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Having all that means you must be clear exactly what you're creating. If you do, great, that means you're already 90% done. If not, better to experiment and make prototypes, to get quick progress feedback. Programming anything useful takes much effort and how you do it depends very much on your...

Step by step. So what do you want to test? Describe it in the language! With frameworks, you're bound to how the programmers designed their structures, for good and for worse. By starting from scratch in a general-purpose language, you're free to Make It Right (tm). If holding your hand a bit...

Things can be random, but if micro reflects macro, which is more often the case than not, you can find statistical biases, that confirm whenever there is adversity, "Truth" Will Eventually Prevail. I know from experience this will sound good to the innocent ear alas impractical. it's how it is...

I stand corrected.

Could we have one thread without endless "show me your pnl and account details" and "unpossible as dictated by [insert meme here]" discussions? I think most here should be mature enough to quit their BS and at least try to give a benefit of doubt, as in what's the possible harm and you might...

The smart needs to know that she knows. The ignorant thinks knowing better is better. The wise knows that he doen't know what he doen't know, and not vica versa.

Great. Listen and observe. No need to follow ;)

This is exactly the problem. Only those who have walked the path will understand, but not guaranteed profits anyway :p

There is gold here and there. The problem is, just as I read posts and articles when I started up, it took 5-6 years to finally understand what they really meant, the attitude you need to progress, or to just have the time to try out everything! However, the forums I visited at those times were...

It does seem people who suddenly get hands of alot of money, when not grown organically don't know how to safely invest. Biggest mistake is then to trust a financial crook^H^H^H^Hadvisor and sink the money in some hell-hole. Sad to see when largest lump is wasted on some "guaranteed product"...

No name calling, he's just describing the "sound" he's hearing. It's the Era of the bullies again. Of course politicians should be shamed, not supported, for our own "good" :strong::fistbump::confused::mad:

I hope you can take good advice offered in this thread. Most people can't live on trading from own funds. Professional traders usually live off others' funds and risks, and that is a game in itself of which retailers know very little. There's a real risk that if you go full-time, you won't make...

No matter what you use, price in a liquid market will continue moving, so any model is bound to break sooner or later. Fib extensions is a tool that may be used to box in price, or filter prices. If other numbers works better (there usually are better numbers in backtests), I'd rather use that...

There are many many many dimensions here, and basically, what you're asking is: How do we go from being an average business to become a really successful business? Because with higher quality, you need owners willing to invest and customers willing to pay for it. It stands to reason you could...

Just a guess because I don't know your specifics, but you say out of sample will be 1/2 or less, but I'm not sure why. If you use a higher period for "out of sample", the average will converge to less extreme values by mathematics alone. So, in what situation and/or period will the average...

Only using it as figure that describes data on chart , if use it with ML ago it could create feedback loop and render all "out of sample" results useless in future. If used in wetware, isn't this creating feedback loop also? :p It is same as if you have printed paper with balance data , then...

For measuring it i have code that divides the results generated from the in sample and out of sample periods to 2 , next gets 2 avg values for both periods and draws avg lines , the angle of differences between in sample and out of sample period is what gets to % of info preserved or commonly...

Dont know the correct term for this but by info preserved i mean if at in sample period avg growth angle is some figure and if out of sample has half or less the in sample growth then it lost lost 50-60% info or more. Not sure why anyone would assume an average value for one timeseries have to...

Always testin multiple times for benefit when modify or adding extra features. Agreed. Actually need to be a bit paranoid about changes to avoid continuous worsening :banghead: Only can understand how pieces work individaully, But how to find out how it all interconnectedly affects end result...

Not using any external framework , all is custom code and thats why it would be easyer to implement data filtering or preprocessing. I've recently gone the all custom code-route myself. One codebase, one place, multiple scripts though to separate data harvesting (daily data for now) and algo +...