Developing "Spartan"

nooby_mcnoob said:
Similarly, I don't think I would re-use his code, not that it's bad or anything just that I would understand it better if I wrote it myself.
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I tried to read Python code, but for some reason I can't understand it. And believe me, I've tried to learn Python. Not understanding it was an important reason for me to build the entire software in Java, as I'm better able to read it.

nooby_mcnoob said:
If memory serves, your system is trend following as well?
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It is mainly trend following, but does have a momentum component in it as well. This combination is described in that same book, on which my system is based. The momentum component is based on an analysis of the Donchian channel and where current prices are compared to the edges of that channel.
 
HobbyTrading said:
I tried to read Python code, but for some reason I can't understand it. And believe me, I've tried to learn Python. Not understanding it was an important reason for me to build the entire software in Java, as I'm better able to read it.
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I think that's the right idea in general, to use other people's stuff as a base. It's so rare that the entirety of someone else's idea fits you properly. But of course, I would say that given the thread :)

HobbyTrading said:
It is mainly trend following, but does have a momentum component in it as well. This combination is described in that same book, on which my system is based. The momentum component is based on an analysis of the Donchian channel and where current prices are compared to the edges of that channel.
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Nice. I'm pretty much equally fancy.
 
Backtest result (~13.5% annualized - risk 1% on each trade)

Nothing much to add here. Very little code-related issues right now so mostly just backtesting today. I'm getting pretty mechanical in how I execute and manage trades at least in backtest. Will continue to backtest until the end of this week then move to designing IB integration. I'm thinking all I want to do is export orders from Spartan, import into IB, then export from IB and import into Spartan rather than hooking up Spartan to IB directly. Is this stupid? I don't know but it seems like it would be more under my control.

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Fuck me in the ass

I took on the aforementioned project earlier this week so I'm not sure when I will have a chance to work on Spartan again. I think I'm handling the choice to do the new project OK. After all, the idea in this thread is to just have another source of relatively passive income. If I can forego X in passive income today for 500x in active income, then I think I can make that future passive income from the market even higher, though the math to find the cutoff point is just intuitive right now.

Fortunately, it's just a 3 month project so I'm justifying it to myself that way.

What's remaining is to hook up to IB. I think I may do that manually for now (i.e., just update the database manually when orders are filled.) Maybe once the initial flurry of project management is over, I will have some time to get that done.

I wonder what this says about me as a person. Maybe I'm just trying to avoid failure.
 
Playing around with a ML algorithm inspired by fan27. Equity curve looks almost realistic except I have no idea what's going on with that spike... Even has drawdowns. Must be legit.

upload_2019-4-6_16-26-50.png
 
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