ATCOTrader

Finally done with the backtest part of my platform. Really happy with how it turned out! Easy to add a strategy and see how it changes the portfolio dynamic with different risk settings etc.

@chris_b1ack @ConcretumR @thentickio Thanks! I’ll look into it 👍

@AtcoTrader @ConcretumR Got it! Looks really good. Should get it set up with @thentickio they’ve started a new wave of listing traders with verified and public track records

Here's a very simple system that I trade - opening range breakout on nasdaq. Rules: Entry in the direction of the break of the first 5min bar. Exit either at end of day or at stoploss that is a % of ATR14. CAGR 41,51% Max DD 21,1% 650 trades Idea from @ConcretumR

@JoachimMo1985 @systvest Ok that sounds reasonable 👍

@AtcoTrader @systvest There is no single metric: I prefer a smooth equity curve caused by a lot of trades. This way I can spot easily when to turn it off.

Miners give, miners take

@JoachimMo1985 @systvest I agree with this! What metric is the most important for you @JoachimMo1985 in a backtest? I haven't made up my mind yet of whats most important to focus on...

@systvest Not blindly, but from a common sense approach. The DD in the backtest may be the most optimistic and the least trustworthy KPI of the whole backtest.

@chris_b1ack @ConcretumR I share the performance for my stock portfolio every week here on X but I haven't yet shared my performance for the index trading. Have been so focused on the stock strategies lately 😀

@AtcoTrader @ConcretumR Nice, Anywhere the performance can be followed ?

@TradeWithABear @ConcretumR In this test though the entry is only valid the 5 min bar after the opening 5 min bar. That removes a lot of trades.

@AtcoTrader @ConcretumR Wow! Then this really surprises me - as I would assume a lot of noise, but will test myself and check out the distribution

@TradeWithABear @ConcretumR Not on this one!

@AtcoTrader @ConcretumR No Regime or Context filter or something else?

@Heremita_Trader @ConcretumR You have to combine it with lots of other strategies.

@AtcoTrader @ConcretumR Almost 2 years flat doesn't shake you? honest question

@DenisVodchyts @ConcretumR Automated!

@AtcoTrader @ConcretumR Automated or manual execution?

@bduclaux @ConcretumR Nasdaq 100 index with CFDs!

@AtcoTrader @ConcretumR Do you trade on QQQ? Or individual stocks?

(I trade intraday strategies on indicies but not on stocks yet.)

@Dan_Trend @investingidiocy 😂😂🤩

@AtcoTrader @investingidiocy Wait till you try the STIRs or 2-year notes, vol-sizing them can add Xs to your leverage ;)

Reading @investingidiocy book Leveraged Trading (which is really good). *meanwhile looking at the portfolio which is 350%-ish net long* New ATH in double standards for me 😇

@PriceGrip @daytradingzoo Thats impressive! I've easily spent >100h on my platform and it still doesn't have intraday functions 😂

@daytradingzoo Nice , ive built something very similar … took me 4 hours .. couldn’t be easier

How about a one backtesting / live trading tool that can: - backtest multiple assets (crypto + stocks) - trade multiple timeframes (daily, intraday) - simple script based setups extendable with custom code - LIVE trade from the same platform - solid dashboard and analysis functionality - keep data stored locally - user friendly UI Keep it for myself or release it at some point?

@daytradingzoo Nice! I'm trying to do something similair, using PyQt and matplotlib with data from Massive/polygon. How have you solved screening for setups during market hours? Let's you want to screen for a specific setup across all available stocks. It seems to be difficult without delay?

Really happy with how the portfolio is holding up in this choppiness, hopefully it continues this way. Next step is to look into intraday strategies but I know it will be a lot of work to get them running smoothly on my platform.

@SystematicPeter Nice! Do you have a dollar volume filter or something similair? My perception is that the definition of extension is very different for stocks that regularly trades a high dollar volume and the the stocks that has a couple of days of spike in price and volume.

My worst live strategy right now is short mean reversion on US stocks. And I still keep trading it. Why? Because a weak standalone performer can still be a useful portfolio component. Even with a live Sharpe of just 0.56, this system is a useful diversifier inside my broader book. This is important in systematic trading: do not judge a strategy only by its current equity curve. What is in drawdown today can become valuable again when the regime shifts. And recent market action suggests short-term short setups may finally be getting more traction. Screenshot = my live IBKR exports, with position size rescaled to 10% account risk for comparability. In actual trading, sizing is more adaptive. Live stats so far: - 1141 trades - Sharpe: 0.56 - Avg overnight exposure: 9.54% Logic is simple: - stocks above $20 - extended upside move - short sell via limit order - exit via stop-loss, profit target, or time stop

@hackertrader @PradeepBonde Ah nice, thank you!

@AtcoTrader @PradeepBonde Its ratio between number of stock above 200 ma and number of stock below it

Always heard about it but was finally able to prove it. Market breadth seem to have an edge trading momentum breakout type strategy (it could be overfit, mistake etc etc). From 48% CAGR and 40% DD to 46% CAGR and 25% DD. Shoutout to the guy behind this: tradermonty.github.io/market-breadth…

@hackertrader @PradeepBonde It's just that I'm too stupid too understand that data haha... What does "Breadth Index Procentage" consist of? Is it new high vs new lows, stocks over a certain MA etc?

@AtcoTrader @PradeepBonde I linked the resource i used above