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SubStack Research RealTest Code

SubStack Research RealTest Code

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The RealTest code accompanying our Substack article on the engulfing candle dilemma. The backtest examines whether engulfing candle patterns carry statistically meaningful edge in US equities. The full research write-up is linked below.

Read full article: https://setup4alpha.substack.com/p/the-engulfing-candle-dilemma

Requirements: RealTest, Norgate Data

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Systematic Traders

Algorithmic Trader & Substack Writer

Running the fund keeps me busy, and we don’t have a big quant team. We use some strategies from SetupAlpha because I can see the work they’ve put into testing. Nothing’s ever certain in markets, but their process makes me more comfortable putting capital behind it.

Michael Chen

Michael Chen

CEO of Blade Capital

I’m building an uncorrelated portfolio, and SetupAlpha’s strategies earned a spot. And i like the fast & very helpful custom support.

Gareth

Gareth

Data Infrastructure Engineer

After many recommendations, I finally downloaded some strategies and… wow! Whether you like diversification or not, you’ll find plenty of incredible strategies without spending a single hour on research or development.

Kent C. Miller

Kent C. Miller

Small Business Owner

The mean reversion strategies are high quality, fit perfectly into my trend-following portfolio for diversification, and are very easy to download and use.

L

Lukas Meier

Graduate Student & Part-Time Trader

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.

TradeQuantiX

Multi-Country Systematic Trader.  +2.6K Subscribers in SubStack

SetupAlpha knows more about what goes on under the hood of a good strategy than anyone I know.

Systematic Traders

Algorithmic Trader & Substack Writer

Running the fund keeps me busy, and we don’t have a big quant team. We use some strategies from SetupAlpha because I can see the work they’ve put into testing. Nothing’s ever certain in markets, but their process makes me more comfortable putting capital behind it.

Michael Chen

Michael Chen

CEO of Blade Capital

I’m building an uncorrelated portfolio, and SetupAlpha’s strategies earned a spot. And i like the fast & very helpful custom support.

Gareth

Gareth

Data Infrastructure Engineer

After many recommendations, I finally downloaded some strategies and… wow! Whether you like diversification or not, you’ll find plenty of incredible strategies without spending a single hour on research or development.

Kent C. Miller

Kent C. Miller

Small Business Owner

The mean reversion strategies are high quality, fit perfectly into my trend-following portfolio for diversification, and are very easy to download and use.

L

Lukas Meier

Graduate Student & Part-Time Trader

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