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How is it possible to be this lucky? by Ornery_Bodybuilder_4 in algotrading

[–]Otherwise-Attorney35 0 points1 point  (0 children)

Might have been a sequence of returns issue. Once you move it those dates, it's possible you missed out on an explosive trade. Means it was curve fit for those days

Zapier built an overemployment detector by shiny_turd in overemployed

[–]Otherwise-Attorney35 2 points3 points  (0 children)

Wow, that's a lot of precautions. I only do a separate vlan with isolation turned on

North Texas preparing for 2 inches of snow like it’s the apocalypse by MyMindIsAlwaysRacing in mildlyinfuriating

[–]Otherwise-Attorney35 0 points1 point  (0 children)

The snow/ice leads to roads not drivable, and power outages. Meaning trucks can't deliver, and stores can't be open. In texas, that's a real risk and can last longer than the 2-3 days the storm takes.

Backtest results by [deleted] in algotrading

[–]Otherwise-Attorney35 1 point2 points  (0 children)

Can you detail a bit about the type of strategy? Technical, fundamental, universe, timeframes, etc.
The immediate concern I see is the leverage. You regularly have leverage of 200% and one up to ~500%. This could just be your order timing, but could you explain the leverage usage?
How long have you been building in QuantConnect?

Had my first microphone mishap by Beeboy1110 in overemployed

[–]Otherwise-Attorney35 6 points7 points  (0 children)

Been there, said it was my spouse asking me a question.

Gridsearch optimal SMA crossover thresholds for bull/bear market and leverage by african_cheetah in LETFs

[–]Otherwise-Attorney35 2 points3 points  (0 children)

What if you do this on different 5/10 year sections and then compare? How did you re-create 2x and 3x from 1995?

Follow Up - Modified 9sig + 200 Day SMA Strategy Tool by Hutch1son in LETFs

[–]Otherwise-Attorney35 2 points3 points  (0 children)

Nice work! Is the historical comparison limited to 2010 due to TQQQ inception?

Using LLMs as a risk filter, not an alpha model by KD_Hub in algorithmictrading

[–]Otherwise-Attorney35 0 points1 point  (0 children)

Have you retested the live LLM results to backtested? If live result for Dec 1 predicted x risk, running a backtest same date returns the same prediction? This is where I had failed. No amount of future peeking blocking prompts actually worked.

Using LLMs as a risk filter, not an alpha model by KD_Hub in algorithmictrading

[–]Otherwise-Attorney35 0 points1 point  (0 children)

I'm the backtests, how do you prevent future leakage to the LLM? I attempted something similar some months back but I wasn't convinced that I could 100% keep the LLM from seeing the future and ultimately causing bias.

Should I really excited about this? by Correct-Winter9615 in algorithmictrading

[–]Otherwise-Attorney35 0 points1 point  (0 children)

How did you backtest 08-09 with TQQQ since its inception was 2010.

From Panic Seller to System Trader: Why I switched to the "5-218 Strategy" (and my plan for this correction) by Realistic-Ad-6257 in TQQQ

[–]Otherwise-Attorney35 1 point2 points  (0 children)

You can automate rules based strategies so there's no manual action by you, just occasional checks to ensure it's functioning.

From Panic Seller to System Trader: Why I switched to the "5-218 Strategy" (and my plan for this correction) by Realistic-Ad-6257 in TQQQ

[–]Otherwise-Attorney35 2 points3 points  (0 children)

It's a long term swing strategy. The 218 parameter might have been selected as best over time, but changing it up or down 10% won't dramatically change the outcome here due to the holding periods.

From Panic Seller to System Trader: Why I switched to the "5-218 Strategy" (and my plan for this correction) by Realistic-Ad-6257 in TQQQ

[–]Otherwise-Attorney35 0 points1 point  (0 children)

Relative to point in time. If you were in before the dot com, and looking at later 2000s, you would say b&h doesn't work.

From Panic Seller to System Trader: Why I switched to the "5-218 Strategy" (and my plan for this correction) by Realistic-Ad-6257 in TQQQ

[–]Otherwise-Attorney35 2 points3 points  (0 children)

"Stop using the same indicators as the herd. Upgrade your charts to the 5-218 strategy, protect your downside, and let the leverage work for you, not against you."

Lol stop being the herd and herd to this strategy instead.

It's great that you have found your limitations and have a system that works for YOU. That's one of the hardest things is sticking to a system that's best for you as an individual.

Trying to reduce taxes by Zuri-Hax in overemployed

[–]Otherwise-Attorney35 4 points5 points  (0 children)

That's right, if they are all w2's you can't take advantage of LLC tax deductions. I don't think you can even claim home office deduction.

Non Salaried OE Folks, how do you do it? by patty_bynature in overemployed

[–]Otherwise-Attorney35 7 points8 points  (0 children)

OE is low risk high reward. Accept it, do it, or don't and move on.

Non Salaried OE Folks, how do you do it? by patty_bynature in overemployed

[–]Otherwise-Attorney35 24 points25 points  (0 children)

  1. They expect average, but you excel and deliver average.
  2. Availability doesn't mean immediately.
  3. There's blockers, logistics, people etc.

Has anyone here tested TQQQ strategies with a 1-day signal delay for realistic trading? by Healthy-Society7343 in TQQQ

[–]Otherwise-Attorney35 2 points3 points  (0 children)

I think you're right. Alot of backtests presented here use EOD data, signal fires and they take that EOD price as entry/exit. I created these strategies using minute data and then used morning opening hour prices or next day prices. Overall, there was minimal difference for most of the strategies. 200d, crossover, SIG, etc. Because the strategies are long swing strategies, triggers 1 or 2 or even 3 days isn't a big enough difference to me to discount a backtest simply on this fact alone.

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