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"How I Built an Overnight Strategy Tournament System for Algorithmic Paper Trading"

"How I Built an Overnight Strategy Tournament System for Algorithmic Paper Trading"

via Dev.to PythonRay

The Problem With Testing Trading Strategies As a trader, testing multiple strategies is brutal. Manual backtesting is slow, inconsistent, and you can't run 10 strategies simultaneously while you sleep. Most people end up with gut-feel decisions dressed up as analysis. I built TradeSight to fix this: an overnight strategy tournament that runs your strategies in parallel, ranks them by actual performance metrics, and hands you a leaderboard in the morning. The Tournament Concept The core idea is simple — pit your strategies against each other on real market data (paper trading via Alpaca), rank them by Sharpe ratio + win rate, and let the best ones survive. Think evolutionary pressure, but for trading algos. Each night: All registered strategies fetch OHLCV data for a watchlist of tickers Each strategy computes buy/sell signals using its own indicator logic Paper orders are submitted to Alpaca At morning close, results are scored and ranked on the dashboard Architecture Four components k

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