I would agree with others who pointed out - backtesting manually is a good start. Literally going bar by bar and trying to apply your rules...
Python is a general purpose programming language. Any general programming language (such as Python, Java, C++, ...) will be worse for...
The screenshot is not AmiBroker. This software is called "RealTest". It is not currently "easily" available to public, but if you really like the...
As a generic choice - AmiBroker is not too difficult is a very popular one. If you keep your strategies reasonably simple, AFL (their programming...
Aug 19th update over last 2 weeks: Last week account touched a new high. Didn't check balance since. Out of individual trades shorts in GSX and...
On overly competitive markets - in "Dark Pools" there is a story how Thomas Peterffy, who some consider a father of electronic trader but widely...
Yes, it will change as your net worth increases. Today, you are thinking of 100$ as hell lot of Mr Nuddles packages, when you start making few...
I find William Eckhardt's answer from the Market Wizards' to be fairly accurate. When asked what he thinks about people selling systems his...
5% does not sounds like a universal limit on their server side as I routinely push orders thru with greater % LMT that this and not facing those...
When drawdown is x2 of your worst backtest
Awesome! One more reason for me to keep posting Btw, I'm pretty open to ideas to what next posts should be about. Feel free to share your story...
Here you go @traider [ATTACH] The way I calculated was - I've extracted equity $ per strategy for each date this year and used Google Sheet's...
I had MFA turned off for algo account. It has been a tough choice but it is not as bad is it sounds. Since MFA is still required for any...
IB restarts are certainly annoying. I automated bringing it back up with "docker" setup. In this case each app in your trading stack runs in a...
No worries. I thought it is a right time and wanted to express my opinion about this. This is mostly short borrowing costs as I hold most shorts...
It is really whatever you want. It might help to think about it as - to achieve a fully automated trading you need (a) very formally defined...
You are right. My guess would be whatever an increased margin reqs is in effect that would have similar effect as you're describing. But I could...
It is not about about "high" price. NVAX is a biotech, lots of them them will have special margin requirements. Because they move like crazy on...
I think single number like that can be very deceiving so I haven't done this so far. I do look at correlations but it is very visual analysis...
Total PL for the year per strategy? Or some sort of visual version of the time?
Separate names with a comma.