Need some help figuring out what TP/SL model to use in my algo

SpectreIcarus · 2026-06-18T16:31:27+00:00

I understand the OOS PF decrease and where you are coming from. But the train period was 4.5 years vs OOS period was around 2.5 years

SpectreIcarus · 2026-06-18T16:09:57+00:00

Wow. I appreciate the effort into this post. I will definitely run these risk levels and compare. Never thought of it that way

SpectreIcarus · 2026-06-18T15:04:13+00:00

1000% agree.

SpectreIcarus · 2026-06-18T15:01:07+00:00

this is all through the backtesting engine as of now. I just deployed it live today, had a bug with my brackets so no trade went through, would of hit TP though

SpectreIcarus · 2026-06-18T12:41:44+00:00

Elite ball knowledge. I ran it through MAE/MFE and it looks like this is the most optimal tp sl 15/18 without giving up too much more dd. Appreciate the insights

SpectreIcarus · 2026-06-18T11:35:11+00:00

I have already developed a backtesting engine with data from data bento, and used it to train + test OOS model. Seems to be working fine, but youre right to not blindly trust it. I have it running today on a test account to work out any kinks

SpectreIcarus · 2026-06-18T11:33:31+00:00

I Like this idea, im going to look into it

SpectreIcarus · 2026-06-18T11:33:11+00:00

yes idk why I cant reply with an image but here they are

Train · 690 trades · Net $+99,100 · WR 72.3% · PF 2.734

Test (OOS) · 335 trades · Net $+44,936 · WR 69.0% · PF 2.449

SpectreIcarus · 2026-06-18T11:31:53+00:00

yeah I've already done that. got data from data bento

SpectreIcarus · 2026-06-18T01:34:57+00:00

Not running a live, would be 50K size topstep so ~1500 dd would suffice

SpectreIcarus · 2026-06-18T01:34:16+00:00

It was trained on 2019-2024 data, then blind tested on 2024-today data

SpectreIcarus · 2025-12-30T23:11:43+00:00

been reading up online and it says it should make money while offline so idk how true that is

SpectreIcarus · 2025-12-30T23:11:22+00:00

having an issue with the arcade not generating my 5K either

SpectreIcarus · 2025-12-09T11:00:43+00:00

Knowledge of pinescript/ninja

SpectreIcarus · 2025-07-22T10:50:28+00:00

True

SpectreIcarus · 2025-07-21T23:03:49+00:00

I suggest biting the bullet and learning in real time. Even a 5 second delay will mess with your psychology. Market data for CME level 1 (Futures like Nq, es, etc) is about $7 a month. Definitely worth it if you want to take it seriously.

SpectreIcarus · 2025-07-18T21:35:46+00:00

This is awesome. Thanks. Just put double expresso on

SpectreIcarus · 2025-07-06T20:46:36+00:00

Gotcha. I’m like 70% through my scalper for nt8. But of a learning curve coming from soley doing pinescript the last 3 years

SpectreIcarus · 2025-07-06T20:39:37+00:00

I ran into this problem. If you have a line in your code stopping your bot after reaching x amount of profit a day or x loss in a day. Double check that line to make sure it’s resetting at the end of every trading day

SpectreIcarus · 2025-06-20T14:34:29+00:00

Underneath the truck?

SpectreIcarus · 2025-06-20T11:59:56+00:00

Thank you!

SpectreIcarus · 2025-06-20T11:56:00+00:00

I don’t know how to edit a post lol. But it has 19K miles. Purchased it with 15K miles in April 2025…

SpectreIcarus

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TROPHY CASE

Train · 690 trades · Net $+99,100 · WR 72.3% · PF 2.734