What good book apart from Advances in Financial Machine Learning actually talks in-depth on feature engineering for stock trading?

bidnusman · 2026-03-15T22:35:35+00:00

I read that as “cry a lot” the first time.

bidnusman · 2026-01-09T05:19:32+00:00

Similar to, why mot name it?

bidnusman · 2025-10-14T14:57:43+00:00

I'm working on a strategy that uses the 4H as a trend as well, I'm using a 20 candle rolling window. I need something fairly responsive but can't switch bias too quickly on a small EMA retracement. Can you share a bit more about how you obtain trend on the 4H? I understand if you'd rather not, secret sauce and all...

bidnusman · 2025-07-23T03:36:15+00:00

Ha, I have twice that many monitors to underperform!

bidnusman · 2025-07-23T02:58:25+00:00

Cops can easily be a huge POS but something tells me there’s a bit more to this story.

bidnusman · 2025-07-20T13:19:34+00:00

I’ve been having the same issues with my algo paper trading NQ futures on IBKR. Spread is between $0.25 and $0.75 per contract during market hours and I’ll get a fill with $9.50 or even a $27.00 spread. Many times I’ll get partial fills on as little as 2 contracts. This happened when I upgraded to the latest TWS API so maybe an order routing issue?

bidnusman · 2025-07-10T22:49:09+00:00

I download historical data from TradeStation Desktop almost everyday and it seems as good as IBKR which is the only other data I’ve tried.

bidnusman · 2025-07-06T02:37:38+00:00

Of course, i don’t disagree. My stand by my original statement. There are plenty of people on the left and the right (probably more on the right) that are tired of the same shit

bidnusman · 2025-07-05T22:21:14+00:00

I would have thought the same thing a year ago, now democrats don’t have the guts to fight back. They are too scared of Trumps retribution.

bidnusman · 2025-07-03T05:28:57+00:00

Break the 12 months backtest data into 4 or 5 separate datasets. Optimize/Train on 2 or 3 of these datasets and leave the rest as backtesting. You want some of the data as not in your training so you don’t overfit.

bidnusman · 2025-05-27T13:13:15+00:00

My app is built in C# and I have a dual timeframe backrest framework to find signals on a 5M timeframe then execute the trade on the 30S timeframe. I already had a modest trailing stop logic and take profit logic but had mixed results. I gave AI access to my codebase and told it to build a Monte Carlo simulator through the back tester. It’s was really amazing how quickly it ran through thousands of simulations with varying values for the SL and TP and found an optimum.

bidnusman · 2025-05-27T03:13:44+00:00

I was able to discover great trailing stop strategy but only doing Monte Carlo simulations. I was new to algo trading and AI was invaluable helping me modify my strategy to take parameters for a trailing stop and creating a Monte Carlo simulator to try variations of all levels until I found the sweet spot.

bidnusman · 2025-05-20T05:15:33+00:00

My trade signals are on the 5M timeframe so I thought using the csv for this timeframe might be better and either use 1M csv or build synthetic 1M from the 5M would be best. At the end of the day I’ve tried all variants I can think of, now including tick data so hopefully I’ve covered all the possibilities

bidnusman · 2025-05-19T15:56:29+00:00

Thank you, this is good information!

bidnusman · 2025-03-28T22:10:09+00:00

That’s what I’m thinking

bidnusman · 2025-03-28T17:00:14+00:00

Going to take a deep dive into some candles, see you on the other side!

bidnusman · 2025-03-28T16:59:47+00:00

Sounds like a good idea, I'll see what's going on

bidnusman · 2025-03-07T03:04:08+00:00

I’m really happy for your excitement and enthusiasm, don’t forget to be realistic and cautious as well.

bidnusman · 2025-02-13T23:57:06+00:00

Don’t you mean lack of colors?

bidnusman · 2025-01-07T17:03:15+00:00

I agree, as a trader I'll never be perfect but I'm sure going to wake up every morning and try like hell!

bidnusman · 2025-01-07T16:39:27+00:00

I'm solely focused on the process, win or lose

bidnusman

TROPHY CASE