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Wealth lab

My basket of ETFs is very diverse. Basically it is all the big leveraged ETFs. Different countries, sectors, commodities, inverse...

Lets say I have a set basket of 50 ETF's that I like to backtest and trade with. I run a backtest and get good results and decide to trade a strategy, but I notice about 10/50 of the ETF's perform poorly with the chosen parameters. 1. Would it be considered over-fitting to exclude those 10...

There is a %daily change data file for UPRO simulated back to 1986. I downloaded it and tried to convert it to Close data. I just took an arbitrary # (100 I believe) as my starting close value and then applied the daily changes to it to simulate UPRO so that I could upload it into my software...

I would be happy with data going back to the 2000 crash. Is there a reason that I should not want that data? I’m planning more of a buy and hold strategy with some risk controls so i need to see what my potential drawdowns are.

the real data only starts in 2009 so I’m trying to simulate it going farther back.

Ok sorry… any help?

I don’t want completely simulated data I guess. I want to generate historical or pre-inception date data for UPRO using its same index sp500 and applying leverage and expense ratio. I would like to test on UPRO farther back than 2009

This is what I need I think. Would I be able to get open and close data and not just daily change %?

I want to create historical simulated data for a 3xetf, specifically UPRO or SP500. I've made some attempts myself using historical SPY data and multiplying X3 and the daily expense ratio, but I'm not coming close. There is a data set on bogleheads that has the daily %change calculated, but I...

Does anyone have any recommended books or articles to learn more about overfitting and overoptimization? I know what they are, I know I'm not supposed to do it, but...I feel like something with me just isn't clicking. I'm doing less and less optimization, but I feel like there is a fine line...

Can someone tell me the major differences between Realtest and Amibroker. I'm leaning towards one of the two. I don't have any real programming experience other than on TradeNavigator, so I will be starting from scratch. My concern with Realtest is it doesn't have much a following yet so I...

I don’t think Clenow uses rightedge anymore. He wrote a book about using Python recently.

thanks. I was looking at RealTest. It seems to have its own language, I’d it hard to learn?

I've been reading about ranking strategies by guys like Alvarez, Clenow, and Radge, but I don't know a good platform to run a strategy like that, it seems like Amibroker maybe one that can do it or using python. A strategy like this would have a set of criteria or indicators and run them once...

OP here, I'm still chugging along with Trade Navigator, but still looking for something better. I'm slowly reading "Trading Evolved" which was mentioned above and is about Python. I'm also considering Multicharts at this point.

I started with Trade Navigator, and even though it doesn't have some functionality that I want, I'm going to stick with it for now. I do think it has the easiest language to learn. I just went live with my auto trading last night. I may move to Amibroker in the future if I need more...

Can you fully automate with Quantshare? I didnt look like it when I scanned the site.

So isn't Python just a coding language? I basically have to create my own platform then or are there any good platforms that use python?

I'm learning that side of things everyday, but I need something to execute. I don't think it unreasonable to ask for recommendations...its better than having a monkey throw darts right?