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Date/Time: Tue, 26 Nov 2024 11:42:00 +0000



Post From: Replay is skipping days?

[2023-12-05 18:03:38]
Sawtooth - Posts: 4120
With all that I have written about replays, I am slowly moving to a conclusion that massive amounts of backtesting is a waste of time. Purely assessing my own journey, I have had no success whatsoever in finding a single strategy that works across more than 12-15 months of historical data (without considerable drawdowns). Almost all have shown decay in performance from one year to the next and I just have not been able to decipher whether they are a cause of anomalies in the replay architecture or something else like markets do change year over year. I have also remained strictly focused on NQ since 2020 but I hesitate to share this experience and be the source of discouragement for others. Anyways, just a massive area of research my journey has been so far. I don’t think there exists a algo that could run year over year without tweaks but I do hope I am wrong :-)
I concur. This is also my experience.
There is no such thing as a set-and-forget autotrader that will perpetually be profitable.

I have built hundreds of autotraders over the years and none were profitable for more than a few months.
Some were very profitable for weeks, then gave it all back and more.
Every autotrader requires periodic tweaking (or abandonment), so that means all are actually semi-automatic.

A semi-automatic system could give you an edge, but nothing compares to wise discretion.