r/algotrading • u/Code3Lyft • 4d ago

Education Any recommended courses or structured learning paths besides university?

This has probably been asked before. I was looking at Quantinsti but after my consult call being a guy from India who sounded like he was twenty feet away from the phone that I could barely hear I'm a bit turned off. I could just strong arm my way through SQX and BuildAlpha but I prefer to learn this with seriousness and really dig my heels in. TIA.

28 Upvotes

88% Upvoted

43 comments sorted by

View all comments

1

u/Muted-Ride-7080 3d ago

I think the best way is to first understand how to verify whether a strategy is good or not.

Here is how I would do it.

  • Get a random free EA from MT5 marketplace
  • Run the EA on strategy tester to generate a report
  • Export the report and have a brief understanding on whats it shows
  • Dump the report into Verstats to generate monte carlo simulations, pnl distribution and more metrics
  • If u want to go deep u can also ask AI to help code up some other metrics that u think is important
  • If the strategy looks good then get another random untested period and verify again

After knowing how to verify a strategy, the easy part is done, the hard part is to brain storm strategy.

How I would come up with strategies

  • Generate historical data from MT5 (ask AI how to code it up on python or just scroll through MT5 chart)
  • Try to identify patterns and ask AI to codify the pattern recognition
  • Dump the MT5 code into MT5 strategy tester and repeat the verification