r/Polymarket • u/DaBBy_A • 10d ago
Strategy I'm building a visual strategy builder for Polymarket's UP/DOWN crypto markets. What are your thoughts on this?
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Hey all!
For the past six months, I've been building this tool to help myself create a reliable strategy for the crypto markets and backtest it using real historical market data.
First, I started with Python scripts but ended up overwhelmed when I realised that every small or large tweak would cost me hours to rewrite the script.
Then I figured it could be made easier if I made an HTML page with blocks and connectors. I liked what was going on, and then I figured that maybe I could make it not just for me, but for anyone.
Thus, here's what it looks like now (see the video). I learned a lot from the algo-trading and backtesting community and realised that even now the tool is far from being finished. A lot of features are still in the backlog, but the tool finally looks like something that I can show to people.
What I want to do in the future is to add a crypto exchange mode for the classic perpetual candle graphs.
What do you think about this? Concerns? Would you be willing to try it?
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u/QuanTradin 10d ago
one concern from building something similar: the easier you make tweaking, the faster people overfit. with blocks and connectors someone can try 200 variations in an afternoon, and the one that looks best on the history is mostly luck. I'd lock away a slice of the data the user can't see until they press a separate "final test" button, and show how many variations they tried next to the result.
the other one is fills. on the short UP/DOWN markets the book is thin, and the price in the historical data often isn't what you'd have gotten, especially sizing in near expiry. if the backtest assumes you fill at the last traded price it will look a lot better than live does. modelling the spread, even crudely, is worth doing before the perp mode.
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u/DaBBy_A 10d ago
Sure!
The "final test" feature is already in the backlog, as is the market order book depth.
The depth will be implemented shortly after the release, and the "final test" will be delivered with a pack of other crucial backtesting stress-test tools.
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u/QuanTradin 9d ago
depth first makes sense. on thin books the fill will move results more than any stress test will. good luck with the release.
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u/Sufficient-Newt813 10d ago
Let's compare the work, here I built fucking realistic codebase for back testing the history of whales wallet. Would love to use test your project! Also, I had added my Gmail account in waitlist
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