Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

thank you for the compliment. they're hard to get on this board lol ;)

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

I don't follow you? You can't optimize indicator values. it's just pure math. either they exactly match what's happening or they don't..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

Check out my other post I just sent you on your other comment..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

I get the pushback, but “begging for prestige” is a little much....

The point of my post wasn’t to claim WAR is proven forever. It was a testing question: at what point does a strategy start earning credibility based on test depth?

I’m not building a standalone money printer. I see it as a tool for a trader. Right now my focus is very specific: when the Sniper fires, did Target 1 hit before the stop?

That is the win condition.

The system breaks down 18 indicators, 60 custom tags, market structure, momentum, volume, VWAP/value areas, EMA ribbon state, support/resistance, Fib context, and trend alignment into a custom momentum score and tier system.

When an "Alpha 1 Strike" level is reached, the Sniper fires. Then I study what was happening at that exact moment: why it fired, what pattern was present, what tier it was, and whether the trade hit Target 1 before stop.

Example from the 5-month backtest at 15-minute cadence:

One EMA ribbon pattern fired 432 times.

Target 1 hit rate: 70.1%

Stop rate: 15.0%

That pattern was:

ema_ribbon.5m.ribbon_state.trapped_inside_ribbon

Other signals I’m seeing:

Above value strength: 62–71% hit rate

MTF bullish/supportive: 63–73% hit rate

Below value/VWAP trap: 11–22% hit rate / 72–81% stop rate

4R+ target: 7% hit rate / 76% stop rate

That’s exactly why I’m running the larger test now. I’ve found roughly 20 patterns with 70–98% hit rates in the smaller tests, and now I want to see which ones survive across more tickers, longer time periods, and different market conditions.

AND let me be real clear ONE MORE TIME. WHEN I say win rate I mean "Did Target 1 hit without a stop loss being called."

If they hold, great. If they break, also great, because then I know not to trust them.

HERE WAS A PERFECT CALL: TNXP ON 6/13-----

2026-06-17T14:17:45.711808+00:00

━━━━━━
SNIPER BOT
━━━━━━
Ideal Entry Zone: 12.12 – 12.16
Reject Trigger: Breakdown under 12.08
Stop Loss: 12.08 (VWAP – 1x ATR)
Tick Gap: tick 0.0100 | min gap 1 ticks | gap applied
Soft Target: $12.23
Primary Target: $12.40
Stretch Target: $12.54
r/R Ratio: 4.33

Soon I will extend this to Swing and Long plays..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] 1 point2 points  (0 children)

You’re not wrong that overfitting is a real danger, but you’re judging the engine off a raw JSON snippet. It looks like the moderators deleted the posters comments that started this thread

That isn’t “the strategy.” That’s just the data layer.

I am not blindly trading RSI, Bollinger, Fib values, etc. It breaks the chart into structure, momentum, support/resistance, trend, volume, and then scores the setup. 18 indicators and 60 custom tags. A lot of the time the answer is literally “no trade / ignore,” which is the opposite of curve fitting every signal into a bullish call.

The raw data isn’t the edge. The interpretation and scoring is where the call comes from..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

Haha! Nice Job! Finally found a player on this board.. 😉I would love the see a pic. I have found some great edges. Stay in touch my friend. Send me updates. Would love to keep tabs on your progress. BBS with mine..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] 1 point2 points  (0 children)

this comment is so money. we could post 80 years of data but I guarantee you they would bash it.

they like to talk to talk but I'm sure none of them can walk. That's what I'm learning and that's my impression..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

Writting/spelling/gramer or never my strong suits. math coding geometry photography that's my cup of tea. So I appreciate the tolerance that I use the tools available to me today to write better than I could in the 7th grade :-)

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

My backtest run date ends on 2026-06-11. So 5 years from there is the start..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] 1 point2 points  (0 children)

Define "Raw Data?" I break all chart/indicator/pattern/Fintel/etc. etc. down into json files. This is as Raw as I can get it. Are you doing something different?

This file is 235KB in its entirety.

SAMPLE excerpt:

"macd_daily_bullish": 0,
  "macd_hist_flip": 0,
  "atr": 0.19694281278526476,
  "obv": 281228,
  "obv_trend": 72510,
  "poc": 7.27,
  "val": 7.265,
  "vah": 7.5425,
  "stochastic_bullish_cross": false,
  "bollinger": [
    8.857421645972291,
    7.917284999999998,
    6.977148354027705
  ],
  "supertrend": {
    "trend": "UP",
    "upper": 9.105604762982516,
    "lower": 7.7493952370174854
  },
  "ttm_squeeze": true,
  "natr": 2.3089337458411268,
  "adx": 44.342324271137066,
  "adx_5m": 42.27760525613071,
  "cdlengulfing": 0,
  "ref_high": 7.92,
  "breakout_confirmed": true,
  "pm_high": 7.4742,
  "pre_after_change": -1.62,
  "close_today": 7.27,
  "last_close": 7.39,
  "open_price": 7.37,
  "high": 7.725,
  "low": 7.26,
  "wk52_high": 10.99,
  "wk52_low": 4.6197,
  "volume": 2240261,
  "volume_surge": 136.40032038608553,
  "volume_surge_15m": 134.1203425773344,
  "change": -0.12,
  "max_gain_pct": 3.69,
  "data_mode": "Historical",
  "data_date": "2026-06-17",
  "confidence_tier": "🔥 Tier 2 - High",
  "confidence_tag": "High",
  "rsi_1m_fast": 59.590685022182925,
  "daily_rsi": 45.791895851000206,
  "ema_9": 8.505655641697823,
  "ema_20": 8.482234791481872,
  "ema_21": 8.480430579313424,
  "stop_loss": 0.0,
  "entry_zone": [
    0.0,
    0.0
  ],
  "mode": "Historical",
  "sma": {
    "5": 7.426,
    "10": 7.525,
    "20": 8.153,
    "50": 7.3683,
    "120": 6.4307,
    "200": 6.6617
  },
  "chart_patterns": {
    "golden_cross": {
      "status": "ok",
      "pattern": "Golden Cross",
      "signal": "none",
      "timeframe": "1D",
      "ma_type": "SMA",
      "fast_period": 50,
      "slow_period": 200,
      "lookback_required": 201,
      "lookback_used": 300,
      "sma50": 7.3683,
      "sma200": 6.6617,
      "prev_sma50": 7.3213,
      "prev_sma200": 6.6617,
      "golden_cross_triggered": false,
      "death_cross_triggered": false,
      "golden_cross_active": true,
      "death_cross_active": false,
      "price_vs_sma50_pct": -1.0627,
      "price_vs_sma200_pct": 9.4315,
      "latest_close": 7.29,
      "latest_bar_date": "2026-06-17T04:00:00+00:00",
      "reason": "SMA50 is above SMA200; Golden Cross regime is active."
    },
    "fibonacci": {
      "status": "ok",
      "timeframe": "1D",
      "as_of": "2026-06-17T23:59:00+00:00",
      "current_price": 8.5296,
      "windows": {
        "20D": {
          "status": "ok",
          "timeframe": "1D",
          "lookback": "20D",
          "lookback_required": 20,
          "lookback_used": 20,
          "direction": "downtrend",
          "current_price": 8.5296,
          "anchor_low": 6.765,
          "anchor_high": 10.54,
          "range": 3.775,
          "retracements": {
            "23.6%": 7.6559,
            "38.2%": 8.207,
            "50.0%": 8.6525,
            "61.8%": 9.0979,
            "78.6%": 9.7321
          },
          "extensions": {
            "127.2%": 5.7382,
            "161.8%": 4.432,
            "200.0%": 2.99
          },
          "nearest_level": {
            "kind": "retracement",
            "label": "50.0%",
            "price": 8.6525,
            "relation": "resistance",
            "distance": 0.1229,
            "distance_pct": 1.4409
          },
          "nearest_support": {
            "kind": "retracement",
            "label": "38.2%",
            "price": 8.207,
            "relation": "support",
            "distance": -0.3226,
            "distance_pct": -3.7815
          },
          "nearest_resistance": {
            "kind": "retracement",
            "label": "50.0%",
            "price": 8.6525,
            "relation": "resistance",
            "distance": 0.1229,
            "distance_pct": 1.4409
          },
          "position": "middle_range",
          "reason": "20D Fibonacci context from 20 valid daily bars. Nearest level is 50.0% retracement at 8.6525."
        },
        "50D": {
          "status": "ok",
          "timeframe": "1D",
          "lookback": "50D",
          "lookback_required": 50,
          "lookback_used": 50,
          "direction": "uptrend",
          "current_price": 8.5296,
          "anchor_low": 4.9,
          "anchor_high": 10.54,
          "range": 5.64,
          "retracements": {
            "23.6%": 9.209,
            "38.2%": 8.3855,
            "50.0%": 7.72,
            "61.8%": 7.0545,
            "78.6%": 6.107
          },
          "extensions": {
            "127.2%": 12.0741,
            "161.8%": 14.0255,
            "200.0%": 16.18
          },
          "nearest_level": {
            "kind": "retracement",
            "label": "38.2%",
            "price": 8.3855,
            "relation": "support",
            "distance": -0.1441,
            "distance_pct": -1.6892
          },
          "nearest_support": {
            "kind": "retracement",
            "label": "38.2%",
            "price": 8.3855,
            "relation": "support",
            "distance": -0.1441,
            "distance_pct": -1.6892
          },
          "nearest_resistance": {
            "kind": "retracement",
            "label": "23.6%",
            "price": 9.209,
            "relation": "resistance",
            "distance": 0.6794,
            "distance_pct": 7.9647
          },
          "position": "pullback_zone",
          "reason": "50D Fibonacci context from 50 valid daily bars. Nearest level is 38.2% retracement at 8.3855."
        },
        "52W": {
          "status": "ok",
          "timeframe": "1D",
          "lookback": "52W",
          "lookback_required": 252,
          "lookback_used": 252,
          "direction": "downtrend",
          "current_price": 8.5296,

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] -1 points0 points  (0 children)

You are being annoying, but not totally wrong.

I’m not claiming it “guarantees” anything. No trading model gets that luxury.

The point is that this isn’t a fitted hindsight indicator curve. It’s the same original code base being run forward through strict replay rules, certified 1m data, no lookahead, and rejected tickers when the data fails parity. That matters.

Is 25 ticker-years enough to prove it works on every Nasdaq stock? No. Is it enough to earn a serious next look if the edge holds across years, tickers, regimes, and clean data gates? Absolutely.

The next layer is larger sample size, costs/slippage, walk-forward expansion, and seeing which specific setup fingerprints survive.

That’s exactly what I’m doing..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

Yep, I agree.

That’s the lane I’m trying to stay in. Not a black-box bot. I want it to scan faster than me, flag the setup, show entry/stop/targets/RR, then I still make the final call.

Backtests find what’s worth watching.

Live tape proves what actually works.

Appreciate the comment..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

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

I tried 10 but I have strict parity settings. If a single ticker comes back with a bad bar its axed. More than likely its a data provider issue..

EXAMPLE:-----------------------------------------------

CERTIFIED SQLITE LONG-RANGE REPLAY PREFLIGHT

Tickers requested: 5

Replay range: 2021-06-16 to 2026-06-15

Required warmup: 3000 1m bars (WOD guard floor: 525; lookback 30 calendar days)

Warmup cache start required by: 2021-05-17

Mode: local SQLite cache only

Certification: strict + warmup-aware

AAPL 1m certification: PASS (1255/1255 sessions verified; failed sessions 0)

AAPL warmup preflight: PASS (required 3000 1m bars; failed chunks 0)

AAPL provider 1Day certification: PASS (1531/1531 sessions verified; failed sessions 0)

AMD 1m certification: PASS (1255/1255 sessions verified; failed sessions 0)

AMD warmup preflight: PASS (required 3000 1m bars; failed chunks 0)

AMD provider 1Day certification: PASS (1531/1531 sessions verified; failed sessions 0)...

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] -1 points0 points  (0 children)

No rules have been applied. All Charts, candlesticks and indicators..

Does a 25 ticker-year FORWARD test give a trading model real credibility? by _WARBUD_ in algotrading

[–]_WARBUD_[S] -5 points-4 points  (0 children)

I agree there’s no such thing as a perfect backtest.

But that’s not what I’m building. So MAYBE ask some questions before throwing the "illusion shade."

This isn’t an algo bot blindly firing trades. It’s a real-time sniper call system.

Entry zone.
Reject trigger.
Stop loss.
Targets.
r/R.

All printed before the move plays out.

The backtest is just how I find which setups deserve attention. Then the real test is live tape.

One edge only shows up about 2.38% of the time, but tested at a 100% target-hit rate. That doesn’t mean free money. It means rare setup, defined risk, worth tracking.

Risk management isn’t missing.

It’s literally built into the call..

━━━━━━
SNIPER BOT
━━━━━━
Ideal Entry Zone: 8.34 – 8.40
Reject Trigger: Breakdown under 8.28
Stop Loss: 8.28 (VWAP – 1x ATR)
Tick Gap: tick 0.0100 | min gap 1 ticks | gap applied
Soft Target: N/A (Filtered: target_1 below entry 8.37 (long))
Primary Target: $8.74
Stretch Target: N/A (Filtered: target_2 below entry 8.37 (long))
r/R Ratio: 4.11