@MegaTanker

I don't think it works just as good as in backtest.

But the past is reality.

If your algo captures every movement in complete asset's history - there is no better bet.
Unless you are talking to time travelers.

Sure - some rules that worked in past might hinder in future.
Which is why I'm pro-tinkering.

I find it similar to software development - if your code is scary to touch, contradictory to your feelings, you want to bash it more until it isn't.

Every bias, every fitting is an improvement at particular point in time.
Trick is to align them so they don't interfere.

Speaking of ridiculous numbers - those are rookie numbers.

Once wrote a script that iterates backwards in time, captures everything in generated code.
Theoretically speaking - you can get to gazillion in couple days starting from couple bucks.
Slightly less as I didn't include fees that time but you get the idea.

Can't align those rules.

I suspect this is the main reason live differs from backtest.
Got no ticks.

Perhaps can be fixed by using MedPrice() but I'm unsure if that's desirable.

oh my... that's a new one

@MegaTanker

Here's an example of "my workflow" and tinkering.

Algo has a nasty draw down on November.
(or perhaps - more accurate picture of an actual performance)

Anyhow...

Copied algo into a new file, called it foxer_black_friday.c
Placed start date 2 weeks ago.
Killed all rules I found vaguely superficial.
Tweaked all rules till I reached ~1.5k% (from red abyss of -300% something).

And then - carefully incorporated only the best parts back into original.

2 week period retest went down to "only" +50%.




In ROFLcopter numbehs:

Why MATIC?

As it's futures algo trading - I don't really care much about the underlying asset.

But... There are some considerations.

First and foremost - the fees!

.5% movement in BTC will show up as 2% movement in MATIC

Given fees on Binance are percentage based - you end up wasting less.

Second - the nature of asset.

MATIC is pretty much a tech lubricant with a promise of providing less transaction fees for Ethereum.
(haven't even read up on details)

That causes an entanglement. I find it unlikely for MATIC to "moon" or dump completely unless it follows ETH.

I believe this intrinsic entanglement also causes pattern repetition. Some sort of similar swings around ETH.

It's not a glaringly obvious pump & dump scam scheme.
It's not completely hype based (well... sort of. whole crypto thing can be seen as such).

And that pretty much sums it up.

more tweaks



all time high numbers were PF 1.70 SR 10

about 2 months of new data since start

fact that it's still going 24/7 is already an achievement

------------------------------------

in ROFLcopter numbehs and land of sunshine - even Zorro refuses to take it seriously



^ $5k start capital

during Tuesday -> Wednesday, doubled up whole capital

I mean, it's trading - could disappear just as fast

good news is that compounding setup seems to be satisfactory so far

tuned up tradingview - OHLC/4, Ichimoku, MESA, Volume. nice & clean

I assume you're still paper trading or are you running a live account?

@Grant

no. I'm running live account, 24/7. about 10-20 trades per day

backtests are in period May 1st until now (see specific post creation date)

Being profitable in the volatile crypto space is no joke, so congratulations with that!

Was there a specific statistical edge during your testing phase that gave you enough confidence to go live?
I'm asking this because I'm in the process to make this step in the near future.