Martin

I built a MOMO strategy for the Canadian market last year, strategy was finished on the vertical line in the chart. Looks pretty good so far, unfortunately I haven't started trading it yet

@JoachimMo1985 @GoshawkTrades Red = Worst books ever 😅

@GoshawkTrades S means great I guess? I don’t get the colors :-)

agree or disagree?

@AlgomaticTrade This is great! I can finally trade the ASX! 😊

Did Sweden just become one of the most tax efficient trading countries in the world??👀

@TradeWithABear I have just started out my systematic journey, traded live for 2 years soon. Most of my strategies are not as good as the crypto strategy. I also have trust issues with crypto, don't want to allocate too much into it.

@stochastic_dev So you are just doing it for "fun"? Cause from the performance above it looks like this should be enough haha

Going live with my crypto LT TF strategy today!

@TradeWithABear No, I have tried it but it wasn't for me.

@stochastic_dev Thats great. Thank you very much! Do you do this fulltime?

@TradeWithABear There are plenty of examples of profitable trading systems in RealTest. Here is a really good substack tradequantixnewsletter.com

@stochastic_dev Okay thats nice! Congrats. Do you have any tips/reading advice on getting inspiration to build a profitable systematic system?

@TradeWithABear I use RealTest, a great piece of software imo. It is close to new highs!

@stochastic_dev Where do you run your backtests? How is the strategy doing live so far?

@RealTQQQTrader @Kinfo @Jonk87 Awesome stuff! Thanks a lot for sharing!

I had a blast chatting with @Kinfo @Jonk87 about my trading journey, trading beliefs and learnings, discussing the data and how it shaped me as a trader that I am today. Check it out.

@hackertrader @Friz5000 😂😅💯

@Friz5000 With code and API

Record day. ATH. Algo worked perfectly. $HUDI $AEHL $MWYN $CUPR $WLDS $EDHL

@RealTQQQTrader If I may ask, how much is trend following and how much is mean reversion?

@stochastic_dev I trade only TQQQ and SQqQ

My back tested CAGR for the last 20 years is around 60% and for the last 40 years is 80%. The last 3 years produced around 40%. There are no guarantees and past performance is not indicative of future performance, but my opinion is that there is lot of catching up to do and the next 2-3 should produce superior returns to catch up with the historical average.

@hackertrader @linzhibata It should not gap too much

@linzhibata can't find a gapper long systematic strategy

$BSLK another sacrifice

@AlgomaticTrade DM

@stochastic_dev Nice! Vart trejdar du denna strategi och vilket instrument?

@JoachimMo1985 Good idea! I added 'EntrySkip:Random() <= 0.2' and ran the strategy 20 times. Looks pretty good imo!

@stochastic_dev A test: Skip 20% of setups and post equity curve again!

The moment I launch the strategy I found a way to make it a lot better.. 🤷

@Mangyek0 yep, I think this is pretty stable, I expect less returns than the historical average

@stochastic_dev best to test on data after 2020. market dynamics have chnged drastically, returns/dd n other metrics will change quite a bit.

@JoachimMo1985 It says TF in the image but you enter with limit order which is typical for MR strategies… What kind of setups are we talking about?

After weeks of doing less development, I am looking further into swing trades. Just entering and exiting with limit orders. Super nice stats, three different variants:

@JoachimMo1985 @IRico_B @SystematicPeter I guess you can train it with the manual BUT you have to sign a paper to not share it iirc

@stochastic_dev @IRico_B @SystematicPeter I guess AI is no help because lack of code base

Could a simple intraday momentum strategy really beat the market? I backtested the concept from this SSRN paper (originally for SPY) on NQ mini futures using TradeStation: papers.ssrn.com/sol3/papers.cf… The core idea is surprisingly straightforward: 1️⃣ Define a “Noise Area” based on recent price action. 2️⃣ Go long/short on breakouts above/below this area. 3️⃣ Use the Noise Area boundaries & intraday VWAP for stops. The results? Quite impressive—especially at capturing current intraday momentum — even after applying a realistic $30/RT commission! This looks like a potentially robust framework for systematic intraday trend following. Simple yet effective. What are your thoughts on momentum strategies like this? #Trading #AlgoTrading #Backtesting #Quant #Futures #NQ #Momentum #TradeStation #MarketStrategy #Volatility

@IRico_B @JoachimMo1985 @SystematicPeter It was a pain to automate locates with CMD API 😂

@JoachimMo1985 @SystematicPeter Correct, my algo picks the cheapest one automatically. all brokers support DAS and I use their (very shitty) CMD "API".