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  1. Mo06

    Index futures automation

    Nice to see you're beating the Nasdaq (finally).
  2. Mo06

    Index futures automation

    Amazingly consistent results. Couple of questions: What programming language is the algo written in ? Approximately how many lines of code were required ? Has the fundamental design of the algorithm remained the same since the start of the trial with real money ?
  3. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 30 2023 7 Trades: 7 US 500 + 17 BPS. 7 long trades + 17 BPS. No short trades. 7 intraday trades + 17 BPS. No multi-day trades. Total trades net + 17 BPS. Net points + 7.93. Return on account for the week: + 3.01 % net. P:L ratio: N/A. Days traded: 2. Longest trade...
  4. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 29 2023 4 Trades: 4 US 500 + 3 BPS. 4 long trades + 3 BPS. No short trades. 4 intraday trades + 3 BPS. No multi-day trades. Total trades net + 3 BPS. Net points + 1.40. Return on account for the week: + 0.53 % net. P:L ratio: N/A. Days traded: 3. Longest trade duration...
  5. Mo06

    Index futures automation

    " So I can't figure out how to set the algo default (indicator format) to select my account .Everytime I restart the vps before the week starts and reopen the platform, it would deselect the account causing the 0 balance alert. I guess I have to add that to my checklist to make sure the algo is...
  6. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 28 2023 12 Trades: 12 US 500 - 181 BPS. 6 long trades + 320 BPS. 6 short trades - 501 BPS. 4 intraday trades + 41 BPS. 8 multi-day trades - 222 BPS. Total trades net - 181 BPS. Net points - 78. Return on account for the week: - 12.03 % net. P:L ratio: 0.60:1. Days...
  7. Mo06

    Index futures automation

    'But one day you will slip, and when you do, I hope you break your damn neck!' Funny, I was thinking yesterday that this market felt a bit like summer 2011, when the SPX rallied to 1347 on July 21st, then dropped to 1101.54 in 13 trading days. or about 18%. About 810 points at current levels...
  8. Mo06

    Index futures automation

    'I do want it to outperform the ndx. At least by 20-30% for the year. Otherwise, what's the point of trading, I can just invest in qqq or something.' Because the NDX does not go up forever. A 40% rally since Dec 31st is NOT a typical return. How many years has the Nasdaq been up 40% ? This algo...
  9. Mo06

    Index futures automation

    Given that the Nasdaq is up a whopping 22.48 % since the close on 17th Feb 2023, your algo's 21.25 % gain is pretty damn impressive. That's in 97 trading days. Many traders would sell their own mother for such a consistent return. Does the algo exclusively trade the Nasdaq ?
  10. Mo06

    Index futures automation

    Are you gradually upping the trade size ?
  11. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 27 2023 15 Trades: 15 US 500 + 338 BPS. 12 long trades + 252 BPS. 2 short trades + 86 BPS. 10 intraday trades + 3 BPS. 5 multi-day trades + 335 BPS. Total trades net + 338 BPS. Net points + 148.4. Return on account for the week: + 17.77 % net. P:L ratio: 7.3:1. Days...
  12. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 26 2023 9 Trades: 9 US 500 + 47 BPS. 7 long trades + 226 BPS. 2 short trades - 179 BPS. 6 intraday trades + 167 BPS. 3 multi-day trades - 120 BPS. Total trades net + 47 BPS. Net points + 21.52. Return on account for the week: + 4.04 % net. P:L ratio: 1.6:1. Days...
  13. Mo06

    Index futures automation

    Really steady performance. You may have already told us, but is your system trading both SPX and NDX or just the latter ?
  14. Mo06

    Index futures automation

    Is the strategy exclusively trading the Nasdaq ?
  15. Mo06

    Diary of an LSE stock trader

    No, but it's complicated since I am trading larger size.
  16. Mo06

    Index futures automation

    Still not a single losing day. That's impressive.
  17. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 25 2023 24 Trades: 24 US 500 + 92 BPS. 19 long trades + 18 BPS. 5 short trades + 74 BPS. 22 intraday trades + 49 BPS. 2 multi-day trades + 43 BPS. Total trades net + 92 BPS. Net points + 40.13. Return on account for the week: + 10.38 % net. P:L ratio: 143.9:1. Days...
  18. Mo06

    Index futures automation

    'It's in ticks, so just divide by 4 for points.' So I get 2281/4 NDX points, or 570 points, which equals 166.25 SPX points. Or 9.78 per week traded. Still not too bad.
  19. Mo06

    Diary of an LSE stock trader

    Trading Summary Week 24 2023 6 Trades: 6 US 500 + 9 BPS. 6 long trades + 9 BPS. No short trades. 6 intraday trades + 9 BPS. No multi-day trades. Total trades net + 9 BPS. Net points + 4.0. Return on account for the week: + 2.56 % net. P:L ratio: N/A. Days traded: 3. Longest trade duration...
  20. Mo06

    Index futures automation

    If I understand that correctly (mnq...?) that's 2281.28 Nasdaq points ? That's not too shabby at all, equates to around 667 SPX points (what I currently trade). 39 SPX points per week. (17 weeks trading ?) Impressive. One thought - would prop trading be one way of increasing the trade size ?
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