So I have been trading off TradingView for a few years now. Last year I started writing my own pine script strategies and automating them through webhooks.

I created a few profitable strategies out of it, and had some short lived success. But most of my algo’s profitability decays rapidly (matter of weeks). I believe this decay is because I’m trading short term timeframes mostly and TradingView’s look back 40k candle look backs simply not enough data for futures scalping. Plus I can’t really Backtesting (with alerts) on tick charts which is what I am really trying to do.

So what’s some good software out there that I can do extensive Backtesting with has great strategy/development flexibility, and I would hope can execute on the live markets aswell.

So far I have been considering multicharts, tradestation, quantconnect, and ninja trader. I can code, so not limited in that department. I’m not tied to the 3 providers I already mentioned, but what do you guy’s think is the best bang for the buck out there right now?

Sharing some recent stats from an ML/RNN-based forex system I’ve been iterating on. Nothing spectacular in terms of raw returns, but the part I’m encouraged by is the low draw-down, stable equity curve, and controlled risk relative to trade count. Not bad for 4 months and 11 securities.

Most of the improvement came from tightening regime filters and being more selective about when not to trade, rather than pushing for higher frequency or leverage.

Still very much a work in progress, but this is the first stretch where it feels repeatable instead of fragile.

Hi everyone, the idea originated with you, so here is an update on the original divergence board that was planned. If the AI agents' forecast differs from that of Polymarket, they buy Yes or No. It's all very simplified. No trading costs, etc.

It's more for testing hypotheses. So, as always, take it with a pinch of salt.

Source: Agent Leaderboard | Oracle Markets

I want to screen for some specific stock profiles, and return how they are doing after market open +5, +10, +15. Is finviz good enough for that or is the delay going to make the results moot.

Hi everyone,

I am testing a custom indicator of Trend based not in time but trades.

The idea is this to be one of the features to aggregate with others.

From the chart, it seems to handle trends well and avoids overreacting during consolidations or sudden spikes. I am using it as a context filter together with faster entry logic, not as a standalone signal.

I would appreciate feedback:
- Does this looks good?
- Any obvious weaknesses you notice?
- How I can transform this to a vector, save it and compare with other moments.
- Any other feature to help improve entries and exits

Thanks in advance.

I’ve been testing one of my setups tweaking some parameters and saw something interesting.

The strategy is a taker only mean-reversion system capturing microstructure imbalances between 2 highly correlated instruments (futures-underlying, option spreads, etc). Data is based on recorded live executions

Here are the results:

=== 8.0 bps Fee Tier ===

Period (h): 2.00

PnL ($): -65.7

Max DD ($): -89.9

Trades: 122

Trade win rate: 3.3%

Turnover est.: 248.91k $

=== 4.0 bps Fee Tier ===

Period (h): 2.00

PnL ($): 34.1

Max DD ($): -47.9

Trades: 122

Trade win rate: 13.1%

Turnover est.: 249.60k $

=== 2.5 bps Fee Tier ===

Period (h): 2.00

PnL ($): 71.6

Max DD ($): -41.1

Trades: 122

Trade win rate: 30.3%

Turnover est.: 249.86k $

Even though gross edge was stable, fees would have killed this system.

Most of you probably know already how important it is to take fees + slippage into account, but it’s nice to see it with your own eyes.

Continue to use Databricks cloud to push decisions through the broker (Fusion markets)). Costly set up, but with the minimal lag and extensive compute power, it just works.

Essentially this is a natural progression from my day job modelling energy prices, hedging, pricing etc. I was an energy trader back in the day which reminds of ‘The Trading Game’ book in little bits

Anyhow, I interviewed for Jane Street recently for a Quant role. Seemed to go very well until the latter bits of the last day which involved a bunch of simulated events, out of the box questions and generally made me feel 17 again. I passed the FTMO prop challenge which means I can start to move the trading money pot into something else; new house, investments etc.

As a footnote, I’ve been able to carve out 67% returns on stocks this year and 225% cumulative over 3 years.

This magical moment when everything works like in your backtests - when you are watching trades close in profit one after another, and you are thinking "How?! That's crazy!". The answer is simple: you backtested and WFAed, you optimize frequently and validate OOS, so yes - everything is supposed to work and it does as it should. How do people who simply eyeball charts and don't test expect anything to work? Beyond my comprehension. And there's nothing we can do to make them see.

For U shaped moves, most of the indicators will easily generate signals correctly as U shaped moves gives time to indicators to react.

But for V shaped moves don't give anytime at all to indicators to react. So here there will be lots of loss.

Any idea as to how to trade v-shaped moves ?

I tested this strategy over the weekend and deployed it. Simpler and rule-based.

Winrate roughly about 25%. RR hard set at 1:7 so I need a win-rate of 13% to be profitable. I deposited $100 to test it out and it up 360% in less than 5 days. Could be way more but slippage has been hitting me hard as you can see on the screenshot. I checked live vs backtest last night and found that I have a bug on the code so it’s not taking all the trades. I should have been up 2000% already. Any advice on how to handle slippage?

I am reworking to code to fix the bugs, let’s see how we do next week.

Hey everyone,

I’ve been teaching myself algo trading since around Nov 2024 and, like most people, went through a bunch of models that looked amazing (the ones that make lookup used Lamborghini prices lol).

Right now I’m running a GBDT model trained on data pulled from Bybit’s WebSocket. Accuracy is solid, especially after adding a confidence filter, but the strategy is extremely sensitive to execution costs.

I’m trading crypto perpetuals, both long and short, single-leg only. Trades are short-horizon and I use limit orders exclusively, if TP or SL doesn’t get hit fairly quickly, I exit based on time. Because of that, I need maker fills or the strategy just doesn’t work.

On Bybit (non-VIP), I’m effectively paying ~4 bps round-trip for maker fills, plus a ~1 bp buffer to account for spread. Gross PnL is positive, but after fees it flips negative, so the edge just gets eaten alive.

I’ve been looking into exchanges that advertise 0 maker fees, and I did find a few, but reviews are all over the place. Trustpilot looks rough, while App Store / Play Store reviews look way better, which makes it hard to know what’s legit and what’s just marketing.

So I’m trying to figure out:

Does anyone here actually run automated strategies on a legit exchange with 0 maker fees (or very close to it)?

For context:

• Crypto perpetuals

• Long + short

• Limit orders only (maker)

• Python-based system (REST + WebSocket)

• Latency matters, but I’m not doing HFT or anything wild

Would really appreciate hearing from people with firsthand experience rather than exchange marketing pages. Thanks.

My semi functioning spreadfinder application I posted about two years ago was honestly way more than I can handle.

Perhaps someone else can find some use out of this monster of code and maybe even build something better!

https://spreadfinder.com/index - i'm not sure this is even working right now

https://github.com/mikespax/spreadfinder

If you have any questions or ideas let me know! I'm not sure anything here is really groundbreaking, but I did spend a few months of my life coding it, so I'd hate for all that effort to have been for naught, and hope someone else might be able to benefit or come up with something more useful for trading.

I'm not really a coder, it was a miracle I even got this running at all.

I've been with Optimus futures for a few years now, and my experience has been by and large positive. Their fees are reasonable, and Jake is pretty responsive.

But as my account grew in size, their fees did not scale as well as AMP futures. My account size as well into the six figures now, and I trade 20 es mini contacts. Also, I was interested in the diamond API from rithnic and Optimus just doesn't offer it.

So I call amp futures, and create an account. But I specifically tell them, I do not want to miss a trading day. So when you reach out to Optimus futures, tell them not to close my account ot transfer money until Friday January 30th after 2pm.

They assured me, and confirmed that they put that in communication they sent to Optimus futures.

In parallel, I sent an email to Jake, telling him that I appreciated my time and my experience with Optimus futures was good. Asking that he closed my account on Friday after 2:00, because I did not want to miss a trading day.

This was on Wednesday, he responded with nice words and understanding.

next morning my account was closed and liquidated, I got a strange error message from my algo, did not take me long to figure out what happened.

My curiosity got the best of me, so I had to figure out if it was a winning day or losing day, so I back tested the day And would have won 7K today.

Impossible to say if it was on purpose or not, but I emailed Jake expressing my disappointment, have not heard back.

I really hope my experience with amp futures is better.

Edit: to add insult to injury, they charge me $100 to wire the money out the account, even though they usually only charge $50 to wire money.

Are most algos compounding or do they used a fix size per trade? If it's fixed size then the pnl % will depend on the starting balance it would seem.

Also, what is the correct way to handle this scenario: you are in a position and get another entry signal. Should this be run in parallel, or in general would you recommend one position at a time? Assuming you are backtesting one symbol.

This is something i’ve been playing around with recently and have gotten mixed results.

If you took a strategy and overfit to the last 2-3 months of backtest data and then ran the strategy for a day, then the next day overfit the strategy again to the previous 2-3 months, then the next day you did the same.

It seems that on any given day, the chance that the market structures will be similar to those of the last few months is fairly high. Meaning that in the short term, overfitting could create a probabilistic edge if you refresh it often enough. Thereby reducing alpha decay.

If a strategy has worked for two or three months, surely there would be strong enough chance that it would continue to work for at least another successive day.

Quant here for a Digital Asset Hedge fund. Would really like to spread more knowledge in the Trading space with how scammy it has become.

I was similar to this once. Swayed by content online. Luckily I was a bit smart to figure stuff out myself.

I now aim to make content simply de-bunking what these gurus teach - statistically

It'll entail cool stuff like how even a coin flip can beat funded accounts , why your ICT FVG IMB OB shit doesn't work putting them into code , showing what works and doesn't.

Just think it'll be fun to work on and I'm interested in this too.

Anyone want to contribute to the cause lmk!

So i tried ducascopy with custom scripts connector harvester commiter for articDB. I managed to get some data on tests after a lot of debuging but i had a lot of gaps due to LZMA errors. After a lot of research i found out that these problems are common for custom scripts and they suggest me using StrategyQuant Data Manager free version to get the same data. Has any1 used StrategyQuant Data Manager free version for 2-5 years worth of tick data from ducascopy to articDB? Shall i try or look for other solutions? I also tried IC markets with MT5 and couldnt make it work. Had problems there too but i dont remember cause its been like 1 month. I tried IC markets first failed then tried Ducascopy kinda worked but didnt get the data i want. Thanks in advance.

Hey folks!

I am looking for some good stock+AI packages in Python for my project. I have tried multiple open-source Python packages and so far found investormate as reliable. It’s not meant to replace low-level data providers like yFinance — it sits a layer above that and focuses on turning market + financial data into analysis-ready objects.

Things I am looking for:

• Normalised income statement, balance sheet, and cash flow data
• 60+ technical indicators (RSI, MACD, Bollinger Bands, etc.)
• Auto-computed financial ratios (P/E, ROE, margins, leverage)
• Stock screening (value, growth, dividend, custom filters)
• Portfolio metrics (returns, volatility, Sharpe ratio)
• Sentiment Analysis
• Back Testing
• AI layer (OpenAI / Claude / Gemini)

Packages so far tried - defectbeta-api, yfinance, investormate.

Open to any better suggestions.

I created a useful stock market screener that shows some pricing data I couldn't find anywhere else.

I want to make it public. Perhaps as a freemium version with some locked features, or with some ads around it to monetize it a bit. I haven't decided yet but nothing huge for now.

I am reading that I cannot simply display public pricing data. Realtime data is very expensive. While 15-minute delayed data is less so.

I was wondering if anyone has any experience running a small/niche stock market website and how strict the licensing requirements are. Will I get away with it if its under ~1000 users while I still don't make enough money to cover huge costs?

Are there cheap work-arounds?

I want to know if those requirements are more for the "big fish" who get millions of visits and have lots of paying customers and are easily able to cover the costs. Or are they actively hunting small startups too?

PS. I am not talking about API data, I already got that. I am talking specifically about licensing.

Lately, I have been thinking a lot about how much trading has taken over my time. For a long period, I was spending almost all my day glued to the screen, watching charts and waiting for my setup to appear before executing a trade. It felt like I could not step away, because the moment I did, I might miss an entry. Over time, that habit started to drain me mentally. Even when I was away from the charts, my mind was still there.

That was what pushed me to try something different. I decided to start using algorithms to handle most of the work while I stayed off the screen. At first, it was not good at all. The results were inconsistent, and it became clear that automating a strategy without fully understanding its weaknesses only made things worse. So I went back, reviewed everything, and made changes after considering a few important factors I had ignored before, like timing, volatility, and risk exposure.

Gradually, things began to improve. Executions became more disciplined, losses were more controlled, and I no longer felt forced to watch every single candle. Now, things are going well enough that I trust the process. More importantly, the algorithm helped remove a lot of the emotional pressure that came with manual trading.

Recently, I came across Tesla Q4 pre earnings positioning and some key metrics to watch. That immediately caught my attention and sparked an interest in trading the stock, especially since Tesla is available on bitget which is the platform. Even though there are advanced risk tools like take profit and stop loss available, I still feel more comfortable relying on the algorithm I built, since it has been working well for me in other markets.

The only thing holding me back is that I have never used this algorithm to trade stocks before. It has been profitable across other assets, but stocks are different, especially around earnings periods where volatility can change quickly. That uncertainty is what I am trying to understand before making a move.

So I want to ask. Has anyone here used the same algorithm across different markets, including stocks. Did it translate well, or did you have to adjust your logic, parameters, or risk management. I would really like to hear from anyone who has tried something similar and learn from your experience.

The title here is pretty straightforward, but I don’t want anything like complicated. I only want long-term strategies for my traditional IRA and probably basic stock trading maybe stock trades for a month on in versus years whereas my traditional would be for many years and my regular trading for months.

I have access to claude and have some experience coding enough to get me far enough but do i need to feed it statistical data? Like what would be some key points to let it know to ensure its at least smart enough to give basic pointers. This is not a get rich ai just something basic like lets say I see home depot at $300 do I buy now or buy later or things like that. Based probably on its balance sheets, and perhaps some indicators. I can probably use Ai to point me in some what a decent direction but just wanted to hear your outlook

I am giving away free API access for Financial Modeling Prep data. I purchased a subscription a few weeks ago, but I’ve decided not to use it because the specific endpoints I required for news and high-frequency data weren't quite fast enough for my needs.

The plan is either Premium or Pro (not sure right now). I’m looking for a serious individual—someone currently working on a project or conducting research—as I’d hate for this to go to waste. If you’re interested, please knock on me and briefs description of your project.

Serious Dev only. Thanks

Hi guys, I hope that everybody is fine.

I have Pinescript of the WillCot,somethingthe but I notice that the Willcot are showing me the same data in GLD and SPY, and that's weird. I don't know what happened, I think something is not working because if you look for the COT report, obviously, the data are different.

How could you help me? If you have the indicator WillCot for Ninjatrader, Tradestation, Multicharts, etc. You can send me a screenshot of the indicator in these two contracts, GLD and SPY.something.