Bateman
Finance and crypto
algorithmic trading
SHOW HN2013
169points
51comments
#96of 1,739 in 2013
Top 6%of 2013 by points
How HN took it
MixedNo clear lean
4 positive, 11 neutral or asking, 2 mixed, 8 critical, out of 25 comments about the project. Thread score -0.18.
Performance: 0 for, 6 againstIdea: 2 for, 2 againstDocs: 2 for, 0 against
The thread, comment by comment
Each row is a top-level comment and its replies, in HN's order. Select a cell to open that comment on HN.
positive neutral or mixed critical about another commenter or something else the maker
What HN said
What people liked
Good README and documentation
From 2 comments
Someone should hire you just for your ability to write documentation for your projects.
waterlesscloud on HNReally good readme. Explains well without hype. I like the name too :)
blt on HN
Interesting project idea
From 2 comments
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.…
_this on HNDoes anyone think someone extending this to place trades via API would be that horrible of an idea? Seems like it'd be interesting.
lampooned on HN
Objections
Backtest ignores spread, slippage and transaction costs
From 3 comments
"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…
minimax on HN" It produces profitable simulated results on historical data" I understand this is an intellectual exercise, but for those considering going into algorithmic trading, those…
niggler on HNWriting 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.…
_this on HN
Parameter optimisation risks curve fitting and overfitting
From 2 comments
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.…
_this on HNHenning, 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…
Choronzon on HN
Backtester has survivorship and look-ahead bias risks
From 1 comment
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…
dunster on HN
Requests
Use intraday order book or bid/ask data in backtests
From 2 comments
"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…
minimax on HNWriting 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.…
_this on HN
Port to Python and use Quantopian/zipline
From 2 comments
If you are up for porting Bateman to python, over at https://www.quantopian.com we let you backtest with high quality intraday data for free. You can also reference our…
fawce on HNThat'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…
dunster on HN
Add market neutral or options strategies
From 1 comment
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…
pg1337 on HN
Questions
Is it profitable?
From 1 comment
Is it profitable?
notdrunkatall on HN
What risk and money management is used?
From 1 comment
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…
spitfire on HN
Alternatives named
Quantopian and zipline
From 2 comments
If you are up for porting Bateman to python, over at https://www.quantopian.com we let you backtest with high quality intraday data for free. You can also reference our…
fawce on HNThat'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…
dunster on HN
Eclipse Trader
From 1 comment
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.…
_this on HN
FXCM Strategy Trader
From 1 comment
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…
pg1337 on HN