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  1. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    Our thought process is a couple of things: If successful algo trading using TA was just finding the right combination of 2-3 indicators and clicking "trade" then just about EVERYONE would succeed. But it's not. At least not in a sustainable way. We don't believe in "one strat/algo to rule...
  2. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    We generate and rigorously test millions of algos per month, in the hope of finding one or two that survive our "algo bootcamp" to be a candidate for run-forward real-time paper trading (the next step of validation). An example of an algo we'll generate (again, using TA indicators only) might...
  3. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    Sorry, I mean $7-$12 of underlying price movement of the price of the current quarterly ES futures contract (currently $4526), or 28-48 ticks. Our average profit (ES = $50 per $1 (or four ticks) of price movement) per trade is $350-$600 per contract traded. Our modeling and backtesting do...
  4. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    Our Max P2V DD was 14.9% in Sept 2022. We DO (though not since Feb currently) see periodic drawdowns approaching the 10% range, probably ten times or so since May 2022. Our average trade (we only trade ES E-Mini futures) takes profit after $7-$12 of favorable price movement. As a side note...
  5. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    Hi. We use AI models (evolutionary computation, genetic algorithms and several other "classic" machine learning models, not the current LLM craze) that have access to over 300 technical indicators to discover algos to try. Obviously there is EXTENSIVE and pessimistic vetting/backtesting, and...
  6. chris.page

    Is there anyone here who has a consistently profitable automated trading system?

    I may make an expanded post here at some point, just dipping my toe in this community. I have worked with a couple of math PhD's and a couple of sharp developers to do exactly this. We started in crypto in 2015 part time, went full time in 2018 (BAD timing for crypto), pivoted to traditional...
  7. chris.page

    Habits and processes for algo trading?

    I trade primarily futures and run my strategies on a dedicated Windows server using MultiCharts. On Sunday afternoon before the futures market opens I have a pretty standard routine that includes: Making sure the previous week's live trades, including slippage and fees, line up with...
  8. chris.page

    Using IB with TradeStation

    If you have scripts/strats that you have developed in EasyLanguage on the TradeStation platform and you want to execute those strategies on Interactive Brokers, truly the easiest thing to do (I do this currently) is use MultiCharts. Copy your scripts over to MultiCharts (their PowerLanguage is...
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