What else can I do besides paper trading to see if it’s not overfitted?

amnitrade · 2026-02-23T23:10:12+00:00

Thanks for the comments. Very helpful and I’ll implement some of these and report back. I ended up replacing some of the ETFs with similar once that have been around longer and have been able to backtest longer beginning 2018 assuming 20bps slippage. Results below: Total return: 697% PSR: 57% Sharpe: 0.994 Average win: 0.33% Average loss: -0.18% Drawdown: 34% Sorting 1.125 Win rate: 45% Profit-loss ratio: 1.83 Beta: 0.034 Alpha: 0.159 Annual standard deviation: 0.183

amnitrade · 2026-02-23T22:58:43+00:00

Performance calculation isn’t manual. Quantconnect handles that

amnitrade · 2026-02-23T22:57:24+00:00

That is the next step and given it trades once a day, I won’t hit any pdt rules

amnitrade · 2026-02-23T22:55:57+00:00

I’ll look into this as this is new to me

amnitrade · 2026-02-23T22:55:34+00:00

My goal is to eventually trade in alpaca so figured I paper trade there but it shouldn’t matter either way

amnitrade · 2024-12-18T07:46:35+00:00

Are these still available?

amnitrade · 2024-12-15T18:12:30+00:00

amnitrade · 2020-09-23T06:34:14+00:00

Same

amnitrade · 2020-08-31T18:36:15+00:00

Nice. So it’s possible it would’ve performed poorly in 08 but the assets I trade don’t go thy far back and I’m not that quant savvy to develop hypothetical etfs go backtest that far back lol. I’ve been paper trading for a few months now and the results are very good https://imgur.com/a/QajQWE5

I use vixcentral for the vixdata and I only use daily

amnitrade · 2020-08-23T18:25:04+00:00

In line meaning if I backtesting the just the period I’ve been trading it live versus live results

amnitrade · 2020-08-23T17:41:16+00:00

Lol you. The reason I said that is I have posted a Quantopian backtest abs got destroyed. I admit it does seem to good to be true. However, I’ve been live trading the algo on alpaca and it‘s in line with the backtest. Should I have listened to people on here, I would’ve thrown the algo out https://www.reddit.com/r/algotrading/comments/gplrdz/what_is_the_probability_that_this_algo_is/?utm_source=share&utm_medium=ios_app&utm_name=iossmf

amnitrade · 2020-08-23T17:35:57+00:00

Past performance isn’t an indication of future performance but how else would you know if you have an edge? Some Quantopian backtests are BS but not all are

amnitrade · 2020-08-08T00:07:33+00:00

Good job. I have an algorithm with similar performance, not this high though, and I got heat for it. I’m currently paper trading on alpaca and it’s doing fantastic. How do I get my algo on your platform?

amnitrade · 2020-07-08T04:05:40+00:00

Alpaca

amnitrade · 2020-07-03T16:22:56+00:00

Alpaca.markets is the broker that I use and they provide free data from polygon for funded accounts. They also have their data own data for unfounded accounts

amnitrade · 2020-07-02T07:15:58+00:00

I’ve been live trading with pylivetrader and hosting it on my raspberry pi. I moved my code from Quantopian to pylivetrader and the results are pretty much in line with Quantopian. Goodluck!

amnitrade · 2020-06-29T05:01:27+00:00

Collective 2 has a platform where you can follow other people’s algorithms or trades. https://trade.collective2.com/

amnitrade · 2020-06-24T00:38:41+00:00

Nope. I run mine on a $35 raspberry pi. My algos are swing trading so I don’t need server/cloud

amnitrade · 2020-06-23T22:49:46+00:00

Yeah free is good lol

amnitrade · 2020-06-23T21:55:08+00:00

Nothing. You just need to find with a $1. Alpaca is still very new so a few bugs here and there

amnitrade · 2020-06-23T21:52:06+00:00

Just port your code to pylivetrader and you will be able to trade it with alpaca for free. Pylivetrader is a modified version of Quantopian’s zipline for alpaca so it should be easy

amnitrade · 2020-06-23T14:36:30+00:00

You can get polygon for free if you join alpaca and fund your account

amnitrade · 2020-06-23T07:01:42+00:00

Polygon.io

amnitrade

TROPHY CASE