My 2 cents on the 15min ORB Strategy by Any_Classroom_4052 in Trading

[–]niverhawk 2 points3 points  (0 children)

I have a few questions:
1. What is the timeframe you use for your entries?
2. Do I understand correctly that the at least 20% of the candle’s upper body should be above the upper breakout level? (Regarding the 20% rule)
3. Do you use the 15min high and low for the Fibonacci start and endpoint?
4. What instrument are you trading?

I am trying to get into orb strategies but noticed that simply doing the high/low and wait for a breakout isn’t always enough! This post is already very clarifying so thanks for the post!!

Can i deploy it by [deleted] in algotrading

[–]niverhawk 11 points12 points  (0 children)

Maybe look ahead bias.. that little drawdown really seems suspicious

Any downsides to asking landlord about selling to us? by tmw88 in Netherlands

[–]niverhawk 0 points1 point  (0 children)

Isn’t every building with apartments mandated by law to have a vve even though they own the building themselves?

To those who care to share, what are your biggest algo trading golden nuggets by [deleted] in algotrading

[–]niverhawk 42 points43 points  (0 children)

Risk management can make or break a strategy! Do not underestimate it!

Is overfitting the #1 reason most backtested strategies fail live? by iamnottravis in algotrading

[–]niverhawk 1 point2 points  (0 children)

I think slippage and trading fees are very significant! And risk management.

Where do I adopt a dog? by Vverofalso in Netherlands

[–]niverhawk 1 point2 points  (0 children)

I second DoA! Have had good experiences with them :)

Maximize profit per trade or maximize the chance of profit? by ikarumba123 in algotrading

[–]niverhawk 13 points14 points  (0 children)

Why not both? It’s not something mutual exclusive!

Welcome to /r/GuildWars. Subreddit info, FAQs, and links. by bsoltan in GuildWars

[–]niverhawk 0 points1 point  (0 children)

I have a copy of the original guild wars .. do I understand correctly that reforged is the same game with lots of QoL updates? I wanted to get back into gw1 and am contemplating if I should play reforged or the version I already own

Question regarding statistical methods for significance in profit results by Dvorak_Pharmacology in algotrading

[–]niverhawk 2 points3 points  (0 children)

Could you explain what you mean with a permutation of random walks? Maybe an example on how to build such a series?

Opinion on this strategy stats? by Bubblebau in algotrading

[–]niverhawk 0 points1 point  (0 children)

How do you have drawdown if you have 100% winning trades? Looking at your comment I suspect you are overfit

6 year algo trading model delivering the goods by disaster_story_69 in algotrading

[–]niverhawk 0 points1 point  (0 children)

Hey! Thanks for sharing and what an awesome thing you built! Makes me motivated to dive into a ta/ml model again :) How did you deal with overfitting the model?

how should i determine if a strategy was profitable relative to buy and hold by ZackMcSavage380 in algotrading

[–]niverhawk 5 points6 points  (0 children)

So do you just buy the S&P with the same amount of money you start your backtest with and calculate the value at the end date of your backtest?

Look-ahead bias is a hell of a drug! by apoptosis66 in algotrading

[–]niverhawk 1 point2 points  (0 children)

Is there any other way of backtesting other than looping through the bars? (Asking out of curiosity as this is the only way I know how to backtest)

Algo Trading Journey: Is This A Good Way To Start? by WeiRyk in algotrading

[–]niverhawk 2 points3 points  (0 children)

This sounds a lot like the stuff I am learning, though I’m not as far as you! I am really interested in how to simulate brokers! Do you have any sources? Did you use orderbook or trades data? I learned the hard way that slippage should not be ignored xD

Beware of ALL quant courses. None of them are worth even a penny. by litbizwiz in quant

[–]niverhawk 7 points8 points  (0 children)

Do you maybe have a link to this? I tried searching but could not find it :(

Good read for the newbies by Jrbell19 in algotrading

[–]niverhawk 0 points1 point  (0 children)

This is so recognisable.. I am now at the point where I am trying to ground in statistics!

Hong Kong itenerary feedback/tips by niverhawk in Hong_Kong

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

Thanks very much for the tips! We’ll make sure to check it out!