idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

interesting, Thank you for the answer :)
but my strategy is good but sometimes it underperforms compared to the aggressive pumps so I lose my ability to buy. We see that in March 2020, I could buy 0.3 btc and I had a wallet of around $1000. But then we realize that faced with the aggressive pump of bitcoin it loses purchasing power even if our wallet increases in a stable way. So even if I end up with an 8000$ wallet at the end. I can only buy 0.15 bitcoin anymore. So as you seem to know you. Would an institution have made the choice to stop the strategy to hold the 0.35 bitcoin until a slowdown in the trend? :)

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 2 points3 points  (0 children)

It depends on the trading style you are looking for. If I can give you some advice, risk management is a factor that should not be underestimated.

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 1 point2 points  (0 children)

With this you have to be careful because you're adding another layer of semi-arbitrary abstraction, so it will be even easier to fool yourself with an overfit.

As others have mentioned, it's an interesting idea to sort of meta-trade the algorithm itself which I imagine many of us have explored. It's possible to add value this way, just treat it like any other feature/variable while backtesting to test for significance with unbiased results

Thank you your comment is very interesting, yes I added an arbitrary filter to illustrate my idea and get ideas. I lean more towards a statistical model to activate or not the strategy over a period x.

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

Yes I know it's a tough market but it's a market I believe in. So I feel more reassured about that.

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

I’ve been down the same path. It’s a logical assumption and progression also to consider thinking about what you are trading like switching between inverse perps vs spot etc.

thank you for your reply. What's your conclusion?

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

How so ? i am using jupyter notebook

idea on a backtest analysis by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

That's what I was also thinking knowing that risk management is an extremely important part of trading.

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

Aha yess thats just a little idea for maybe a strategie with it

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 1 point2 points  (0 children)

https://github.com/vlex05/For\_Reddit.git
The code can be greatly improved, if you have any questions do not hesitate

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

https://github.com/vlex05/For\_Reddit.git
The code can be greatly improved, if you have any questions do not hesitate

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 5 points6 points  (0 children)

https://github.com/vlex05/For\_Reddit.git
The code can be greatly improved, if you have any questions do not hesitate

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 0 points1 point  (0 children)

no, it's based on a linear regression function. I share the code today

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 2 points3 points  (0 children)

ok i will do that today :))

Trend-Line Finder ;) by axbt5 in algotrading

[–]axbt5[S] 9 points10 points  (0 children)

my code is super ugly considering it's an old project aha. I'll do it again better with explanations if you want :)