#algo
5 items tagged algo. ← all topics
15-Minute Divergence — The 1-Year Refresh on 5,073 Trades
Two months after the first intraday backtest, the same strategy re-run on a 4.5× larger sample: 5,073 trades across 144 symbols. The noise-stop fix worked, the profit factor held at 1.50× — and the data says this is not a day-trading strategy at all.
Read →15-Minute Divergence on NASDAQ 100 — What a Full Year of Intraday Data Shows
A 1-year backtest of a multi-indicator divergence strategy on 15-minute IBKR bars across NASDAQ 100 stocks — 1,116 trades, a Sharpe of 2.99, and the one mechanical flaw that nearly buried the edge.
Read →Backtesting Divergence on NASDAQ 100 — What 5 Years of Data Shows
A systematic backtest of a multi-indicator divergence strategy across NASDAQ 100 stocks over five years — win rates, profit factors, drawdown, and the structural lessons that change how you think about divergence trading.
Read →Multi-Indicator Divergence — Why RSI Alone Isn't Enough
Using RSI, Stochastic, and MACD together to filter divergence signals — how requiring all three to agree on the same pivot dramatically reduces noise while keeping the highest-quality setups.
Read →Python for Algo Trading — A Practical Starting Point
Setting up your first systematic trading script using Python, yfinance, and TA-Lib — from data fetch to basic signal generation.
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