All WeCore blog articles about Algorithmic Trading.
Before you build a futures trading bot for NQ/MNQ, ES/MES or Gold (GC/MGC): contract specs, micro vs mini, rollover, sizing, slippage and session rules explained.
A beginner roadmap to automated futures trading: learn futures basics, understand what automation does, use simulation first, and follow a 30-day checklist.
A practical Pine Script backtest guide: strategy settings, commission and slippage, how fills are simulated, the metrics glossary and the biases that distort results.
A neutral comparison of scalping bots and longer-holding automated strategies: execution costs, slippage, latency, prop firm HFT rules, monitoring effort and session fit.
Algorithmic trading for retail traders: what it is, execution automation vs fully systematic strategies, the core components, and the real benefits and limits.
Why live trading results differ from backtests: fills, slippage, commissions, latency, data quality, look-ahead bias and regime changes, and how to test properly first.
Overfitting and curve fitting in trading strategies: too many parameters, data snooping, in-sample vs out-of-sample, walk-forward and robustness checks, and warning signs.
Loss aversion, revenge trading, overconfidence and the urge to override automation: how a journal, pre-defined rules and automation help, and where responsibility stays with you.