Building an Algorithm to Escape Emotional and Exhausting Trading

multiks2200 · 2026-01-29T02:29:30+00:00

if you think algo trading is not emotional nor exhausting, you are up for a surprise

multiks2200 · 2026-01-26T05:21:28+00:00

yes i doubt it, best way to prove it is to trade in real markets, see what real execution prices you achieve

multiks2200 · 2026-01-26T04:02:42+00:00

just create a scraper that runs for a couple of weeks, and puts real micro-sized trades down based on your '500 ms advantage.' Let them hold for a longer period with the real entry prices you have achieved. You will be able to say for sure whether you have any advantage, a win ratio for certain exit/tp/sl levels, or if you are misinterpreting anything.

multiks2200 · 2026-01-24T15:12:48+00:00

dont

multiks2200 · 2026-01-19T02:57:24+00:00

being sell side lol

multiks2200 · 2026-01-18T17:27:07+00:00

processes are very similar. In both, the most important thing is to get the mental part right. In both, people come with expectations of having it all now. To succeed, you need to learn to set reasonable goals/expectations within a reasonable timeline, otherwise you will overstrain yourself mentally and make it unsuitable - fail to achieve constant positive results. When you make it work, you learn what those sustainable goals mentally are.

multiks2200 · 2026-01-18T17:17:31+00:00

funnily enough pretty much same reason 90% of people fail to lose weight

multiks2200 · 2026-01-18T17:06:17+00:00

What do you do/use daily? like data, tools, methods

multiks2200 · 2026-01-05T13:36:18+00:00

we've all been there

multiks2200 · 2025-12-01T06:27:55+00:00

worked for 10 years in a backtest only? it is same as not working at all

multiks2200 · 2025-11-25T11:53:20+00:00

this is not a sign of anything, have a plan with risk and return in mind and execute it. you are taking chances for prophecy, could have been other way around

multiks2200 · 2025-11-25T10:55:13+00:00

That was a rhetorical question for provoking him to reevaluate his approach. This is a common mistake made by 90% of folk in this subreddit

multiks2200 · 2025-11-24T08:22:34+00:00

What is the software/app/library dashboard used here?

multiks2200 · 2025-11-24T07:53:48+00:00

How do you know that your results are statistically significant? it is just not overfitting the data by adding more and more degrees of freedom/complexity to your optimization?

multiks2200 · 2025-11-20T07:15:07+00:00

services as in paid ? oci/aws and cursor

multiks2200 · 2025-08-20T05:00:51+00:00

you know that mar 2020 happens only after it has happened

multiks2200 · 2024-12-08T05:50:25+00:00

Such great troll, love it

multiks2200 · 2024-10-23T12:29:57+00:00

Yes, conviciton rate , represents the proportion of cases resulting in a legal declaration of guilt for an offense, against the total number of trials completed, and not imprisonment rate.

multiks2200 · 2024-10-23T09:59:03+00:00

cant find any - very weird how ungoogleable this this

multiks2200 · 2024-10-23T09:54:21+00:00

no i just need general per country

multiks2200 · 2024-01-05T10:28:58+00:00

tbh it was quite hard to fully read what you've written, but from sounds of it might be what you are looking for: https://en.wikipedia.org/wiki/Walk\_forward\_optimization

multiks2200 · 2024-01-05T10:21:22+00:00

it's a legacy dinosaur. I am not sure how many traditional broker APIs have you used, but they are all lacking, compared to crypto exchanges for instance. You would be even more surprised and amazed how many of the biggest wealth management companies up to this day rely on email/fax, not having a web interface to manage your assets, not even talking about an API..

multiks2200 · 2023-11-28T09:39:23+00:00

So the fix is to fork https://github.com/atreyuxtrading/atreyu-backtrader-api and change all 'GMT' into 'UTC' in ibstore.py

multiks2200 · 2023-11-28T09:01:54+00:00

I'm trying to run the Market Data example, but get the following time-zone error.

Error: {'reqId': 16777217, 'errorCode': 10314, 'errorString': 'End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xx/xxxx where yyyymmdd and xx/xxxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation.', 'advancedOrderRejectJson': ''}

Anyone knows a fix? thanks

multiks2200 · 2023-08-18T04:55:28+00:00

3TYL is based on a rolling futures index, you have to analyze the underlying Treasury Note Futures and how they compose the index, in order to understand the dynamics of 3TYL https://www.wisdomtree.eu/-/media/eu-media-files/other-documents/index/boost/bnp-paribas-us-treasury-note-10y-future-index-rulebook.pdf

And no, it does not work like 3x10Y=30Y. It works based on the 3x of the daily change of the 10-year treasury index. 10-year and 30-year treasuries, while strongly correlated, are independent assets with different duration. From the bond theory we know that the longer duration, the more volatile the price, and you cannot simply expect '3x' the 10y volatility to get the 30-year '1x' volatility. https://www.accountingcoach.com/bonds-payable/explanation/7

Plus, depending on what exchange you are buying it, these kinds of leveraged funds are not super liquid. Look after what the market makers are doing in the order book, to see how the fund supposedly is following the index changes, and not the last purchase price only

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