Comments for The Financial Hacker

Comment on Coding the largest strategy ever by valino

valino — Thu, 23 Apr 2026 09:56:41 +0000

oh i got it sorry.. ranger

Comment on Coding the largest strategy ever by valino

valino — Thu, 23 Apr 2026 09:55:48 +0000

well.. where can I buy it?

Comment on The AutoTune filter by Recent Quant Links from Quantocracy as of 04/18/2026 - Quantocracy

Recent Quant Links from Quantocracy as of 04/18/2026 - Quantocracy — Sun, 19 Apr 2026 05:30:09 +0000

[…] The AutoTune filter [Financial Hacker] […]

Comment on Coding the largest strategy ever by Petra Volkova

Petra Volkova — Fri, 17 Apr 2026 14:25:48 +0000

In reply to faust. Sure, when you buy it. ;)

Comment on Coding the largest strategy ever by faust

faust — Fri, 17 Apr 2026 14:06:50 +0000

interesting is possible to see the big code? 😀

Comment on Build Better Strategies, Part 6: Evaluation by jcl

jcl — Thu, 16 Apr 2026 08:11:54 +0000

In reply to Matt. The default slippage is 5 seconds, meaning the trade is filled at the price 5 seconds after sending the order. This can be adapted to the broker. Rather than Close[1], we normally use price(0), which is the average of all ticks of the recent bar. This also minimizes the gap between backtest and live.

Comment on Build Better Strategies, Part 6: Evaluation by Matt

Matt — Thu, 16 Apr 2026 07:56:47 +0000

Great walk-forward breakdown. The gap between theoretical backtest metrics and
post-deployment performance almost always traces back to repainting or look-ahead
bias in signals that slipped through evaluation.

One rule I’ve started enforcing across all my testing workflows: close[1] only
for every entry and exit signal, no current bar references at all. Brutally
simple but it collapses the gap between backtest and live reliably. A strategy
that needs the current close to decide is essentially cheating on history.

On your 4h FX and index CFD system, what’s your slippage assumption for Asian
session and weekend gaps? I’ve watched otherwise positive-expectancy setups go
flat once realistic gap slippage gets modeled in the evaluation.

Comment on Coding the largest strategy ever by Petra Volkova

Petra Volkova — Thu, 16 Apr 2026 07:21:25 +0000

In reply to Peter.

AFAIK the new Zorro version of the mentioned system will become available in the next time. The previous TradeStation version is long available – for description and price, google for ‘Ranger trading system’.

Comment on Coding the largest strategy ever by Peter

Peter — Wed, 15 Apr 2026 15:15:37 +0000

” … What are these magic combinations? I don’t know, but if you buy the system, you can maybe find out.”
Where can I get a description of the system & pricing?

Comment on Coding the largest strategy ever by Dave R.

Dave R. — Sun, 05 Apr 2026 05:26:01 +0000

You nailed it with the “new methods” angle – the real hack isn’t finding one magic indicator, it’s having the right tool for each market regime. I spent two years chasing the perfect EA before realizing no single bot survives all conditions, and my drawdown was brutal because of it. That’s why I switched to Ratio X Toolbox for MT5, which gives me specialized bots for trending, ranging, and gold markets instead of forcing one strategy everywhere. Machine learning and statistical analysis only work if you’re matching them to the actual market phase you’re in.