this story am I the pigeon or is it quantconnect?

Discussion in 'Automated Trading' started by trader221, Jul 22, 2020.

  1. trader221

    trader221

    In this story am I the pigeon or is it quantconnect?

    I want to order a private jet by credit seeing this


    does it happen to you often?
     
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    guru likes this.
  2. guru

    guru

    Turn it on live and find out :)
     
    Atikon likes this.
  3. trader221

    trader221

    yes its the best way for knowing
     
  4. did you include fees and slippage? add a slippage model and run it again and see if it still beats SPX
     
  5. trader221

    trader221

    Yes moreover the fees make about 45% of the profit (enormously high).
    no I did not integrate the slippage.
    that could be the origin of the problem
     
  6. JSOP

    JSOP

    Run the backtest again with the slippage integrated. Still a little strange that the fees would be so high. What kind of fees is that? But still even with the fees included, you are still earning $2+ million.

    Let us know what the result is with the slippage integrated.
     
  7. trader221

    trader221

    As for commissions, I used the Interactive broker fee model.
    I have not put a slip model but I am currently implementing it.

    I will post the results
     
  8. trader221

    trader221

    and I read something that this is the most important part to take into account for a serious backtest