this story am I the pigeon or is it quantconnect?

[trader221]

In this story am I the pigeon or is it quantconnect?

I want to order a private jet by credit seeing this


does it happen to you often?

 

[guru]

Turn it on live and find out

 

[trader221]

Turn it on live and find out

yes its the best way for knowing

 

[SPYAlgoTrader]

did you include fees and slippage? add a slippage model and run it again and see if it still beats SPX

 

[trader221]

did you include fees and slippage? add a slippage model and run it again and see if it still beats SPX

Yes moreover the fees make about 45% of the profit (enormously high).
no I did not integrate the slippage.
that could be the origin of the problem

 

[JSOP]

Yes moreover the fees make about 45% of the profit (enormously high).
no I did not integrate the slippage.
that could be the origin of the problem

Run the backtest again with the slippage integrated. Still a little strange that the fees would be so high. What kind of fees is that? But still even with the fees included, you are still earning $2+ million.

Let us know what the result is with the slippage integrated.

 

[trader221]

Run the backtest again with the slippage integrated. Still a little strange that the fees would be so high. What kind of fees is that? But still even with the fees included, you are still earning $2+ million.

Let us know what the result is with the slippage integrated.

As for commissions, I used the Interactive broker fee model.
I have not put a slip model but I am currently implementing it.

I will post the results

 

[trader221]

and I read something that this is the most important part to take into account for a serious backtest