[{"data":1,"prerenderedAt":346},["ShallowReactive",2],{"project-5427833":3},{"id":4,"name":5,"line":6,"line_source":7,"title":8,"url":9,"domain":10,"maker":11,"posted_at":12,"year":13,"points":14,"comments":15,"rank_in_year":16,"shown_in_year":17,"top":18,"tier":19,"category":20,"subcategory":21,"format":22,"keywords":23,"reception":27,"sentiment":28,"stance_mix":29,"scored_comments":34,"aspects":35,"strip":41,"post_text":45,"what":46,"said":51,"maker_in_thread":153,"shape":158,"grid":161,"attempts":308,"same_week":309,"maker_shows":42,"maker_hidden":338,"reader_version":339,"card":340},"5427833","Bateman","A stock trading system I'm working on","title","Show HN: Bateman, a stock trading system I'm working on","https:\u002F\u002Fgithub.com\u002Ffearofcode\u002Fbateman","github.com","henning",1364040336,2013,169,51,96,1739,6,"notable","finance_crypto","algorithmic trading","library",[21,24,25,26],"backtesting","stock trading","particle swarm optimization","mixed",-0.184,{"positive":30,"neutral":31,"mixed":32,"critical":33},4,11,2,8,25,{"performance":36,"docs":38,"idea":39,"execution":40},{"positive":37,"critical":18},0,{"positive":32,"critical":37},{"positive":32,"critical":32},{"positive":37,"critical":37},[42,37,37,42,37,37,43,44,37,37,44,37,37,37,42,37,37,37,43,42,44,42,37,37,37,44,37,44,44,44,37,37,44,44,43,42,44,37,37,44],1,5,3,null,{"problem":45,"audience":45,"pricing":45,"motivation":45,"time_to_build":45,"stack":47,"openness":48,"stage":49,"team_size":50},[],"open_source","prototype","unknown",{"praise":52,"objections":76,"requests":104,"questions":125,"alternatives":139},[53,65],{"value":54,"source":55,"evidence":56},"Good README and documentation","commenter",[57,61],{"id":58,"by":59,"text":60},"5428231","waterlesscloud","Someone should hire you just for your ability to write documentation for your projects.",{"id":62,"by":63,"text":64},"5428461","blt","Really good readme. Explains well without hype. I like the name too :)",{"value":66,"source":55,"evidence":67},"Interesting project idea",[68,72],{"id":69,"by":70,"text":71},"5428442","_this","Writing a framework for running trading strategies is certainly an interesting idea. I too am dissatisfied with most commercial platforms due to lack of features and flexibility.…",{"id":73,"by":74,"text":75},"5428934","lampooned","Does anyone think someone extending this to place trades via API would be that horrible of an idea? Seems like it'd be interesting.",[77,89,97],{"value":78,"source":55,"evidence":79},"Backtest ignores spread, slippage and transaction costs",[80,84,88],{"id":81,"by":82,"text":83},"5430119","minimax","\"And, in fact, every single one of our simulated trades was profitable, even while the stock overall was going up and down.\" This is a huge red flag with respect to the…",{"id":85,"by":86,"text":87},"5428140","niggler","\" It produces profitable simulated results on historical data\" I understand this is an intellectual exercise, but for those considering going into algorithmic trading, those…",{"id":69,"by":70,"text":71},{"value":90,"source":55,"evidence":91},"Parameter optimisation risks curve fitting and overfitting",[92,93],{"id":69,"by":70,"text":71},{"id":94,"by":95,"text":96},"5428921","Choronzon","Henning, If you are going to go some computer optimisation please read Whites reality check, I applaud your effort but I think the trading strategy as described might be too…",{"value":98,"source":55,"evidence":99},"Backtester has survivorship and look-ahead bias risks",[100],{"id":101,"by":102,"text":103},"5429705","dunster","That's a very interesting system you've built. The the thing about backtesting a strategy is that it is very easy to make a mistake in your backtester. Look ahead bias is the…",[105,110,118],{"value":106,"source":55,"evidence":107},"Use intraday order book or bid\u002Fask data in backtests",[108,109],{"id":81,"by":82,"text":83},{"id":69,"by":70,"text":71},{"value":111,"source":55,"evidence":112},"Port to Python and use Quantopian\u002Fzipline",[113,117],{"id":114,"by":115,"text":116},"5434425","fawce","If you are up for porting Bateman to python, over at https:\u002F\u002Fwww.quantopian.com we let you backtest with high quality intraday data for free. You can also reference our…",{"id":101,"by":102,"text":103},{"value":119,"source":55,"evidence":120},"Add market neutral or options strategies",[121],{"id":122,"by":123,"text":124},"5428348","pg1337","This looks interesting, and I'm going to try back testing this. I would suggest trying out- 1. market neutral positions. Eg- If you go long AAPL, go short XLK ( The tech stock…",[126,132],{"value":127,"source":55,"evidence":128},"Is it profitable?",[129],{"id":130,"by":131,"text":127},"5431451","notdrunkatall",{"value":133,"source":55,"evidence":134},"What risk and money management is used?",[135],{"id":136,"by":137,"text":138},"5428967","spitfire","Whenever I hear of an amateur built trading system, the first question that always comes to mind is: What's your risk and money management like? It's easy to come up with an…",[140,145,149],{"value":141,"source":55,"evidence":142},"Quantopian and zipline",[143,144],{"id":114,"by":115,"text":116},{"id":101,"by":102,"text":103},{"value":146,"source":55,"evidence":147},"Eclipse Trader",[148],{"id":69,"by":70,"text":71},{"value":150,"source":55,"evidence":151},"FXCM Strategy Trader",[152],{"id":122,"by":123,"text":124},{"comments":42,"answered":37,"key":154},[155],{"id":156,"text":157},"5430659","Thanks for this. I hadn't looked at that carefully enough and need to think more about it.",{"commenters":159,"max_depth":43,"maker_replies":42,"first_comment_mins":160,"lifespan_hours":15},39,115,[162,164,166,168,169,170,174,176,178,182,183,187,191,194,196,200,204,206,208,212,215,217,220,223,228,231,235,239,242,245,248,250,253,256,258,262,265,267,270,272,275,279,281,283,285,289,293,296,299,301,305],[81,37,42,163,82,37],"project\u002Fcritical\u002Fperformance",[156,37,37,165,11,42],"maker\u002Fneutral\u002Fperformance",[114,37,37,167,115,37],"other\u002Fneutral\u002Fnone",[85,42,42,163,86,37],[94,32,42,163,95,37],[171,32,37,172,173,37],"5429399","commenter\u002Fneutral\u002Fnone","cschmidt",[175,32,37,172,95,37],"5429608",[58,44,43,177,59,37],"project\u002Fpositive\u002Fdocs",[179,44,43,180,181,37],"5428407","project\u002Fpositive\u002Fidea","twfarland",[69,30,42,163,70,37],[184,30,37,185,186,37],"5429308","commenter\u002Fpositive\u002Fnone","hluska",[188,30,37,189,190,37],"5429823","commenter\u002Fpositive\u002Fperformance","pja",[192,30,37,185,193,37],"5431296","lightyrs",[101,43,44,195,102,37],"maker\u002Fneutral\u002Fexecution",[197,18,37,198,199,37],"5428546","other\u002Fneutral\u002Fperformance","matt__ring",[201,18,37,202,203,37],"5428693","commenter\u002Fneutral\u002Fperformance","objclxt",[205,18,37,202,199,37],"5428969",[207,18,37,202,190,37],"5430100",[209,210,42,163,211,37],"5428434",7,"plg",[213,210,37,172,214,37],"5429195","jrockway",[216,210,37,172,211,37],"5429395",[218,210,37,172,219,37],"5431234","nandemo",[221,33,43,180,222,37],"5429922","fchollet",[224,225,44,226,227,37],"5428840",9,"project\u002Fneutral\u002Fidea","jrvarela56",[136,229,42,230,137,37],10,"project\u002Fcritical\u002Fidea",[232,31,44,233,234,37],"5430992","project\u002Fmixed\u002Fexecution","radikalus",[236,237,42,230,238,37],"5429156",12,"DrJokepu",[240,237,37,167,241,37],"5429214","noname123",[243,237,37,167,244,37],"5429267","random42",[246,237,37,167,247,37],"5429485","coderholic",[249,237,37,167,238,37],"5432176",[251,237,37,167,252,37],"5432290","irahul",[254,237,44,226,255,37],"5429541","jxf",[257,237,37,172,238,37],"5432158",[259,260,44,226,261,37],"5428888",13,"pnathan",[263,260,44,264,244,37],"5428904","maker\u002Fneutral\u002Fidea",[266,260,44,264,261,37],"5437465",[268,260,37,269,86,37],"5428918","other\u002Fneutral\u002Fidea",[271,260,37,167,261,37],"5437513",[273,260,37,167,274,37],"5428920","thestranger",[276,277,44,226,278,37],"5428403",14,"trotsky",[122,280,44,226,123,37],15,[73,282,44,226,74,37],16,[62,284,43,177,63,37],17,[286,287,42,163,288,37],"5428128",18,"yarou",[290,287,44,291,292,37],"5428458","project\u002Fmixed\u002Fperformance","3327",[294,287,37,295,82,37],"5430004","commenter\u002Fneutral\u002Fexecution",[297,287,37,295,298,37],"5430242","chollida1",[300,287,37,295,82,37],"5432140",[302,287,44,303,304,37],"5428632","project\u002Fneutral\u002Fexecution","sseveran",[130,306,44,307,131,37],19,"project\u002Fneutral\u002Fperformance",[],[310,315,319,324,328,333],{"id":311,"name":312,"points":313,"category":314},"5424206","Heap",339,"web_saas",{"id":316,"name":317,"points":318,"category":314},"5434186","My side project",248,{"id":320,"name":321,"points":322,"category":323},"5438241","Framebase.io",205,"data",{"id":325,"name":326,"points":327,"category":314},"5445029","itch.io",155,{"id":329,"name":330,"points":331,"category":332},"5428720","Uslide",113,"dev_tools",{"id":334,"name":335,"points":336,"category":337},"5434856","My weekend Project",100,"languages",false,"v2",{"id":341,"name":5,"line":6,"ai":338,"cat":20,"year":13,"points":14,"comments":15,"rec":27,"s":342,"top":18,"kw":343,"maker":11,"domain":10,"tier":19,"attempts":37,"strip":344,"url":9,"mix":345,"praise":54,"objection":78,"sub":21},5427833,-0.18,[21,24,25,26],"1001005300300010005131000303330033513003",[30,31,32,33],1794036505179]