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Hi PocketChange, your remarks are always insightful. Frankly, this folio was to me just an ensemble of whatever instrument i could readily find for testing, a "kitchen sink folio", as darkcanuk defined it ;-)) I did not think about the aspects you are pointing out: i would not be...

Good run this one. 100K in less than 4 days. Apart SI, oil also did well. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3182817" width="1200" />

Hi etile, if you wanted to know if i have really gone to the beach, the answer is no ;-))) Actually developing trading algorithms this is too fun and addicting to be compared with many other things :-)) The strategy (or i should use the plural, as this is something changing on a daily...

;-)

Here is a detail of the new exit concept. This show how, even in the "investment" phase, the bot is scalping. THis adds to PNL and shifts entries (up in this case). I think is a worth mechanism, which deserves to be studied further and possibly enhanced. <img...

Enough for the week ;-) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3181318" width="1200" />

Here is a follow up of SI chart with the new exit rules. Folio PNL raised to 39K during the night (realized 46K in less than 1.5 days). (To really get how crazy SI is, consider that any 2 green horizontal lines in the picture below means a $250 value. No wonder about the large margins...

This is the "kitchen sink" folio at the moment (with <b>newer form of exit</b>). Accumulated 35K in 17 hours. We do have some worrying dd, but also quick profit sometimes ;-) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3172193" width="1200" />

hi During the holidays i have been working on strategy ideas. I have found a <b>new exit rule</b> which seems to increase performances in simulation. Also it feels better psicologically too, as it works on an individual basis, taking care of each position, instead of relying on a...

And these are the trades of the incredibly active SI. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3168735" width="1200" /> Even if this has been named the "kitchen sink folio" by my smart canadian friend, it's undoubtable that a large folio is much fun to trade. And...

Here is the newer instance (in the "night" view). Luckyest performers were SI, CL, HO, CHF, QM. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3168729" width="1200" />

This week had some larger dd (60K), but nothing worrying for a 23 folio. SI crazy as always ruled the folio. Anyway the investment turned into a good profit, with a realized over 35K. Had a few of new strategic ideas, to steal some % point of efficiency and i am currently implementing them...

Hi there Restarted trading the big folio. A friend has jockingly called it on a skype chat the "kitchen folio" in reference it has nearly all in it ;-))) Well it's just for test purposes. Besides, a large folio is certainly good for capturing as much noise as possible (if one has the...

I have been thinking about the "cloning" question, and i think that a reasonable way to employ them is probably creating them on <b>sideways</b> instrument to increase gains. In case an instrument begins to run, it is probably useful to manually close all the clones (close+manual mode) and...

This time the folio had some initial dd caused by strong moves of SI. After all it turned out to be a pretty bad folio, due to the eccessive speed of SI wrt to the other components. Also the logic of the "clone instrument" i think requires a precise assessment through simulation and can't be...

Hi PocketChange, yes you are right. I think that the continuous observation of the bot at work seems to suggest that it may be useful to group instruments together according to some key features related to the general dynamics. As one would not clearly mix micro with mini, similarly within...

The most active is being SI (as usually, since a while). On the strategy side development, i am also working on a modification of my current entry oscillator indicator to tune better the entries. I am also reducing the "wrapping" space, in order to avoid large runaways (still possible with...

I have just (14 hours) restarted with a <b>selected</b> folio this time: CHF FUT 201106 GLOBEX 125000 CHF.USD(6S) CL FUT 201105 NYMEX 1000 Light Sweet Crude Oil NG FUT 201105 NYMEX...

Hi maninmoon, sure thing. I just dropped a complete visual report (updated at this very instant) with all single trades for all instruments in your skype window. It's too large (3.86MB) to be posted here. So anyone interested just send me a PM with email and i will send it. [ It is...

Mini folio update. It's doing quite well (lucky run): exceeded 15K in about 4 days, with minimal dd. Also the other folio overlays are doing pretty good (about 8K, 4K). Next week i want to do some instrument selection, picking a <b>more appropriate folio</b> and working with multiple...