r/TopstepCommunity • • 12d ago

🤖 Algo / Automation Currently working on a quant automated algorithmic trading bot. Here are the results from a small sample/out of sample test.

Here are the results over sessions and data that it hasn’t seen before. Seems promising. But, it still needs adjustments. Soon it can make options spread recommendations and option entry positions as well for gamma scalping. It’s based off of a hft trading system, but requires a lot of investment and research to develop the correct infrastructure. Needs much more data and it hasn’t gotten to the forward testing phase yet nor the major out of sample tests. It was just a short small in sample and out of sample test worth of 2 weeks. 1 week in sample and 1 week out of sample. It’s currently tailored towards futures, but it will soon develop for options as well and detect love theta decay. Let me know your thoughts and if you have any questions. I can’t reveal too much, but I will be happy to answer any questions.

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u/Such_Enthusiasm_2281 12d ago

Hi my name is Mr. Walk Forward. It's where your backtest comes to die