Robust algo trading Edges for traders using AmiBroker & EasyLanguage. For serious traders focused on risk, robustness & realism.
Joined August 2018
- Tweets 2,691
- Following 280
- Followers 3,123
- Likes 740
1,161 Photos and videos
Closing Tomorrow.
LONG. Tomorrow open.
1
122
QuantpTrader | Robust Trading Edges retweeted
Interesting analysis.
2
8
2,749
TLT "Quiet Duration Short" — the robustness battery.
Five tests.
Each one asks a different question about whether the edge is real. Thread 🧵
1
1
435
**E-Ratio — 88.9% strong**
500 random entry systems. 10 stop lengths. 9 metrics. 90 total combinations.
System beats the P75 random benchmark in 80 of 90.
Payoff Ratio beats P75 at every single stop length (10/10). e-Ratio mean 1.291 — 29% more favourable excursion than adverse from entry. Reference value is 1.0.
The entry signal has a directional edge. That's what this test is designed to detect.
1
161
Full robustness write-up — every test, every number — in the companion post on Substack.
ProTrade: one validated edge per month. AFL, ELD, Python, full test evidence.
129
TLT has returned 0% in price terms since January 2000.
Not negative. Flat.
Short-only system on the same instrument, same period: 143.98%. Average exposure: 13.27%.
Thread on the April 2026 edge. 🧵
1
1
337
Current window (Jan 2025–Apr 2026): CAR near 0.14% across 10 trades.
Setup conditions have produced limited follow-through over this period.
That's the actual status.
1
137
Full post at Substack: system logic, complete stats, IS/OOS/FT breakdown, and what the validation pipeline looks like from here.
ProTrade — one validated edge per month.
129