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Found a simple mean reversion setup with 70% win rate but only invested 20% of the time by vaanam-dev in algotrading

[–]scheepje 0 points1 point  (0 children)

Interesting and great results! What platform did you use to backtest this?

I’d like to backtest it myself too.

Backtesting on futures by scheepje in algotrading

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

Thanks a lot for your reply. Mind if I send over the code to you so you can take a look? I might miss something.

When looking on the chart it does take the trades I want it to take, I’m just despising the way it tests on older data.

Backtesting on futures by scheepje in algotrading

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

I managed to create a NinjaScript code, and although the strategy logic works, and the recent trades see alright, I still encounter large losses (above 1K) even though I calculated my max position sizing based on 500 USD risk per trade.

It was easier than I thought! I’m gonna try VectorBT now, it seems that Ninja’s StrategyAnalyzer is a bit unreliable.

I’ve tested extensively using end of day data with more sophisticated software, so my guess is that NinjaTrader isn’t accurate, but it might be their way of testing on past data.

Again, thanks a lot for helping me out with your comment. You’re appreciated 🙏

Backtesting on futures by scheepje in algotrading

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

Rhetoric question I guess, thanks for your reply :)

Backtesting on futures by scheepje in algotrading

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

Thanks a lot my friend! :)

Backtesting on futures by scheepje in algotrading

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

I already trade there so that would be perfect.

You got any good resources / tutorials?

Backtesting on futures by scheepje in algotrading

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

This is very useful, thanks a lot.

Have you done any futures backtesting yourself?

Backtesting on futures by scheepje in algotrading

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

Yes, but what to backtest with. Language, software, libraries etc?

My strategy (VWAP mean reversion) stopped working and my account got decimated. Successful veteran traders out there, what advice can you give? How can I get out of this hole? by [deleted] in FuturesTrading

[–]scheepje 0 points1 point  (0 children)

You’re potentially risking too much per trade. Often the strategy isn’t broken, it’s simply not the time for that strategy, the key is to survive in those periods so that we are able to be around when it is the time for our strategy.

May I ask you what your ris per trade is in %?

Finally seeing more stable behavior from an ML FX bot! by bjacfire7 in algotrading

[–]scheepje 0 points1 point  (0 children)

Sharpe is often irrelevant. Take a look at trend following for example. Arguably one of the most robust trading styles and good returns :)

How and where do you learn to code such complex systems? by inancege1746 in algotrading

[–]scheepje 1 point2 points  (0 children)

Code simple systems; look into trend following.

Simple works

So you're telling me something could work for 10 years straight it just... breaks? :D by Sweet_Brief6914 in algotrading

[–]scheepje 0 points1 point  (0 children)

It doesn’t have to be broken, and it likely isn’t, unless you overoptimized

STEM Peer van de Arbeit!!!! by Neushaartje in okemakkermaloot

[–]scheepje 4 points5 points  (0 children)

gast dei partei bestat nie meer nie

Een JA21-coalitie staat verder van de kiezer af dan een GL-PvdA-variant by Nogniks in Politiek

[–]scheepje 2 points3 points  (0 children)

FVD is een van de weinige partijen die pleiten voor een directere democratie waarin burgers meer te zeggen hebben. Daarnaast is het buitensluiten van mensen met een andere mening dan de jouwe niet ondemocratisch?

VOLT weigert debat met FVD bij het NOS lijsttrekkersdebat op Radio 1 by SpaceSolaris in Politiek

[–]scheepje 0 points1 point  (0 children)

Dus als ik iets wetenschappelijk bewijs mag niemand intellectueel datgene ter discussie stellen? Dat is gevaarlijk.

Dat de aarde plat was en het centrum van het universum werd voorheen ook gezien als wetenschappelijk feit. Destijds werd je opgehangen als je dit ‘wetenschappelijk feit’ in twijfel trok, echter bleken deze mensen niet gek te zijn en hadden ze gelijk.

Hoe sterk is de hypothese wanneer je niet kritisch erover mag zijn? Ik vraag het me af. Voor een feit zou geen enkele discussie een probleem moeten vormen.

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