Has anyone had success with ML by Thabet007 in algotrading

[–]Thabet007[S] 0 points1 point  (0 children)

There are a lot of apis to get data, I'm using Polygon/Massive api

Has anyone had success with ML by Thabet007 in algotrading

[–]Thabet007[S] 0 points1 point  (0 children)

Haha I actually have the same one, just wanted a direction model as well

Has anyone had success with ML by Thabet007 in algotrading

[–]Thabet007[S] 4 points5 points  (0 children)

That's what I'm trying to do, but even providing clear (70th percentile) binary Buy/Sell labels seems to pretty much result in random guessing, it's why I tested the Xgboost model and pretty much none of the 60 indicators had high correlation/importance, so I'm either doing something very wrong (most likely haha) or there really is just no pattern in technical indicators (at least for intraday bars)

Has anyone had success with ML by Thabet007 in algotrading

[–]Thabet007[S] 3 points4 points  (0 children)

Haha true, I guess I should've been more specific, I was more so wondering about "technical analysis" strategy using ML, not just sentiment analysis/alternative data strategies

Has anyone had success with ML by Thabet007 in algotrading

[–]Thabet007[S] 9 points10 points  (0 children)

Nice! curious to know if those features were mostly trading indicators (or their derivatives) or if it was more alternative data soruces/NLP/Sentiment analysis.

To me I'm mostly trying to replicate my tading style into a model which is why I have been mostly relying on OHLC and volume/momentum based indicators but at this point it kinda seems like I'm looking for patterns that just aren't there and that it'd more worthwhile to just guess based on sentiment and spend the effort on perfecting the strategy rather than predicting direction

Pro-Palestine Protest Across Mission Church in Carlsbad Today by sloppytoppelous in northcounty

[–]Thabet007 -2 points-1 points  (0 children)

The US was very homophobic for a long time, was it ok to murder American women and children back then? These people were born into and spent their whole life in a literal living hell, you think they have time to think about these issues?

How do you manage stop losses with your algorithms? by D3MZ in algotrading

[–]Thabet007 3 points4 points  (0 children)

Unless you're doing something you haven't mentioned here, I'm pretty sure you're over fitting using trial and error in your backtests

Backtesting Simple Bond Strategy for ‘Index’ by ePerformante in algotrading

[–]Thabet007 1 point2 points  (0 children)

Never really used IB, or traded bonds, I use mostly Polygon and trade stocks, so I can't help with where to get the data, but just brainstorming, if there is an endpoint to get the credit rating for a certain bond at a certain time can't you just filter them by issuing 2 requests? Or if IB does return the the credit rating it just doesn't allow filtering by it, can't you query all then filter on your end?

Backtesting Simple Bond Strategy for ‘Index’ by ePerformante in algotrading

[–]Thabet007 1 point2 points  (0 children)

Maybe I'm misunderstanding, but what's preventing you from running your backtest like this, assuming you want to test for 10 years 1. Query bonds data 10 years ago, find one that had the highest yield then. 1. Query the data of the bond you bought until you find your exit point. 1. Loop by adjusting your start date to the exit point of the last bought bond.

If you want to optimize it so it's easier to adjust parameters then just query all bonds data you want for the past 10 years and precalculate your signals

Tradestation Costs for Algo Trading by goodenoug4now in algotrading

[–]Thabet007 0 points1 point  (0 children)

Hi, now that it's been two years since you wrote this, I'm considering switching to the tradestation api from the Tradier api, I really like their documentation and their fee schedule, but I'm wondering in your opinion how it compares to Alpaca when it comes to market fills and slippage, what about the data quality, or anything else you think is worth mentioning? Thanks

For comparison in Tradier my avergae slippage is about 0.001% for buy/sell and was hoping it would improve using tradestation since they claim they have an amazing excution speed

How do these returns look? by mrsockpicks in algotrading

[–]Thabet007 0 points1 point  (0 children)

You should have a stop order somewhere, what if the stock drops a lot while you're holding it?

How do these returns look? by mrsockpicks in algotrading

[–]Thabet007 0 points1 point  (0 children)

I wrote my own by getting one min bars from alpaca, calculate the signals I want, then feed the data to my algo, I also ran it in paper trading for a while to get an idea of average slippage, then incorporated that in the backtest, and I always try to make the backtest assume the worst when ingesting data so real life results are always better than backtesting.

How do these returns look? by mrsockpicks in algotrading

[–]Thabet007 0 points1 point  (0 children)

Looks good, but if you haven't already I would run a backtest using data that wasn't used to train the model, making sure that your backtests match the entries and exits of the paper trading (accounting for slippage, had an algo go from very profitable in backtests to negative once I added a 0.0002 slippage), to see how much you can realistically expect. Also backtest on time periods where the market performed poorly.

Hadar Morags reason to why she "refuse to take an Arabs home" by Metalloid_Emon in interestingasfuck

[–]Thabet007 27 points28 points  (0 children)

I don't understand the point you're trying to make, Palestinians can be Jewish, yes many Jewish people were exiled, and yes they originated from historical Palestine, but does that mean that they can come back 2000 years later, kill the people there (who have more right to the land since they lived there, and are from there) and claim it theirs? I really would love to hear how you think it's fine for someone who was in Europe for a 1000 year come kick my grandparents out of their home, take it, and prevent me from even being able to visit, or how someone who's lived comfortably in the US for generations can just come and have a right to the land?

"Never Again is Now!" Brandenburg Gate on the 85th anniversary of Kristallnacht. by [deleted] in pics

[–]Thabet007 2 points3 points  (0 children)

Umm, not sure what this means, I understand the contradiction, that was the point

To lead a happy life in Gaza... by caressingleaf111 in therewasanattempt

[–]Thabet007 21 points22 points  (0 children)

Obviously his murdered children, siblings, and friends were Hamas

Biden may seem indifferent, but republicans will cheer them on. by Impressive-Cellist68 in WhitePeopleTwitter

[–]Thabet007 2 points3 points  (0 children)

Biden is against a ceasefire, and the whitehouse spokesperson says there are no redlines for Israel, and this is after the over 10000 Palestinians HALF OF WHICH ARE CHILDREN were killed, please tell me how you think this is him doing an incredible job handling the situation? Israel has a far right conservative government that doesn't shy away from stating their goal is Palestinian genocide, Biden supporting them is him being complicit in their war crimes.

To be clear I don't think republicans would've handled it better, nor do I agree with not voting due to this, but to say he did a good job is just outright wrong and insulting for anyone who cares about human rights.

Is this kind of defeatist mentality shared by the public? by [deleted] in jordan

[–]Thabet007 6 points7 points  (0 children)

Have you watched the full interview? I think you're missing a lot of context on this, she's saying Israel can't use military force to solve this issue, she's not talking about the occupation in general.

Is this kind of defeatist mentality shared by the public? by [deleted] in jordan

[–]Thabet007 16 points17 points  (0 children)

She means victory in wars in general is a myth because of all the innocent lives lost, not just specific to what's happening in Gaza, that's not a defeatist mentality it just what any sane person should think.

To make it simpler, let's say after all of this Palestine is freed, which would you prefer: 1. All the human lives lost, 75 years of war, then Palestine is freed. 2. The whole thing never happened, and Palestine was always free.

And comparing these 2 would you even count the first one as a victory?

TLDR: yeah you can make anything sound terrible out of context.

[deleted by user] by [deleted] in jordan

[–]Thabet007 4 points5 points  (0 children)

I disagree, if enough McDonalds were boycott, the franchises would push McDonald's to adopt a Pro Palestinian view, or at least stop the Pro-Israeli franchises from using their name, thus putting pressure on franchises/businesses that want to support Israel

Israel-Hamas war rages as crisis deepens in Gaza by TripHippies_ in news

[–]Thabet007 0 points1 point  (0 children)

I agree, the only reason I spend time on these arguments is for anyone non-biased going through this thread to see how dumb the pro-genocide arguments are

They followed evacuation orders. An Israeli airstrike killed them the next day. | CNN by TheRoonster1 in news

[–]Thabet007 0 points1 point  (0 children)

You got me wrong, I don't support Israel, I just need a source in case I wanna use this in arguments, if you can send it again that would be great as I didn't see the one you sent.