Hello all! Im very new to algo trading, over the past year I have been working on an algorithim on pinescript that trades the NDX. Iteration after iteration I have tried to come up with a strategy that has a positive strategy outperformance.
After a while this has been the closest I've gotten to 0, and I am very proud of what I have made even though I know there is much room for improvement.
What I want to know is:
* Is this actually useful or did I just overfit the hell out of historical data? That 92% win rate seems suspiciously high
* Could I use leverage or options to turn this into something profitable? Or would that just be amplifying the losing strategy
* Am I dealing with look ahead bias? How do I actually check for that in pinescript?
Thank you guys :)