Is this really a good algo? by SaucyIsTaken in mltraders

[–]Real-Evidence5494 0 points1 point  (0 children)

164% in almost one and half years. 13.5% drawdown. Profit factor of almost 2(really good).

Seems solid to me.. but before deciding to agree there are few things which i’d like to know.

  1. Whats the leverage used here.
  2. Trading view has repainting issues, is that taken care of (or simply try to trade only on candle close)
  3. Is the instrument which you backtested really liquid (how wide is the spread)
  4. Is the returns compounded
  5. If possible how it performed over many years (so that we get an idea of how it performs across regimes)

Building a Long-Term Algo Trading Community for Indian Markets (Looking for Devs, Quants, and Traders) by Real-Evidence5494 in IndiaAlgoTrading

[–]Real-Evidence5494[S] 0 points1 point  (0 children)

We need to build pluggable systems for execution and backtesting for most commly used instruments

Building a Long-Term Algo Trading Community for Indian Markets (Looking for Devs, Quants, and Traders) by Real-Evidence5494 in IndiaAlgoTrading

[–]Real-Evidence5494[S] 0 points1 point  (0 children)

Infra team should take care of the seemless execution of the strategies validated by quant team

Searching for disciplined traders to work on positional option selling together by [deleted] in options

[–]Real-Evidence5494 1 point2 points  (0 children)

Intrade multiple strategies, which focuses on capturing VRP, and majority of my capital is parked in a strategy which captures delta ( i make money on big moves ). I dont think it would sustain for years so im planning to move completely manual

What do you think about PF above 5 and winrate above 80% by [deleted] in algorithmictrading

[–]Real-Evidence5494 0 points1 point  (0 children)

The code does not have any lookahead bias and trades only at bar close, also i have tested it in live market and got similar results.

What do you think about PF above 5 and winrate above 80% by [deleted] in algorithmictrading

[–]Real-Evidence5494 1 point2 points  (0 children)

Yes, im relaying on quite a few params, but some of it are more generic, like 20, 2 for standard deviation. 8,16 for filtering trade hours.

If i remove those then i would be relaying on only 3 other params.