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Trading Summary Week 41 2023 10 Trades: 10 US 500 - 113 BPS. 8 long trades - 250 BPS. 2 short trades + 137 BPS. 6 intraday trades + 18 BPS. 4 multi-day trades - 131 BPS. Total trades net - 113 BPS. Net points + 51.90. Return on account for the week: - 9.66 % net. P:L ratio: 0.6:1. Days...

Trading Summary Week 40 2023 23 Trades: 23 US 500 + 342 BPS. 14 long trades - 550 BPS. 9 short trades + 892 BPS. 14 intraday trades + 62 BPS. 9 multi-day trades + 280 BPS. Total trades net + 342 BPS. Net points + 149.40. Return on account for the week: + 7.25 % net. P:L ratio: 1.3:1. Days...

Trading Summary Week 39 2023 11 Trades: 11 US 500 + 253 BPS. 7 long trades - 22 BPS. 4 short trades + 275 BPS. 8 intraday trades + 4 BPS. 3 multi-day trades + 249 BPS. Total trades net + 253 BPS. Net points + 110.68. Return on account for the week: + 8.67 % net. P:L ratio: 6.7:1. Days...

Trading Summary Week 38 2023 13 Trades: 13 US 500 - 103 BPS. 11 long trades - 349 BPS. 2 short trades + 246 BPS. 10 intraday trades + 19 BPS. 3 multi-day trades - 122 BPS. Total trades net - 103 BPS. Net points - 47.98. Return on account for the week: - 7.68 % net. P:L ratio: 0.7:1. Days...

Trading Summary Week 37 2023 16 Trades: 16 US 500 - 580 BPS. 11 long trades - 195 BPS. 5 short trades - 385 BPS. 10 intraday trades + 15 BPS. 2 multi-day trades - 565 BPS. Total trades net - 580 BPS. Net points - 255.58. Return on account for the week: - 36.11 % net. P:L ratio: 0.1:1. Days...

Just checking how it's going... the answer is well. That green line sure is steady.

Trading Summary Week 36 2023 18 Trades: 18 US 500 + 61 BPS. 9 long trades - 64 BPS. 9 short trades + 125 BPS. 15 intraday trades + 48 BPS. 3 multi-day trades + 13 BPS. Total trades net + 61 BPS. Net points + 26.90. Return on account for the week: + 1.91 % net. P:L ratio: 1.4:1. Days...

Impressive green slope. I wonder what percentage of hedge funds this algo in beating.

Trading Summary Week 35 2023 10 Trades: 10 US 500 + 38 BPS. 9 long trades + 94 BPS. 1 short trades - 56 BPS. 7 intraday trades + 5 BPS. 3 multi-day trades + 33 BPS. Total trades net + 38 BPS. Net points + 17.11. Return on account for the week: + 1.27 % net. P:L ratio: 1.4:1. Days traded: 4...

Obviously the algo needs a 'clearing up' procedure, checks that there are no positions still open. But you learn this stuff via real world running, again surprised it's never arisen in 6 months of real time running.

Not sure I understand what went wrong. Are you saying that the algo encountered trading conditions that hadn't occurred in the period since it's been running ? Or had you made a change and this produced the error ? My background is in software development in the financial sector. First question...

Is it just me or is the green line below its high ?

Trading Summary Week 34 2023 13 Trades: 13 US 500 - 115 BPS. 9 long trades - 38 BPS. 4 short trades - 77 BPS. 7 intraday trades - 53 BPS. 6 multi-day trades - 62 BPS. Total trades net - 115 BPS. Net points - 51.1. Return on account for the week: - 6.47 % net. P:L ratio: 0.3:1. Days traded...

'Technically i can let it ride forever, but I still do the weekly vps restart and check for updates. Also check QT for updates.' Excellent. How did the system perform last week, given the volatility we saw ? I can't tell since you stopped the daily updates, well apart from observing that the...

How much manual intervention does your system need - can it be left to run for several weeks completely on its own ?

Trading Summary Week 33 2023 35 Trades: 35 US 500 + 176 BPS. 20 long trades - 386 BPS. 15 short trades + 562 BPS. 25 intraday trades + 66 BPS. 10 multi-day trades + 110 BPS. Total trades net + 176 BPS. Net points + 78. Return on account for the week: + 3.44 % net. P:L ratio: 1.1:1. Days...

Trading Summary Week 32 2023 22 Trades: 22 US 500 + 159 BPS. 21 long trades + 46 BPS. 1 short trades + 113 BPS. 20 intraday trades + 21 BPS. 2 multi-day trades + 138 BPS. Total trades net + 159 BPS. Net points + 72.22. Return on account for the week: + 8.99 % net. P:L ratio: 183.1:1. Days...

Trading Summary Week 31 2023 26 Trades: 26 US 500 + 268 BPS. 22 long trades + 166 BPS. 4 short trades + 102 BPS. 22 intraday trades + 32 BPS. 4 multi-day trades +236 BPS. Total trades net + 268 BPS. Net points + 119.13. Return on account for the week: + 18.53 % net. P:L ratio: 2.8:1. Days...

Oh OK then. I don't want to reverse engineer your system, just interested to see at what times your algo enters and exits the market.

I'd be interested to see some actual trades the algo has taken. Would it be possible to show a typical day's trading - entry price and time, exit price and time, and size ? Any day, doesn't have to be recent. Also, does it take trades in the overnight session, or just the US open session...