its over for you but i can save you with a slew of algos that arent shit and have higher cagr over 1 SR too. trading spy, qqq, and uj.
>>61169182bump for the only useful thread on /biz/what am I seeing here? are you the OG OP? I thought you were doing flash loans?
>>61169418>flash loans No, that’s me I got banned (again) and it’s too much of a hassle to phone post. I’ll be back next week. >>61169182>>61169198Are you trading this live? I immediately disregard any TradingView backtest results I see personally.
>>61169418>>61169521bot
>>61169554What? Are you trading this live or not? And the screenshot says it has a win rate of 22%. No way the sharpe is greater than two with such a low win rate. >rolling sharpe What even is that screenshot?
>>61169554And it has a max drawdown of 50%
>>61169567>>61169581tell me you dont know shit without telling medo you know what the fuck the sharpe ratio is? it has nothing to do with win ratedo you know what the fuck the sharpe ratio correlates with drawdown? its LEVERAGEbacktests dont overfit this aint no lstm short tf bullshit ass super natural algorithm
i went to all the trouble of finding the discord, and you still haven't approved me to chat. sad!
>>61169182>256 trades>max drawdown 24%>profit 47%seems a little volatile dawg
>>61169198>CAGR 32%>Max Drawdown 48%even worse than the first one bro, this shit is way too risky compared to the reward for me
>>61169707do you know jack delly shit or you just spew shit out of your ass like a nigger? this is trading UJ not an indicie nigga holy fuck mother fucker
>>61169734All I know is that this strat you have has way too high of a risk of blowing up your account
>>61169721that algo returned 350% in the last 6 years 5 ticks
>>61169741then why is the sharpe good? lmao
>>61169742And with that volatility it may erase that gains very quickly
>>61169748do you know what the fuck a risk adjusted return is?
>>61169685looks meh code it up into a strategy with rigid parameters
>>61169754anon, you do you with your volatile high risk high reward strategy, but I've seen too many of these blow up and cause a disaster. At the minimum allocate no more than 10% of your account to these things and keep the rest in treasuries.
>>61169764i dont think you understand basic quant finance
>>61169770Perhaps I don't? I could not care less whether I fit into your notion of a successful trader or not, I'm just warning you that you're playing with fire regardless of whatever your Sharpe Ratio is (which doesn't matter in a black swan event). Look at the worst case scenario and plan accordingly, because it will happen regardless of how great your expected returns are.
>>61169784>black swanfutilitywhat happens on average? price trends linearly this beats the black swan pre leverage risk adjusted return how are your indicies during black swans? i have strategies that avoid black swans too lmao
>>61169794lol your account will blow up in the coming years if you don't start managing risk appropriately, good luck anon. Also treasuries != indices...
>>61169815how long have you been in the market?
>>61169827Evidently longer than you lmao
>>61169832have you mastered quant finance? its the pinnacle of finance if you dont know and ive mastered intuition all things non linear
>>61169865>have you mastered quant finance? its the pinnacle of finance if you dont know and ive mastered intuition all things non linearlollmao even
>>61169871ill just study physics now bye
>>61169634Sharpe and win rate are correlated, it’d be extremely unlikely to have a sharpe over 2 with a win rate at 20%. Not impossible, but th lower the win rate higher the reward-to-risk needs to be. Not mathematically impossible but statistically improbable. Much more likely you have a bug somewhere. >>61169742It *backtested* as if it did. This says nothing in reality, especially when you’re using TradingView or buggy DIY code.
>>61169794>i have strategies that avoid black swans too lmaokek what a dumb thing to say
yeah, this board is dumb as fuck
>>61170264Are you even running any of these live?
>>61169182>>61169198>48% drawdownlmao. get out of my board, retard.
>>61170575Supernatural algorithms reach alpha decay you idiot that’s bollinger bands with macd and adx
>>61170888do you have a course or anything where you teach this stuff?
>>61170893I made a ppt but nobody wanted it
>>61170888>SupernaturalI dont use the Ouija to trade, faggot.
>>611708996 sharpe is impossible I know all market regimes and possible profitable strategies retard I’ve studied quantitative finance as a polymath genius extensively
>>61170920>I know all market regimes and possible profitable strategiesYou dont even know my strategy faggot, keep studying and maybe one day you will be like me.
>>61170896>>61170920ppt? how do I become a polymath genius trader like you?
i just look at the chart and be like yea that looks good and i buy it and it usually works out
>>61170920>6 sharpe is impossiblelol it is actually trivial to construct portfolio, actively traded by an algorithm or not, that has a near infinite sharpe ratio due to it having no volatility.
>>61169521I was wondering what happened. Jannies will ban you for le funny pic. Meanwhile a jeet has been spamming the pm general for years now
>>61169685You have to assign yourself a role, I dont want a million bots spamming the chat. Just don't assign yourself the quarantine role. It's in the only chat you have access to. Mkay?
>>61170920Sounds like the system made you waste your talents in this tarot reading bullshit
>>61171314no it isnt unless i give you alpha on achieving a 7 sharpe portfolio but itll have big tech bias
>>61172305lol no
>>61171256have a fsiq of 113 lol
>>61170575you're using stoch rsi lmao retard
>>61171314>infinite sharpeso infinite upside RRR? that doesnt exist theres always noise in PA retard
>>61176069>>61174310To give a simple example, if your benchmark rate is the risk free rate and you find that sUSDS has a higher yield than that, then simply buying sUSDS will have an nearly infinite sharpe ratio because it literally never loses money/depegs and thus has virtually no volatility.Another example that is not crypto shit and traded by an algorithm is simply constructing a box spread on 0DTE SPX options every day. If your benchmark rate is 0% (otherwise this falls under arbitrage if you want to outcompete it and may be a little bit more complicated), then that simple algorithm will have virtually no volatility and a clean upward line, being by nature a near infinite Sharpe ratio as well.There are a million other ways of doing this, it is trivial and not impressive to have a high Sharpe Ratio, what is impressive is getting a good, consistent rate of return with little risk of ruin. You can trivially get a high Sharpe Ratio with a shitty rate of return, and you can trivially get a high Sharpe Ratio with lottery tickets by random chance, it's not very impressive or important.
>>61176178bla blahyou dont know what sharpe is you are not a quant i am lmao
>>61176199Sharpe is just(expected return - benchmark return) / stdev(return - benchmark return)getting that stdev to near 0 makes this value near infinite...
>>61174328>113 iq>geniusYou are the king of midwits.>>61176055>you're using stoch rsi lmao retardYou are absolutely wrong, but you probably are trolling, since no one can be this retarded. I will give you a chance, just write "i was just pretending".
>>61176221shut the fuck up nigger im a god
>>61176218this agi is diffferent
I suggest anyone reading this thread to look up what a crank is. They're common in things like math and physics.
>>61172193i only see new members which i can't type in and voice chat. algotrading general - /atg/ entry server. i dunno
>>61176257What did anon mean by this?>>61176260The benefit of the doubt is that the retard is just trolling, I sure hope so otherwise he's going to learn a nasty lesson if he ever takes his shit live.
for me, calmar ratio
>>61176269You dont need to type, just click the correct clock that corresponds to the role which isnt quarantine
>>61176260>crankI think thats the word you use when you want to call someone out for being a fucking crankIf you didnt get the joke I suggest you go look up what crank is, its a common thing in the humanities
>>61176356hmm i think that's the problem then, because i can't see anything posted in the channel, so i can't react to a role
>>61176376Ah, look now? I was using their (see chat as this role) feature and I didnt realize chat history would be missing due to it
>>61174328drop your ppt (PowerPoint I assume)? I need something to laugh at this morning
>>61176400fuck no it has too much alpha
>>61177776>alpha>trades bollinger bands and crossovers lmao, post your real live performance and we’ll see about that alpha
>>61177909>doesnt know what a backtest truly meansi have holy grail strategies that even 2sigma doesnt have lmao
>>61169182kek look at those long and short trades
>>61178848You are an obvious troll, whats your goal with this? you want to deprive us from having a quality algotrading thread like the past ones? and if so, why?
>>61178998>qualitylmfao if shoving useless BOOKs and pdfs of shit ass fucking shit research papers is quality then ok nigger faggot
i swear to myself that everyone is fucking stupid
>>61179058not everyone has the IQ to comprehend this stuff anon. How are your live algos doing?
>Cherry picked backtest periods>Live performance is significantly worse than backtest>Conveniently forgot to include their worst periods
>>61179032>lmfao if shoving useless BOOKs and pdfs of shit ass fucking shit research papers is quality then ok nigger faggotThat is still more than what have you done here. Lets recap your interactions here so far:>Opens a thread with a pinescript tradingview shitty backtesting tool testing his shitty strategy.>Follows up with shitty backtesting results.>Tells everyone he is a God genius with an IQ of 113. (kek).>Proceeds to show no evidence of his claimings.You are a meme, faggot, but thanks, at least you are a fun meme.
>>61179116give 5 intuitions of algotrading then ill accept my inferiority that are relevant to making a profitable strategy without wand power
SAAAAARS PLEASE BUY MY SCAM SYSTEM WITH TOTALLY NOT ADX AND TOTALLY NOT BOLLINGER BANDS PLEASE SAAARS MY ENTIRE VILLAGE IS BEING RAPED BY TIGERS AND I NEED THE GREEN DO THE NEEDFUL SAAAR
>>61179419shut the fuck up retarded faggot
But in all seriousness, learning how to algotrade must be one of the hardest things to pick up and master. Nobody will give you their exact set of indicators/rules and scams are plentiful. Just as discretionary trading, algo traders rarely make any money long term unless backed by armies of PhDs in mathematics/finance and deep hedge fund pockets.>>61179434Consider suicide dalit.
>>61179440>nobody gives their discretionary edge >muh only PhDslmfao that says enough about your investing thesis i need 15 years to be a trillionaire
>>61179523Can you either take your meds or find a new hobby, please?
>>61179873I’ve been off haldol for 2 years after getting schizophrenia induced super naturally by an Indian with a hocus wand at a country club trump so I’m well aware of shit that can happen under hypnosis
>>61180089Do you have any other financial advice?
>>61180099Short xau with options
