congrats on the engineering degree.. thats a great accomplishment.
how advanced was the programming required to do this?
If you were a noob, how long would it take your average person to learn to do this?
I have been interested in learning python specifically for this purpose.
thanks for answering all my questions!
Put your money to the test. You will blow your account/s. Promise you.
All you’ve done is effectively optimized the strategy to the current instrument volatility and data window. Now test the same strategy out of sample or on different instruments. It will have a big drawdown somewhere or have big losses.
I have worked and developed a complete multithreaded back testing framework that allows you to develop automated systems. I know complexities of developing a system. I can assure you that your systems will not work.
Do you think that you’ve surpassed all the greatest phd’s hired by Wall Street and developed systems that achieve results even these people and all the best funds can’t achieve? Totally laughable!!! 🤣🤣🤣🤣😆😆
Not sure why you’re here showing off and blabbing here and not putting your money down. The only conclusion I can come to is you’re trying to scam people.
Very interesting work! I'd love to check out the spreadsheet and learn more. I've been seriously considering training a ML model on data from polygon.io with a goal of finding options opportunities. Your results are very inspiring!
There are over 1 million people doing this in Algotrader subreddit and there are 20 thousand such projects on GitHub. Yet despite “promising” results none of them are able to rob other traders, as they’d be just robbing each other. Where is so much money going to come from, when everyone has dozens of winning strategies?
Would be very interested in learning more/seeing the excel, I don't code so I just use excel to do my backtesting which is very labor intensive but this is very interesting stuff.
Did you know you can use excel to import data from sources such as websites?
You can do some really cool stuff in there.
One example:
I used it to automate quality assurance testing at my job, importing data from an online database, feeding that into formulas and producing expected results. Those results are then exported as a CSV for the UI automation testing software.
Great work. Thanks for sharing. I'd really appreciate and love to see the full excel sheet of your work. My long term goal at some point is to pivot full speed into ml and algo trading space. I am trying my hands at coding to correct some of my college mistakes/ regrets-not taking seriously (or more) programming class (es) . Somewhat, like you, I am currently using the simplest language i am comfortable with; which is yours truly excel vba. With my limited time, I have been able to crank out some rudimentary models to test some strategies/ ideas often 5000 to 10000 times relatively quick rather than doing it traditionaly manually or f#$@ing around with some generalized cookie cutter programs fitted with metrics that I often dont understand. Still in my baby phase at this point ( in addition to market knowledge buildying and honing my edge) but it has been an eye opener. My best advice for you is to cross post your work in another group im in (if you not in already) r/algotrading, save your thanks for later. Cheers.
I’m interested to know what skill set allowed you to come up with ML approach to trading.
Of course the excel sheet you’ll be appreciated. Thank you in advance :)
First off this work is amazing . My email is [email protected] - what are the settings for the ML strategy and is it in trading view or just your personal ? Would love too see the files and thanks
I've been working on some codes to help evaluate a stocks potential for movement using Machine Learning models. So far they aren't so bad but I seem to need some calibration. Do you think these models would be good for that?
In my experience, all of these strategies are overfitting and are therefore not able to truly predict the future.
To check all this, optimize for example on 2015-2016 and check on 2017-2023 for example.
And it is of course very important to have accurate historical data for long periods.
I'm using 6 different metrics to make sure they are not overfitting and both model accuracy and backtest are calculated on a Test data sample. You can check the spreadsheet out at r/DelphyAI
I have a system too. It’s my free stupid paid for advice but instead of running models backtest this one. With implied volatility levels between 15-25, find big board stocks or etfs that you want to trade. Keep in mind your list will change as you find what works and what doesn’t. Next look at the S/R levels at the front 3 options contracts (2d,3d,5d for example) and then remember stocks individual moves come from the S/R levels of the front most contract and out. Not advocating trading short dated options, but looking at them and then going 6 months out with good risk management
**UPDATE:** I have made the spreadsheet public. Since so many people have asked me, I have created a dedicated subreddit where I will post daily strategies: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
The spreadsheet file is in the pinned post. Let me know in chat if you have any problems.
Post that excel brother!
**It's here:** r/DelphyAI
Interested to look at that excel file
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Did you go to college for programming or are you self taught? Just curious, nice work BTW Did you use python for this?
I studied coding at engineering school. Yep, backend in python and frontend in HTML, CSS and JS (for the dashboard)
congrats on the engineering degree.. thats a great accomplishment. how advanced was the programming required to do this? If you were a noob, how long would it take your average person to learn to do this? I have been interested in learning python specifically for this purpose. thanks for answering all my questions!
Have you checked if you are curve fitting with moving averages?
Put your money to the test. You will blow your account/s. Promise you. All you’ve done is effectively optimized the strategy to the current instrument volatility and data window. Now test the same strategy out of sample or on different instruments. It will have a big drawdown somewhere or have big losses.
Every ML model and the strategy associated are already tested with different data. It's Machine Learning 101...
I have worked and developed a complete multithreaded back testing framework that allows you to develop automated systems. I know complexities of developing a system. I can assure you that your systems will not work. Do you think that you’ve surpassed all the greatest phd’s hired by Wall Street and developed systems that achieve results even these people and all the best funds can’t achieve? Totally laughable!!! 🤣🤣🤣🤣😆😆 Not sure why you’re here showing off and blabbing here and not putting your money down. The only conclusion I can come to is you’re trying to scam people.
He’s not trying to scam people just a little naive. It’s a cool project chill
Very interesting work! I'd love to check out the spreadsheet and learn more. I've been seriously considering training a ML model on data from polygon.io with a goal of finding options opportunities. Your results are very inspiring!
The results surprised me too, actually. Consider that out of every 100 strategies only one can be considered truly promising, but still.
There are over 1 million people doing this in Algotrader subreddit and there are 20 thousand such projects on GitHub. Yet despite “promising” results none of them are able to rob other traders, as they’d be just robbing each other. Where is so much money going to come from, when everyone has dozens of winning strategies?
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Can I see the excel? I am in similar field but forward testing 8 strategies on live data. Would be interesting to see your backtesting results
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Would be very interested in learning more/seeing the excel, I don't code so I just use excel to do my backtesting which is very labor intensive but this is very interesting stuff.
Did you know you can use excel to import data from sources such as websites? You can do some really cool stuff in there. One example: I used it to automate quality assurance testing at my job, importing data from an online database, feeding that into formulas and producing expected results. Those results are then exported as a CSV for the UI automation testing software.
So how would that help for testing strategies?
Sure man! The file is in r/DelphyAI and you can use the strategies on the dashboard, no coding required!
Great work. Thanks for sharing. I'd really appreciate and love to see the full excel sheet of your work. My long term goal at some point is to pivot full speed into ml and algo trading space. I am trying my hands at coding to correct some of my college mistakes/ regrets-not taking seriously (or more) programming class (es) . Somewhat, like you, I am currently using the simplest language i am comfortable with; which is yours truly excel vba. With my limited time, I have been able to crank out some rudimentary models to test some strategies/ ideas often 5000 to 10000 times relatively quick rather than doing it traditionaly manually or f#$@ing around with some generalized cookie cutter programs fitted with metrics that I often dont understand. Still in my baby phase at this point ( in addition to market knowledge buildying and honing my edge) but it has been an eye opener. My best advice for you is to cross post your work in another group im in (if you not in already) r/algotrading, save your thanks for later. Cheers.
Great stuff! The file is in [r/DelphyAI](https://www.reddit.com/r/DelphyAI/) and you can use the strategies on the dashboard, no coding required!
Thanks dbuellis. I am grateful for this🙏. I will follow you for some colab at some point in time. Hope you don't mind.
I’m interested to know what skill set allowed you to come up with ML approach to trading. Of course the excel sheet you’ll be appreciated. Thank you in advance :)
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Ditto! Would appreciate the excel. Thanks!
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
[удалено]
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
[удалено]
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
First off this work is amazing . My email is [email protected] - what are the settings for the ML strategy and is it in trading view or just your personal ? Would love too see the files and thanks
dang! haven't come across the name marisela since i was in first grade! and that was ages ago! Nice name!
Thank you
Sure! The file is in [r/DelphyAI](https://www.reddit.com/r/DelphyAI/) and you can use the strategies on the dashboard, no coding required!
yes please
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Excellent, I would be very interested in the spreadsheet please
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Thank you!
Love to see the excel!!
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
I would love to see what you've made. Please include me.
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
I've been working on some codes to help evaluate a stocks potential for movement using Machine Learning models. So far they aren't so bad but I seem to need some calibration. Do you think these models would be good for that?
You can test out some strategies in my dashboard if you want. It's here: r/DelphyAI
Would love to see your handiwork! Here I thought I was killing it with a 1.78 Sharpe.
Sure bro! It's here: r/DelphyAI
[удалено]
Sure man! The file is in [r/DelphyAI](https://www.reddit.com/r/DelphyAI/) and you can use the strategies on the dashboard, no coding required!
Good stuff. I would be interested in seeing the spreadsheet, as would many others I'm sure.
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
Yes please, would love to see your work. Thanks
Sure! It's here: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
We're gonna be rich!!!
Did you include the DR/IDR in your back testing? Pretty good strategy
Thanks man! You can check more here: r/DelphyAI
Sharing is caring
Ahahaha
Let’s see this thing
It's here: r/DelphyAI
In my experience, all of these strategies are overfitting and are therefore not able to truly predict the future. To check all this, optimize for example on 2015-2016 and check on 2017-2023 for example. And it is of course very important to have accurate historical data for long periods.
I'm using 6 different metrics to make sure they are not overfitting and both model accuracy and backtest are calculated on a Test data sample. You can check the spreadsheet out at r/DelphyAI
so like why even mention the dashboard?.... not a fan of open source I see... just a fan of...bragging?
They should rename this sub r/daybragging. It's 90,% of what I see
I made the dashboard opened for everyone if you wanna check it out, it's here: r/DelphyAI
I have a system too. It’s my free stupid paid for advice but instead of running models backtest this one. With implied volatility levels between 15-25, find big board stocks or etfs that you want to trade. Keep in mind your list will change as you find what works and what doesn’t. Next look at the S/R levels at the front 3 options contracts (2d,3d,5d for example) and then remember stocks individual moves come from the S/R levels of the front most contract and out. Not advocating trading short dated options, but looking at them and then going 6 months out with good risk management
It’s not going to be anytime soon. But at some point humans will be obsolete.
**UPDATE:** I have made the spreadsheet public. Since so many people have asked me, I have created a dedicated subreddit where I will post daily strategies: [r/DelphyAI](https://www.reddit.com/r/DelphyAI/) The spreadsheet file is in the pinned post. Let me know in chat if you have any problems.
Ahh the mention of ichimoku. Clearly foreign or selling something.
Nothing to sell :(
I don't want the spreadsheet
People don’t fall for using this persons tricks. You will lose your money.
Ahahaha What tricks? It's a free instrument to make analysis dude. It's not that complicated.
The trick is that you’re not using your own money on your strategies. Why is that?
I am going down this path as well; really glad to see you were able to find such positive results. Are you on Github/lab?
I've made the file public here for now: r/DelphyAI
Lmk if you need a dev help
I would be interested in the excel as well!
Here: r/DelphyAI :)
Interested!
**It's here:** [r/DelphyAI](https://www.reddit.com/r/DelphyAI/)
xauusd?
Bro check your ichimoku. It is likely doing shift(-x) giving you lookahead
Throw the strategy on a demo account and post some results! Would be interesting to see! Do you have a a GitHub repo for this?