Algorithmic trading strategies with live results
Fully researched, coded and stress-tested trading strategies, ready to run in RealTest or Python.
Fully researched, coded and stress-tested trading strategies, ready to run in RealTest or Python.
Native RealTest script, a standalone Python code, and written rules for any platform.
Import it and click run. The full backtest runs immediately with all settings ready.
Every rule in plain English. Rebuild the logic on any platform or trade manually.
The complete strategy and backtest in Python, ready to run in VS Code or Jupyter.
The starting point is a paper from SSRN, arXiv or ScienceDirect. The raw signal is tested on its own first. Does it predict future returns at all, before any trading rules exist?
Rules are written in RealTest and tested on Norgate data that includes delisted companies. Interactive Brokers commissions and slippage are subtracted from every result.
What survives out-of-sample, walk-forward and Monte Carlo is traded in a live account at small size. The date it went live is shown on the strategy page.
Strategies are tested beyond a single equity curve, across market regimes, trading costs, parameter variations and randomized trade sequences.
I've been using a strategy from SetupAlpha and I'm really impressed with its elegance and stability. The unique approach gives me a fresh perspective and ideas I can apply to other strategies I'm developing. I'm currently working on integrating it into my suite of trading strategies.
Buying a SetupAlpha strategy didn't save me money, it saved me research time. I estimate it replaced 70–90 hours of development, debugging, and validation. Even if I never trade the strategy exactly as delivered, the research process was worth the investment.
I traded discretionary for over a decade and kept putting off going systematic because I did not know where to start. Having a finished, tested system to take apart was what finally got me moving.
A simple setup ready to run and backtest in RealTest or Python.
RealTest is the high-performance backtesting and portfolio software the strategies were originally designed for.
No, you don't necessarily need it. Every individual strategy includes a native RealTest script (.rts), a standalone Python script (.py), and a plain-English Strategy Rules document (.pdf). If you don't use RealTest, you can run the strategy in Python (Jupyter / VS Code), recreate the logic in TradingView or another platform, or follow the rules manually.
The stock strategies use Norgate Data, which includes historical index constituents and delisted stocks to eliminate survivorship bias. The ETF strategies can run on Norgate or free Yahoo Finance data, as they trade a small universe of major liquid ETFs.
You receive three complete files immediately after purchase:
Note: Multi-strategy portfolios (such as All-Weather) are native RealTest portfolio engines and include the .rts files and rules documentation.
Yes, but automation is entirely up to you. RealTest can generate daily order lists that tools like OrderClerk can transmit to Interactive Brokers. Python users can integrate the signals into their own broker pipelines. We provide fully researched backtests and source code, you retain complete control over how and where you execute.
No. The strategies arrive fully written and ready to run. In RealTest, running the backtest takes two clicks. If you prefer not to code at all, the plain-English PDF rules describe every condition step-by-step so you can follow the setups manually on any charting platform.
Yes. You receive 100% open source code. You can modify parameters, universes, and position sizing directly in the RealTest or Python scripts. Because the PDF explains the mathematical logic without proprietary syntax, you can also rebuild the system in Pine Script, TradeStation, AmiBroker, NinjaTrader, MetaTrader MQL, MultiCharts, QuantConnect, FXReplay, or any other tool.