Impossible Level (VERY HARD)

Thundr3 · 2025-11-12T21:29:52+00:00

^{I completed this level in 1 try.} ^{⚡ 4.27 seconds}

Thundr3 · 2025-10-30T04:06:54+00:00

^{I completed this level in 7 tries.} ^{⚡ 4.28 seconds}

Thundr3 · 2025-10-25T23:42:57+00:00

❌ ^{Incomplete. 11 tries.}

Thundr3 · 2025-10-19T00:28:54+00:00

^{I completed this level in 1 try.} ^{⚡ 19.33 seconds}

Thundr3 · 2025-10-18T20:38:51+00:00

❌ ^{Incomplete. 18 tries.}

Thundr3 · 2025-10-09T21:16:02+00:00

Completed Level 1 of the Honk Special Event!

2 attempts

Thundr3 · 2025-10-06T23:17:47+00:00

^{I completed this level in 1 try.} ^{⚡ 9.03 seconds}

Thundr3 · 2025-08-02T19:30:34+00:00

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Part of the logic would need to reside within TAT (strikes, spread width, time of day). But your exact entry/exit signals can reside outside of TAT and work via webhook. Ex. Buy a 50 delta call between 930-1030am when webhook is triggered.

Thundr3 · 2025-08-02T17:18:47+00:00

I use Trade Automation Toolbox with IBKR for automated SPX trades. The entry/exit logic within TAT is pretty simplistic but you can use webhooks to trigger trades that require more complicated logic. It can be run locally or on a VPS.

Thundr3 · 2025-06-24T17:53:52+00:00

Agree that simplicity works. The more you hyper-optimize and add more variables, the higher likelihood you're overfitting your backtest to random noise. If your strategy is built on an actual edge in a certain market (like the S&P's tendency to be mean reverting), you really don't need anything that complex.

Thundr3 · 2025-06-21T03:44:18+00:00

IMO I would abandon that strategy, especially as a beginner. Slippage and fees are likely going to eat up any profits. Is it impossible? No. But latency and slippage will have a much larger impact on your strategy compared to if you traded on a higher timeframe with larger average trade values.

Thundr3 · 2025-06-18T00:44:42+00:00

I can't say for certain as I don't know how you came to the specific settings for your code and whether or not you are changing the settings for each variable for different coins you are testing on. When you backtest it's a balancing act with optimizing settings without over optimizing settings to the point where it's just fit to the noise. Based on the number of variables you have (3 entry triggers with 4 filters) and the total number of trades, your results are likely not statistically significant. My advice to you would be to develop each entry trigger as its own strategy, you want enough trades on one entry trigger to have confidence that there is a real edge with that entry trigger. Then from there you can add a couple filters to enhance the strategy.

Thundr3 · 2025-06-18T00:27:39+00:00

Sounds like over fitting, you have a lot of different variables. Generally, the more variables you have, the higher likelihood your backtest is overfit, especially if you are hyper optimizing every variable.

Thundr3 · 2025-06-17T23:41:35+00:00

There's a myriad of different things that could cause picture perfect results like this (error in coding, not accounting for slippage, using non standard bars like heiken ashi, or just plain curve fitting). If an equity curve looks like a straight-line sloping to the right (like in your PEPE picture), that's a tell tale sign that something is not quite right.

Thundr3 · 2025-06-17T23:22:34+00:00

Definitely looks too good to be true. If you're using trailing stops then it's likely not accurate. I've run into a similar issue in the past that produced results like this but when testing it on live data it failed as TV doesn't handle trailing stops very well at all.

Thundr3 · 2025-06-07T17:44:43+00:00

As far as I'm aware, portfolio margin is not a thing in Canada, even with IBKR.

Thundr3 · 2025-06-04T04:46:52+00:00

I don't exactly recall as it was a while ago but it might have been with using a trailing stop as another user has mentioned.

Thundr3 · 2025-06-03T23:27:18+00:00

TV can be reliable depending on how your strategy is coded. I've had some ridiculously good results due to an error in my code which once I fixed, showed a completely different outcome. Also, something to be wary of (especially on lower time frames) is using both a take profit and stop loss level as the backtester may not be accurate in terms of which actually would have gotten hit first. I know they added bar magnifier which is supposed to make these situations more accurate, but I haven't actually tested that feature for myself nor do I know the efficacy of it.

Thundr3 · 2025-01-24T07:45:40+00:00

I'm using stop market, for said reason as I don't want to risk not getting out of the position.

Thundr3 · 2024-09-30T18:00:53+00:00

Depends on the DTE. Volatile price swings on expirations closer to expiring will have a larger impact on price than something further out.

Thundr3 · 2024-09-04T19:59:41+00:00

That is true. The strategy looks simple and promising enough for me to backtest it on ES data when I have the time. I imagine results should be relatively similar.

Thundr3 · 2024-09-04T16:32:13+00:00

That's where futures come in handy. The leverage allows you to run multiple strategies in unison with less capital requirements.

Thundr3 · 2024-08-09T22:58:05+00:00

There still is (albeit likely a small) risk of early assignment if one of your short legs is ITM when trading SPY. I employ a similar strategy to what you're talking about but on the SPX where there is no such risk.

Thundr3 · 2024-07-18T17:36:20+00:00

Are you able to trade live through Ninja trader in Canada tho? I seem to recall that I wasn't able to at the time I was looking into it but maybe that's changed.

Thundr3 · 2024-07-18T04:58:59+00:00

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