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🚨HOW I BACKTEST TRADING STRATEGIES USING CLAUDE CODE > Most traders backtest the wrong way > They fit a strategy to historical data > See +300% and think they found the holy grail > Go live - blow up > That's curve fitting, the classic trap > The right... show more
63,046 görüntüleme • 6 ay önce •via X (Twitter)
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HOW I BACKTEST TRADING STRATEGIES USING CLAUDE CODE- A: Have Claude write your C# and put it to NinjaTrader to backtest. Don't trust Claude's backtests in python

Bro, this is algo dev 101. Even with forward testing, you don’t have enough data. If timeframe chart you are using is long, e.g. daily or 4 hour bars, you are NOT going to have enough test samples. Good luck collecting thousands of test samples.

backtest is a very important thing

You mention training the model, what model? Do you have an LLM that you’re feeding the data to? If so, do you have a link to that video?

Exactly. The real test is forward-testing on data your model never saw. Perfect backtest results are basically a red flag at this point.

No disrespect here, but building a true working algo that generates consistent PNL takes much more data, back testing, and effort. Being said, this could be the first stepping stone for someone who wants to get started.

@zostaff yeah, learned this the hard way. thought I was a genius till reality hit. back to square one 😂

walk-forward analysis is key, reduces overfitting. what metrics do u use to evaluate strategy performance during the walk-forward test?

it's new part of video?

backtested results are usually just a hallucination

excellent method, worth testing in practice

full checklist for backtests - love it

walk forward testing separates the pros from the gambling addicts who think they cracked the code with 6 months of data

no gambling ,only predict

bookmarked this alpha content 🤝

What model did you use? Opus?

yes,opus 4.6

bookmarked this content

the best content

need it to watch

Walk-forward is the real filter. I've been running systematic futures strategies for years and the number of "holy grail" backtests that fall apart on out-of-sample data is humbling. Setting up the entire train/test/slide pipeline in one Claude Code conversation — that used to take me days to configure properly.

These things work initially, fade over time.

backteset fr very important

Backtest results look clean until you factor in slippage, spreads, and actual execution latency. Real question - are you testing against the same market regime we're in now, or a fundamentally different one?

基本中の基本な

@grok give us the prompt to give to Claude

I do the same thing It really does help

Bro you made the real work
