Search results

  1. C

    how do you think optimize a strategy not too much?

    when we optimize a strategy by parameters, we should comfirm this is not too much. Take for an example, define a parameter 'a'; if 'a' > 0, we long; else we short; Create a strategy with only this one parameter, I think we can't confirm this strategy optimized too much if we only test 10...
  2. C

    Do you know any web/app which support paper trading by code?

    I am seeking for a web/app which can receive my trading signal(which is sent by my python/rust code) and show my trading's curve(I mainly trade cryptocurrence and stocks). I search a lot but none is fit, for example, "trading view" who supports paper trading but should send trading orders by...
  3. C

    Is this over-fitting

    two method: 1. data driven 2. idea driven "2" is more stable than "1".
  4. C

    how do you think about a strategy which runs well on one stock but failed on others?

    nice; it is really important to find out specific characteristics; could you share which characteristics you think are very important for a trend trading? such as volume, volatility and so on? and we would never real trading unless we know the characteristics which should be validated, yes?
  5. C

    how do you think about a strategy which runs well on one stock but failed on others?

    yes you are right; but most time the reason for difference between stocks are not so simple.
  6. C

    how do you think about a strategy which runs well on one stock but failed on others?

    the `names` you means `stocks names`?
  7. C

    how do you think about a strategy which runs well on one stock but failed on others?

    Thank you for your link and I review all its reply and I think if we can understand the reason why strategy not fit then we can be more confident about it.
  8. C

    Is this over-fitting

    do you mean the logic as several "rules"?
  9. C

    Is this over-fitting

    It is realy strict as you said and in the fact I also think so, but it is really difficult; Instead I sometime train a strategy by "APPL", and I would believe it most if the trained strategy runs well on "IBM" (at least several tradings) even though it runs not so well another. Is it ok?
  10. C

    how do you think about a strategy which runs well on one stock but failed on others?

    Sometime I think out a trading idea and then I back test it on one stock, which shows nice; after that I would test it on many stocks, by which at last I find the strategy runs well on several stocks but also failed on many other stocks. Shall I believe this strategy(only use it on several...
  11. C

    how to buy stocks/cryptocurrency to avoid push price?

    Sometime I want to buy a big volumne of some stock/cryptocurrency, if I use "market orders", its price would be push a lot and even if I use limit order, I also should suffer a loss for these trading; so what is a goog method to avoid pushing price in this situation?
  12. C

    Is it safe for the trading strategy when run it on Quant Connect?

    I want to trade on the web: https://www.quantconnect.com/ I can't confirm whether it deserve trust and would it be copy or see by Quant Connect or other persons when the trading strategy is deployed on the web?
  13. C

    does anybody know about "BOTS APP"

    you mean the auto trading robot doesn't work on "ROTS APP"? but I find some one make profits well
  14. C

    does anybody know about "BOTS APP"

    its websit: https://www.bots.io/ does anyone know it? how does it work?
  15. C

    how shall I do facotr investing/trading by FM/GMM?

    I want to use FM/GMM method to do multiple factors trading, shall I get some advice about this? especially from very beginning.
  16. C

    how to defeat the situation eager to close the win orders?

    thanks everyboday; these are usefull and needs much experience .
  17. C

    how to defeat the situation eager to close the win orders?

    I think most trader had this situation: he/she was eager to close this order which had gain some profit; this trouble me sometime and I still not find good method to resolve it; anybody can give me some tips? thanks!
  18. C

    how to handle difference between two stocks for stock pair hedge trading?

    thank you for each information.
  19. C

    how to handle difference between two stocks for stock pair hedge trading?

    I want to trade two stocks like this: long stock A and short stock B meanwhile; I have back test for this like this: take one day for example, this day's return is "closeA/openA-closeB/openB"; I find this back test is well,but the back test is based on that stock A and stock B were traded by...
  20. C

    how to arrange money for two different strategies?

    strategy one: IR(infomation ratio): 0.3210;win ratio(win orders/all orders): 0.61; strategy two: IR: 0.2101; win ratio: 0.63; Is there some formula for calculating how much money should be arranged to these two strategies? or needs some other indicators?
Back
Top