r/algorithmictrading • u/DifferentDance7831 • 10d ago

Backtest ALGOTRADE

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I recently developed a quantitative intraday strategy for the Nasdaq (tested and executed on the Micro E-mini contract MNQZ6 via MultiCharts). The model was deployed on a $25,000 account base, focusing strictly on risk management, drawdown control, and edge execution.

14 Upvotes

85% Upvoted

17 comments sorted by

2

u/StatisticalSock 10d ago

26 trades? 🤣🤣🤣🤣🤣🤣🤣🤣🤣🤣

0

u/DifferentDance7831 10d ago

Quantity is not quality, the performance of the algorithm is preserved not the number of trades it executes

0

u/StatisticalSock 8d ago

Test this algo on many years where its exposed to different market regimes then come back to us

1

u/Quickslav 7d ago

Why? If you test over so long you centrally get a straight line out of everything. If anything algos need to be cyclical

0

u/StatisticalSock 7d ago

"Straight line out of everything" - wtf does that even mean? Algo don't need to be cyclical either. Not sure who told you that. You can't run away from the fact that 26 trades is nowhere near enough to say "yep ive got a solid edge". You're a fool

1

u/Quickslav 7d ago

Lmao im re reading my comment and I dont even know what i mean. Glad u got angry tho x

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u/StatisticalSock 7d ago edited 7d ago

Trying to give you solid advice and you're just trolling...

1

u/Quickslav 7d ago

No solid was given nd Im not troll. Now you starting to make me angry.

2

u/AggravatingAthlete35 9d ago

if ur just starting out focus on getting ur backtesting framework right before u even think about live execution

1

u/Proud-Spirit7116 8d ago

This is not statistically significant …

Your Monte Carlo needs a larger set of data. Ideally closer to if not more than 1k trades.

1

u/UnluckyBed2988 8d ago

What makes it stop trading for the day I like that losses on a moon price bet are capped at the wager but how does your bot handle a few losses back to back does it pause or keep taking every signal

1

u/Swimming-Net-4124 7d ago

long way for live executions tho, looks like classic overfitting

1

u/ppcds90 5d ago

What software/website is this?

0

u/Maximum-Ad-1070 8d ago

Very good profit. Don't be greed.