Am I on the right track? by Matthew Congrove

Matthew Congrove

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I'm a (non-finance) software engineer, and just started to get interested in more active stock trading. That quickly lead me here, and it's been interesting thus far. I've spent a lot of time today trying to put my ideas into an algo that, to me, looks pretty good. However, I'm running into more and more difficult problems and I'm wondering if I should even bother continuing.

So my question is, am I on the right track? These performance/ranking metrics are total Greek to me, even after reading up.

https://i.imgur.com/enA3Jpf.png

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Matthew Congrove

Accepted Answer

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Jared Broad

Hi Matthew, read up on the PSR scoring method here. A good PSR is one part of evaluating a strategy but it's not really possible to say much from just a backtest screenshot. If truly learning and wanting to solicit meaningful feedback you'll need to share the strategy.

Grant Forman

18k ,

...I would also suggest adding

self.SetBrokerageModel(AlphaStreamsBrokerageModel())

..right at the start of the algo creation process - it may cause knawing and knashing of teeth later on if you dont!.

Matthew Congrove

44 ,

Grant Forman Thanks for that tip!

Jared Broad Thanks for your input and the link, I'll dive in to the PSR doc!

Matthew Congrove

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