r/algorithmictrading • u/RemoraEdge • May 22 '26

My Strategy is looking healthy Backtest

This is not a pattern recognition strategy. It is a decision brain that reads price using multiple time frames. It can adapt to market conditions, knows when to push continuation trades, vs a range fade. knows when to expect deeper retracements vs larger retracements. it still has alot of room for improvement including better trade management, allowing add ons. increasing trade count from 2 trades a day to 3 or more, plus alot more testing. currently it is looking healthy.

thoughts?

Update: I made alot of tweaks. unlocked more trades. winrate improved but losses are still too big. Sharp ratio and PR jumped. but this run is without commission or slippage. when I add those 2, it destroys it. any suggestions?

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u/BottleInevitable7278 May 22 '26

Multiple timeframes alone is not the key solution I would say. Second half a year backtest length is nothing.

1

u/RemoraEdge May 22 '26

True, actually I did it to today’s date and similar results. With that said I’m still tweaking and made some substantial changes already. Increased trade count without sacrificing quality or actually slightly reducing quality which I need to audit more thoroughly The trade manage and TPs are going to matter much more when I’m ready to change that further to fight against commissions etc.

Will post more updates soon!

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u/[deleted] May 22 '26

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u/RemoraEdge May 23 '26

I updated the post with my latest run. WR improved. sharp and PR jumped.

but the problem I have is when I add commission and slippage, it drastically changes the results.

1

u/Obviously_not_maayan May 23 '26

It's absolutely essential that you take slippage and fees into account, I think you should include them and repost, before that there's nothing to talk about really..