Search results

Trade #10: Long 17. Dangerous place! Double top and pre holiday PM session, volume dropping off. Update: It should exit here on a new High Update 2: out at 25 for about 30 ticks. Trade #11: Long at 28. Here is where I think one gives it all back.... Update: PLEASE EXIT at HOD. This is...

IMHO, All the action should start dying down ahead of the long weekend. I would suggest treating the last hours as a holiday day. The algo knows this and starts taking profits a bit faster than normal. Now at 8 trades 5 wins net +83 ticks and just went short for trade #9 Update: Trade #9...

GM All, Sim day as today the Alog thinks it is a "Gap Day" based on the 5:30 open (Bond) and the 6:30 open (Stock). This is untested code: 7 trades 3 BE, 3 win, 1 loss, +32 ticks (after comms).

If you were not here the value of the thread would drop a lot. I do think the calls, at any amount of delay is fine with me. It is good company to have others trading ES with you. People should not be trying to follow others. Also no one with any brains thinks the trading is a smoke and...

BTW: ALab jumped out of its stupor 10% on the earnings report. ALab is a sympathy play since they make server connectors for the servers running the Nvda chips.

Don't think anyone wants to deal with Discord. A lot of people are manual trading and this is distracting enough. For all intensive purposes @schizo "owns" the thread, imo.

Done for the day: Hit Max loss on 14 trades -80 tick. Turns out debugging is still needed. Missed some exits that should have been taken blah blah.... Also got code to deal with these types of days but it is not ready yet. Back to work. :D

Yep the 6:30-6:55 period was 3 stops. In there was one small win. It happens, and as you know it is prime time so it has to trade. Difference is, I would stress out and stop for the day. The algo say: "dude chill!", this is normal and over 1000's of trades it is the right choice. BTW: This...

Update GM: 9 trades 5/9 rate net -54 ticks right now.... Low water mark was -80. Let er trade....

I have stayed at the "Hotel Know it all" but left and never returned, except maybe once or thrice stayed at the bar, and have been wet more than a few times in the "river of failure". The screen name come from reminding me that there are trades that do go bad, but to avoid the really, really...

GM All: Live: Algo 6 trades: 66% rate, net +8. I got several discrepancies to track down today between 2 sims, and live. Both of the discrepancies are at +55 and +25 ticks, so worth tracking down. I am pretty sure it comes down to "time of evaluation", which in not a bug but a "feature"...

Indeed PM Chop! EOD: Would a, could a, should a, for an Algo... If the Algo had decided to continue, it would have 5 trades 80% rate net -6 ticks, the one loss has a MAE of -60 ticks. It recovered to -20 ticks Clearly not worth the risk. Even in "Defensive" mode, it would have not much...

So this poster, over 100 years old still applies. When I read about people trading here on ET, I often think of this..... Worth a laugh.

Classic example is you hold about 400Mil in stocks. You want to hedge them, so sell 400mil notional value of ES, along with all the option hedging on that position. So then you are net market neutral, less any arbitrage needs. So no real influence that can be determined, only that someone is...

The difference is that was then and this is now. Now the test is a re-test and all the players who wanted out, got out. So different dynamics are at play. The thing most notable to me is the intra-day action of someone dumping large blocks of ES. This has been going on for a week now. Out...

GM All: Algo done: 5 trades 80% net +62 ticks. Done for the day. Typical "goal" is 24 ticks, but it "knows" when to ignore it. And when to stop trading for the day. It hit the code: "Done in 3-5 trades, stop for the day".

Everyone rents them. E.g C2 is a good place to see some, and other FMC and IBs have offerings. But you got to dig into their specific sites to find the list. Usually in the same area as the "free software" offering. Go to IronBeam, and under platforms, then you can check each of those...

Algo Done: 15 trades, 66% rate with Net +24 ticks. (after comms.) Also discovered a couple new minor bugs with being live only. Manual Sim Trading with a controller: 6 trades 100% rate +28 ticks Interesting fact: Although I am day trading on day trading margins with Optimus, one can open a...

GM All: 10 trades 60% rate with a net of -6 ticks. But all the bugs seems to be slayed! So a good day so far.

If anyone put as much effort into trading as this thread, they would.... All this talk and not much actionable improvement. I don't think the OP wants to improve actually. It seems the problem is more about getting TRACTION. Without traction, it does not matter what you do. In order to...