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One more trade closed: +271$. Today's P&L so far: +506$. Growth since inception: +24,5%. Position size still at minimum (1 micro ctr.)

Hi Frankie_Rich Sorry, but my spare time is barely enough to support my own system. Have you ever coded?

Bot woke up after the bulk of Corona-chan meltdown. A few trades for a small win. Currently live testing new algos, will report soon.

Exactly.

The system trades mostly long in presence of an overall uptrend and mostly short when in a general downtrend. However, since my tests have shown more volatility and lower reliability on the short side, I designed the short algos in such a way that they are more "cautious" than those on the long...

Yes, I think so. I wrote something above on fitting and overfitting. I stick to getting as many trades as possible from the backtest, at least 1.000 for the period of interest. However even that is not a guarantee of any sort. No more trades for the moment, bot currently on the sideline.

As I was expecting, here came a couple of big losers. The first one (-864$) was my mistake. I had to stop the system for a little maintenance and during that time an entry signal would have been triggered. So when the bot was online again, about half an hour later, the price was still going in...

Sorry, what is a 11pcter?

All three across the whole system. Callbacks and coroutines just for the API, although coroutines only used for walk-forward optimization which I'm not using at the moment.

Yes, I monitor the charts and started with smaller positions. There are more options, for example to let the algo work and in the meantime keep developing and testing more algos.

I guess it's too early to state that, even with the benefit of the doubt. Let's see what happens in a couple years and then talk again about it. In the meantime I will cross fingers and everything I have. What do you mean exactly? No. First, because I tested it for several months using the...

For the 1.400 trades produced by the backtest, the Montecarlo test was done by scrambling their order at random, repeated 1.000 times. So the percentile rank refers to 1.000 data points. For the random entry test, I first wrote a routine that generated 35.000 trades with the same distribution...

Thank you. Go to YouTube and search for "groove dub techno". The first results, a dozen or so, are all good. You may also want to look for "deep house", especially those by Johnny M. But the real secret is a good audio system and crank up the volume (no headphone allowed). 3 contracts because...

Thank you, I'll be watching and see if it's tremendous or horrific.

MNQ (NDX).

Another short trade just closed +459$.

Yes, I meant that I tried several versions of the system with other futures (commodities) not only index futures. And that an unmodified version of the system works pretty well with MYM and MES. Despite that MNQ produced the best results.

Hi guys thank you for your answers. @traider - Unfit, fit, well fit, best fit, overfitted I don't think my system is overfitted, why do you? You could write a simple MA crossover producing very similar backtested results as mine... with less than 10 trades. That would be overfitting and I...

I set it up live on November 2019, these are the results so far. It trades 3 contracts of MNQ. This is a backtest (green) for the last three years up to January 2020, vs the index (blue). The last months have been in a strong uptrend, so I could've been just lucky. On the other hand the...