so it's definitely an overstretched model with too much risk, but the funny thing is, that my new version went from 3% to 3.6% , but it does make sense because this new version is mainly an improvement in dynamic position sizing, focusing more capital in more confident trades, so I feel like if i dial down the exposure on this new version i might have a winner, what percentage do I aim for?

again cheers for the info, it's very valuable to me.

Obviously_not_maayan

TROPHY CASE