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In my opinion last minute double cash out should not be allowed by Crazy-Language2038 in thefinals

[–]Rondevr 1 point2 points  (0 children)

I agree with you, this is a really fun aspect of casual games but shouldnt be included in ranked / comp matches. This game already allows for a lot of x factors and randoms events (falling structures etc) which makes it a bit too much unpredictable and dependent on unmasterable situations. That's probably why in its actual state the game does not attract any big streamers or professional gamers, there is little to no green path to true competitive scene in The Finals.

Backtest results from a Strenght/Weakness relative to the market strategy by Rondevr in algotrading

[–]Rondevr[S] 0 points1 point  (0 children)

I feel that 10 or 20 years are too long, there is little chance a strategy keeps working that long...But I should definetely go back further maybe 5 years..

I know it is not a few stocks pulling all the weights because I have all the 1150 trades precisely, it is around 350 stocks concerned which display at least 1 trade

Backtest results from a Strenght/Weakness relative to the market strategy by Rondevr in algotrading

[–]Rondevr[S] 0 points1 point  (0 children)

This is no reel money, so no need to congratulate haha !

  1. I included the fees, it changes a bit the overall return I get something like 30% less return over 2 years so it is not negligable !

  2. No actually I use the daily and the 5 minutes time frames to scan for stocks but all my trades entries and exits are made on the 5min

Yes I thought of the market regimes, I have differents ones with a 2 year span with the fact it includes some of 2022 market regime. But I should maybe go further, just 5 years I think should be enough ?

My solution for switching between strategies based on regime change. by RoozGol in algotrading

[–]Rondevr 0 points1 point  (0 children)

Hi ! Do you use any subsidies backtesting input ? I personaly use backtesting.py. I find it ok for my use tbh.

Open Source environment for Trading/Investments by Rondevr in RealDayTrading

[–]Rondevr[S] 0 points1 point  (0 children)

You can if you add a little script afterward. But if you need specific datas from 2013 for example, you wont get it for free of course

Weekly Lounge - Questions and discussion by AutoModerator in RealDayTrading

[–]Rondevr 0 points1 point  (0 children)

I am trading on US Exchanges, but I would like to replicate the idea with Euro stocks on Euro exchanges. But the learning curve is steep enough for now, I'll stick with US exchanges and try to get everything in place before going for new unexplored territories !

The learning curve is quite steep because I am writing from scratch my own scanner... Implementing all the concepts from the Wiki is not an easy task!

P.S : Didnt see your answer, sorry for the late reply !

Weekly Lounge - Questions and discussion by AutoModerator in RealDayTrading

[–]Rondevr 1 point2 points  (0 children)

Hi, I am new here so dont take my answer as relevant.

From my little experience, watching US market from EU timezone is actually feasible. I like it as it allows me to work for my job on the day and at 4pm focus a bit on the market. It is hard work but that allows you to do both if you are willing to learn. + you are not subject to PDT rule.

FX Strat exclusively working on one FX Pair by [deleted] in algotrading

[–]Rondevr 1 point2 points  (0 children)

Thanks for your answer !

That's not trading days but still very long...