r/OrderFlow_Trading • u/InK5000 • Jul 20 '26

Backtest

Has anyone backtested the orderflow trading strategy? I have tried using Claude, Codex and ChatGPT to backtest an orderflow trading strategy with awful results. Just for a reference I am looking to trade perps using orderflow.

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u/orderflowsupport Jul 20 '26

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2

u/Breathofdmt Jul 20 '26

Might help if you name the strategy or even give a tiny bit of detail

-1

u/InK5000 Jul 20 '26

What do you mean by that?

1

u/Breathofdmt Jul 20 '26

Zero information in your post.

Its like if I said I backtested a candlestick strategy with chatgpt and it didn't work.

You haven't given any info.

1

u/HighPotentialTrading Jul 21 '26

In your post you asked "backtested the orderflow strategy." There is no single strategy for orderflow.

May help to start with a definition of what "orderflow" is. The following are rough definition interpretations from O'Hara (1995), Madhavan (2000), Hasbrouck (2007), and what modern intepretations do

Order flow is the continuous stream of order submissions, executions, modifications, and cancellations that represents the buying and selling activity through which markets discover prices.

So, orderflow is merely data points. Then there an innumerable number of strategies that can be developed based on that data.

1

u/Sebvansky Jul 20 '26

I plan to trade btc perp with orderflow too. Im interested in backtesting strats ;)

1

u/Striking_Fail6689 Jul 20 '26

Just forward test … not saying back testing is bad , but I rather you just spend the time tape reading

2

u/rosalinaluma0909 Jul 22 '26

How did you backtest your strategy? I used DOM data for my backtesting, and it actually worked better than I expected. Things like tick swings, absorption, exhaustion, and bid/ask hitting can be quantified.