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haakonflaar

Collaborate in backtesting day trading strategies

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Hey! I am looking for someone that wants to collaborate with me in backtesting promising day trading strategies. So far I have developed a script that fetches historical data for tickers that fulfill certain criteria (eg. gapper criteria), performs simulated trading according to a strategy, and displays a graphical representation of the trades alongside the return from the trades. Below is an example of a graphical representation that the script returns for each trade (very customizable - in this case it backtests a simple version of the opening range breakout strategy). For a given strategy I can also run some statistics to see what stocks it works best on, and best levels for entry/exit.

If you have a promising strategy that you want backtested, and believe you can help me in improving my backtesting script (theoretically, no coding knowledge required), then I would like to get in touch! Let me know if you are interested in collaborating!

- Haakon

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I have a solid strategy for trading reversals that I use every day on TNA and TQQQ with consistent success. I laid it out in a forum post here

 

Ive backtested this strategy manually on excel, with the worst possible fills on buys and sells and it always works out as long as you trade every signal. I've also started taking short positions on the exact reverse of this strategy, which also works, and have since moved to using a 2m chart as opposed to a 1m chart so that it produces less signals but stronger trends.

I would like to do some more refined backtesting with Stop losses based on the ichimoku indicator (breach of the tenkan or kijun moving averages and well as exits based on an overbought RSI using a script so I can increase position sizes with confidence

 

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