Most trading strategies fail in live markets because they are overfitted to historical data. A standard backtest is not enough. You need a stress test.
I offer a professional Quantitative Audit using Walk-Forward Analysis (WFA)—the institutional standard for strategy validation. I will stress-test your logic to ensure it can handle changing market regimes before you risk real capital.
✅ WHAT IS INCLUDED IN THIS SERVICE (FIXED SCOPE):
1. CODE CONVERSION & SETUP
- Have a strategy in Pine Script (TradingView)? I will convert it to a robust Python engine (Backtesting.py/VectorBT).
- Have just an idea? I will code your rules from scratch.
- I ensure the logic is identical to your vision but optimized for high-speed testing.
2. OPTUNA OPTIMIZATION
- I don't use "Brute Force" optimization that finds random lucky numbers.
- I use Optuna (Bayesian Optimization) to find stable parameter clusters that work consistently.
3. RIGOROUS WALK-FORWARD ANALYSIS (WFA)
- I simulate "blind" trading using strict In-Sample (Training) vs. Out-of-Sample (Testing) windows.
- This reveals if your strategy actually possesses a predictive edge or if it's just curve-fitted.
4. INSTITUTIONAL-GRADE REPORTING
- You receive a comprehensive **PDF/HTML Report** containing:
- Stability Heatmaps: Visual proof of performance across different time periods.
- OOS Equity Curve: The "real" performance chart (no lies).
- Risk Metrics: PSR (Probabilistic Sharpe Ratio), CVaR (Tail Risk), and Win Rate stability.
🎯 THE OUTCOME:
You will get a definitive "GO / NO-GO" verdict.
- If it passes: You have mathematical confidence to deploy capital.
- If it fails: You saved thousands of dollars by not trading a flawed system.
🚫 REQUIREMENTS:
- A description of your strategy rules OR Pine Script source code.
- Your preferred asset (e.g., BTCUSDT) and timeframe (e.g., 15m).
This is not a simple coding gig. This is a Risk Management service designed to protect your portfolio.