AI Specialist | Systematic Prop Trader
Democratizing systematic trading strategies.
Sharing the journey and testing out different data-driven strategies
Guess the prop firm lmao.
Tf is this - 13 pips of slippage.
Normally I wouldnt complain, but when it gets hit on ONE firm even though I have the exact SAME trade open on a couple...
Funny how where I get my AI-related news is from X ( even though I have access to more resources working in this industry - X truly is the fastest medium lmao )
About three months of live testing - ignore the percentages, it is an extremely small account so it definitely quite inflated.
Results are looking decent for now, ported a tonne of my MT5 strategies over to python for significantly faster backtesting. Have a whole range of strategies that may be deployment ready once I test them on out on validation + test data.
Simple strategies work quite well, right now trading breakouts but looking to expand to mean-reverting ones too ( really, just reverse the entries of my current EA's I guess )
@quandapro actually a good take - never thought about that that way. rl and post training seems to be the bigger focus now anyway so no need for massive sets of data for pre training
About 10-20USD for 5 years of futures data. Should be enough to get me 15 years of data for 2 assets, probably focus on NQ and GC for now.
Overall pretty good deal, don't know how @DatabentoHQ stop people from abusing this though
@SystematicEdge1@Crypto_Cypher_ @dmartin_nq You get 125usd free credits when signing up with databento. This is enough to download 1min ohlc futures data for gold, nq, es, and a couple of other symbols spanning back to 2012. You can then import this data as a custom symbol in mt5 and backtest futures srtaegies
It depends on your use.
I've done a bit of research into this on my page - sure tick by tick is more accurate but computationally becomes much more expensive to run backtests. Execution is also a bit more iffy too imo as you rely on the tick being accurate.
Imo checking a condition every min bar ( whilst may not give you the "best" entry ) should give you a good enough one assuming you aren't scalping/ hft'ing
@Samson2006fx@Crypto_Cypher_@dmartin_nq relax a bit buddy aye. why would I pay for something that I know can be free? Even if I was making hundreds of thousands - nothing wrong with a freebie lmao
@Crypto_Cypher_@dmartin_nq haha I'd love some free futures data too, 1min OHLC would be awesome and not willing to invest yet at this stage ( since can' t trade futures on mt5 anyway, ea's will be moot )
@dmartin_nq Haven't watched the video yet, but just wondering how it would compare to broker data? theoretically the live run vs backtest on broker data should be the same?