The tax guy at H&R Block when I show up with 40 binders of paperwork because I ran a set of servers with 40 simultaneous scalping algos to execute 45.4 million trades in a year for a net profit of $100.272yr ⋅ Apprehensive-Donkey3 ⋅ r/algotrading
why make a model when you can just run some test data through a neural network!.... Why I freaking hate doing freelancing part:2712yr ⋅ anyfactor ⋅ r/algotrading
Months of development, almost a year of live trading and adjustment, now LIVE5mo ⋅ jerry_farmer ⋅ r/algotrading
Today I ran a new Python based algo on a strategy I was working on during the pandemic. It made 3 successful trades out of 3 in live trading.2yr ⋅ Alcatrazzam ⋅ r/algotrading
How to avoid stop-loss falling into these kind of flash price drops?2yr ⋅ The_Peronist ⋅ r/algotrading
Anyone given it a read? I know it doesn’t really go into actual algo strategies, but it’s been excellent thus far.3yr ⋅ king-chungus ⋅ r/algotrading
14.5 year backtest. What can I do to check if these results are really true? (Details in comments)1yr ⋅ Think-Jackfruit-5151 ⋅ r/algotrading
90 Trades, 2021-2022, 2206% Net Profit, 8.15 Profit Factor, 7.89% Max Drawdown2yr ⋅ ImThour ⋅ r/algotrading
Sharing my quant library, which ones have you read? what would you add to it.3yr ⋅ ninjasoar ⋅ r/algotrading
What Python modules can I use to create my own indicators? Like the indicator below, I very new to Python so please don’t be rude1yr ⋅ anonymousia ⋅ r/algotrading
Description of Rentech's infrastructure a decade ago from old marketing material3yr ⋅ 16431879196842 ⋅ r/algotrading
trade_count: 661, strategy_profit: 8348.32%, max_drawdown: 22.89%. Is this too good to be true? I could not find any bugs. What do you do to verify an amazing result like this?2yr ⋅ andy-change-world ⋅ r/algotrading
Does anyone know why this consistent mid-month dip is hitting SPY (6/18, 7/19, 8/18)? Is this aligned with a monthly data report or is it unattributable?2yr ⋅ BakerAmbitious7880 ⋅ r/algotrading
Why does my my strategy seem to miss a large portion of the bull market every time?2yr ⋅ m22_2000 ⋅ r/algotrading
My little bot has really mastered the Buy High, Sell Low strategy.3yr ⋅ CoffeeJavaAndStocks ⋅ r/algotrading
Performance of my DipBot during the first hour of this morning (9:30am-10am)3yr ⋅ DudeWheresMyStock ⋅ r/algotrading
Compound effect- how a seemingly insignificant portion of returns can have significant impacts on overall returns4yr ⋅ Tacoslim ⋅ r/algotrading
The results of my backtest buying and shorting SPY over the last 400 days. 588 trades, 6 ticks of round trip slippage in both directions. Trade signals are generated from monitoring S&P500 ticker activity each minute. Will take it live next week and report back!1yr ⋅ SeagullMan2 ⋅ r/algotrading
(Machine Learning applied) My Stocks Trading System using Excel VBA2yr ⋅ Long-Term-1nvestor ⋅ r/algotrading
Got my algo trading bot back on track. Went from -28% from starting value back up to 50% above starting value4yr ⋅ MrGruntsworthy ⋅ r/algotrading
Treated myself to some casual reading material... Does anyone have other book recommendations?1yr ⋅ solution828 ⋅ r/algotrading
Linear regression for predicting percentage change in bitcoin price in 24 hours. While it's correlating, the line of best fit is unusual. Is this normal?2mo ⋅ quantumwoooo ⋅ r/algotrading
An interesting strategy with ridiculous returns (backtest code in comments)3yr ⋅ nkaz001 ⋅ r/algotrading
Position Sizing - an example of the effect of efficiently sizing each trade can have on strategy performance4yr ⋅ Tacoslim ⋅ r/algotrading
What methods can I use to select a successful combination of variables for my algorithm?2yr ⋅ flyingrubberduck ⋅ r/algotrading
Where would you place your stop loss and how would you determine it?2yr ⋅ FrivolerFridolin ⋅ r/algotrading
Anyone else getting signal Monday will be a bull market? I don't know why my model is indexing high on March 8th.3yr ⋅ mrsockpicks ⋅ r/algotrading
My automated algo switching crypto trade bot is finally profitable...again3yr ⋅ MrGruntsworthy ⋅ r/algotrading
Since Latest Algo Launch the Market's down 8%, I'm up 9% and look at that equity curve. Sharpe Ratio of 3.31yr ⋅ biminisurfer ⋅ r/algotrading
Never underestimate the power of a simple bollinger band strategy! It works on every crypto pair I could find one minute candles! Just remember one of my golden rules! cross up for a buy and cross down for a sell!2yr ⋅ KommyKP ⋅ r/algotrading
Any thoughts on why Alpaca is also jumping on the “sell only” bandwagon for meme stocks? I thought they exclusively catered to smaller algo traders. I’m having trouble seeing the incentive here3yr ⋅ vbgolf72 ⋅ r/algotrading
This looks like a one-party job. How is this profitable? Isn't it just buying high, selling low, while losing on fees?2yr ⋅ On3non1y ⋅ r/algotrading
The Results from Intraday Bot is in the image below. I want to further fine tune the SL and Take Profit logic in the bot, any help and guidance is appreciated.2yr ⋅ RK_Chamak ⋅ r/algotrading
So I did a thing and built my first system on Google sheets.1yr ⋅ Vasili_Wears_Shorts ⋅ r/algotrading
[QUESTION] Prediction Trading. Is anyone on here making money trading event contracts yet?1yr ⋅ Happy-Quail8758 ⋅ r/algotrading
Has anyone had success using Robinhood API? I have been using it for a month or so but then got this.3yr ⋅ arbitrageisfreemoney ⋅ r/algotrading
[OC] forx - i made a command line tool for checking exchange rates between currencies, both crypto and fiat.2yr ⋅ Gbox4 ⋅ r/algotrading
Why does IB bid/ask historical data for some assets looks like this?2yr ⋅ artificial_lunacy ⋅ r/algotrading
Thanks to all the help from this sub, I was able to create a “technically” profitable (crypto) algo. IRL infinite money glitch here I come!3yr ⋅ Simper9000 ⋅ r/algotrading
Simple Transaction Cost Modelling: Looking at annualised performance as a function of your T-cost3yr ⋅ Tacoslim ⋅ r/algotrading
[HELP] What are your ways of measuring or saying that your model parameters are stable?1yr ⋅ limedove ⋅ r/algotrading
Interesting phenomenon I came across when you keep taking the price difference of a time series3yr ⋅ leecharles_ ⋅ r/algotrading
[revised] Buying market hours vs buying after market hours vs buy and hold ($SPY, last 2 years)3yr ⋅ soulkz ⋅ r/algotrading
What's your thoughts on results like these and would you put it live? Back tested 1/1/21 - 19/12/21.2yr ⋅ KingNazSA ⋅ r/algotrading
Seems too good to be true. I should check my backtesting code again!2yr ⋅ MightySenpai ⋅ r/algotrading
Last two months of algo performance/ stats with actual stocks traded, 250% gain, 36% wins/64% losses, 28 trades, avg win 39% gain, avg loss -.078%. Would love critical thoughts good or bad. Was hoping this was the type of stuff I would see in here more often.1yr ⋅ ThomasFiore ⋅ r/algotrading
Not all algorithmic trading is technical analysis and not all technical analysis is algorithmic trading4yr ⋅ Tacoslim ⋅ r/algotrading
I'm running the entire stock market through my system and have 10+ ML models that pick the best trades . Page 1 is the highest ranked trades1yr ⋅ ariesonthecusp ⋅ r/algotrading
Can someone explain this graph? Why are those with the highest Sharpe ratios most likely to cease trading?2yr ⋅ NumberGenerator ⋅ r/algotrading
'GAIA' cryptocurrency trading bot update #4: Working towards public release. 'Auto' strategy style implemented, that will automatically benchmark all possible strategies against a trading pair and select the most profitable. Initial one-week benchmarking period followed by daily reassessment.1yr ⋅ MrGruntsworthy ⋅ r/algotrading
You backtest your strategy and the first 30 days of live trading verify the statistics. Simulated equity curve looks like this, wyd?2yr ⋅ Reddi__Tor ⋅ r/algotrading
I know these graphs are a bit outdated but it was fun to make, especially matching the dates between stocks and crypto since crypto trades every day. I find it interesting that Tesla and Bitcoin are at the same risk level but Tesla's average returns for the past year have skyrocketed it up1yr ⋅ moquantitative ⋅ r/algotrading
Is 78% Correlation on Prediction to Actual Price Changes? 10k samples3yr ⋅ mrsockpicks ⋅ r/algotrading
Further proof machines are in charge when it comes to trading. Notice how similar the patterns are? Granted, they are in the same sector but still, uncanny nonetheless!2yr ⋅ LeonardoDiYolio ⋅ r/algotrading
Finally made my first successful Forex algorithm! Just need to code it now! Average Yield of 64% per pair per year 🤯4yr ⋅ alex_gilbert1 ⋅ r/algotrading
Correlation does not imply causation - Reddit Mentions vs BBBY stock price today1yr ⋅ DataOverGold ⋅ r/algotrading
Was stuck on this for quite some time, but finally broke through1yr ⋅ bunsenburner325 ⋅ r/algotrading
I spent the last 16 hours in the zone coding and came up with an algo that performs as shown on EUR/USD pair. Is this good performance? Anything I should watch out for? Thanks!3yr ⋅ hartktmk ⋅ r/algotrading
Are you prepared to take on the market this week? If not, here is a watchlist that I created of some potential catalysts I’ll be watching for the week beginning April 18th. Let me know what’s on your watchlist in the comments.2yr ⋅ TheAnonymousProfit ⋅ r/algotrading
Using BollingerBands and Keltner Channels to filter out range bound markets.4yr ⋅ drunkmeerkat ⋅ r/algotrading
Been running a little forward test for a month. Should I give it a try?1yr ⋅ XtalKlear ⋅ r/algotrading
Working on my trading bot. Doing all my own charts to help me see that the math does line up. It’s Work in progress still, but slowly getting my ideas into code format.4yr ⋅ barrard123 ⋅ r/algotrading
What are some solid ways to approach securing MFE without killing the top of my distribution of wins? Algo is profitable in backtest, but win-rate is 23% over 831 trades and has loads of trades that either miss exits/have large MFE but exit at loss.1yr ⋅ fuzzyp44 ⋅ r/algotrading
I found this really bad strategy. Would it be viable for me to just invert every signal it gives?2yr ⋅ A80A90 ⋅ r/algotrading
Anti survivorship bias: This is what a bad day looks like in algo trading3mo ⋅ totalialogika ⋅ r/algotrading
Calculating FCF with the yfinance Python library (see comments for explanation)2yr ⋅ Tonight-Own ⋅ r/algotrading
[LOB features] I keep seeing this picture in papers on how to predict price movement with LOB data. Do you know any article / resources that provide details on how to extract meaningful features from LOB ? Thanks.3yr ⋅ Weird_ftr ⋅ r/algotrading
I don’t know anything about Algotrading, but I just have a feeling I’m being bullshitted. Can anyone confirm?3yr ⋅ Sophilosophical ⋅ r/algotrading
Sharpe Ratio of 7, what did I mess up on? I got into algo last month, not a coder but wondering what I may be missing here2yr ⋅ Downtown-Yak6739 ⋅ r/algotrading
