Recent content by Alis

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    Artificial Algorithmic Systems Real Trading

    November update: Account value at 102k, so about 2% profit in 4 months. I've noticed that my systems (those created by computer) pick up a lot of rubbish. Some of the stock I own are suspended (about 15k worth) and some of those will certainly go bust. If I account for this then there is no...
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    Artificial Algorithmic Systems Real Trading

    System 230913_22290_B sold adv
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    Artificial Algorithmic Systems Real Trading

    Thursday's trade: System 230904_56931_B sold cri Yesterday: System 230904_41122_B bought 85 shares bcs at 23.40
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    Artificial Algorithmic Systems Real Trading

    System 230903_36590_B sold pbf System 230905_20948_BN bought 3391 shares of sts at 0.588
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    Artificial Algorithmic Systems Real Trading

    2018-2022 backtest, then since 1st Jan 2023 demo trading.
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    Artificial Algorithmic Systems Real Trading

    Very much could be, only time will tell (if I don't ditch it sooner). When I create system I have a cutoff of 100 trades in each training and verification period. I assumed that's enough, but there are more metrics to make systems pass. Good thing is that there is a strong correlation between...
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    Artificial Algorithmic Systems Real Trading

    Number of trades in training period is around 100+ (depending on the system), verification period: ~200, test period: ~250 (highest 400, lowest 195). Each of periods is 5 years (actually test period is almost 6 years by now).
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    Artificial Algorithmic Systems Real Trading

    System 230904_41122_B sold ADV at 1.105 System 230913_22290_B bought 2419 shares of VVD at 0.824 System 230913_22290_B bought 3834 shares of STS at 0.52 System 230904_41122_B bought 35 shares of PTG at 56.4
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    Artificial Algorithmic Systems Real Trading

    System 230904_41122_B bought 32 shares of BCX at 61.6
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    Artificial Algorithmic Systems Real Trading

    System 230913_22290_B sold SKL
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    Artificial Algorithmic Systems Real Trading

    Month summary: I'm down to 97k, so that's about 6% loss in October. Main index went up a lot but that's mainly because large moves in large caps. So far (since end of July) I'm down about 3% and indexes are at about the same level. I don't want to this to look like I'm trying to change my...
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    Artificial Algorithmic Systems Real Trading

    System 230904_41122_B sold NNG System 230913_22290_B bought 7912 shares of LES at 0.252
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    Artificial Algorithmic Systems Real Trading

    System 230913_22290_B sold ASM System 230904_56931_B bought 78 of BCS at 25.7
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    Artificial Algorithmic Systems Real Trading

    System 230913_22290_B sold MLK
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    Artificial Algorithmic Systems Real Trading

    System 230913_22290_B sold ENI System230905_20948_BN bought 1490 shares of CLE at 1.338
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