I have a bunch of successful automated mean reversion strategies. I would pay attention to: price: OHLC volatility: ATR, Standard Deviation,...
+1. Here's a long mean reversion system I actually trade. Green line = with index filter, Red line = without index filter. Index filter is just...
Some of those Python tools/libs are ok but it's mostly a rabbit hole that won't lead to profitability. And that data engineer pic is part of the...
Just automate all your trading, don't look at it, and enjoy your life. Whether it's day trading or swing trading, zero stress. Honestly, I feel...
I've been able to come up with some decent automated strategies based on Minervini's ideas, just buying off technicals. So I can confirm there's...
+1 it's a learning opportunity. This is usually when I feel a sudden burst of creativity and motivation to start testing new strategy ideas lol....
I'd welcome the higher volatility. Most of my algos would more aggressively buy the dip.
Thanks for your input. Wow, $50k a day with only a $100k account! I have a lot more capital than that, so thanks man, I'm gonna start day trading...
I'm just curious. How much work and effort, and time did you spend on it? Years? Sure, worthwhile automated systematic trading strategies can be...
My YouTube: https://www.youtube.com/channel/UCelIOdg9pfw6Hg-Dt3x2FHQ
Why do you say that bro? I feel the same way about my ex-girlfriends. :/
Haha wow. UVa Class of 2014 here lol. Did Paul Tudor Jones also mentor you?
It's not hard to learn. In fact, RealTest is so much fun that I just started a YouTube channel about it lol. When you first install it, there's...
As already mentioned, you want to pay for premium data with historical constituents to avoid survivorship bias, Norgate Data. RealTest is best...
Great thread! I have used all of the other commercial tools mentioned, and RealTest (https://mhptrading.com), which was created by Market Wizard...
I took a few minutes to test this out. I added some basic filters and a trailing stop to it. Stats, graphs, and code are attached below. Thanks!...
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