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I have a bunch of successful automated mean reversion strategies. I would pay attention to: price: OHLC volatility: ATR, Standard Deviation, Keltner Channels/Bollinger Bands distance below/above and width trend: EMA/SMA, distance away range/reversion: RSI/CCI, ADX Try to be creative with them...

+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 close of SPX index is above its 100 day simple moving average. Doesn't have to be complicated. Kind of missed out going long in 2008 though. :)

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 reason I hate tech so much lol, so much useless crap to keep up with and it's exhausting. All you really need: quality data: Norgate Data a way to...

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 like everything else in life stresses me out more lol. Like where are my keys, what's for dinner, and is she cheating on me?

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 already a solid edge there, and I'd believe there's a much bigger one with his decades of market experience and taking into account fundamentals like...

+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. Often only to find that I am unable to come up with anything better than what I already have, which gives me the confidence to continue trading through...

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 by hand! Big leverage for the big money, baby! (I will also deliver Uber Eats on the side.)

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 hard to come by. But do you really think it's easier to just manually day trade instead?

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 already an example for the relative momentum rotational strategy in the examples folder that it comes with. My bad. Yes, I've read Trading Evolved. I...

As already mentioned, you want to pay for premium data with historical constituents to avoid survivorship bias, Norgate Data. RealTest is best and I'd recommend you start there. It's easier and more fun. AmiBroker is also good. Norgate Data hooks into these two nicely. Stay away from the Python...

Great thread! I have used all of the other commercial tools mentioned, and RealTest (https://mhptrading.com), which was created by Market Wizard @mhparker, is much better, faster, and even easier than all of them. I think if you all switched to RealTest, you will find yourselves much happier and...

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!