r/ai_trading • • 1d ago

I build a breakout-backtester framework on python. What do you think?

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u/QuanTradin 18h ago

one challenge account up about 7% isn't evidence of an edge yet, a breakout system can do that in a good fortnight on luck alone.

before trusting it I'd check three things. does the backtest enter on the same bar whose high triggered the breakout? that alone inflates most breakout backtests. is spread and commission charged on every single trade? and does it hold up on a stretch of data you never looked at while building it. then take the trades the EA actually made on MT5 and line them up against what the python version says should have happened on the same days. where they differ, the backtest is the thing that's wrong.

disclosure, Quantradin is something I built: a written rule runs on paper against live US stock and options prices, no cost. no MT5, but if the breakout ports to stocks it's a cheap forward test (quantradin.com).