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Short NQ trend algo, will close out quick if disagreeing Edit: Yep closed -80

Nice, 5x for bonds was a bit restrictive for certain strategies. Overall ESMA is great anyway. I would imagine most retailers that used 100x used it for gambling.

Turned out easier said than done. The fundamental problem is limits in the number of bars I can get for warmup, not only live at broker but also in algo platform. Will have to figure out a workaround where I take the maximum of several different volatility estimates of which at least one can be...

Deposited 7k EUR, this will influence NAV figures. Also intending to deposit another 18-20k EUR within 2 weeks. I'm not a believer of trading small money as generally I tend to pay more attention and take lower risks the more cash is in the game.

1) Think about what you're trying to predict. A point prediction is likely to just identify the general trend. It's also a bit similar to what you describe in OP. 2) Trading on a prediction may be more involved than "if price > predicted; short, else long" due to transaction costs, risk...

USD/TRY position -85 unrealized, expected this to retrace a lot given choice of entry so no worries.

Closed down NQ algo at +500$ now because I realized there's a bug that makes it use excessive leverage. Basically, it's not warming up a volatility indicator properly resulting in estimated volatility being far lower than last couple of weeks. That in turns means episodes like this week where I...

NQ algo nearly in green now, haven't had time to follow today as I was busy elsewhere. Stop on manual pos blown for -67$ of course, would have moved it to breakeven if monitoring. Time to catch up with news.

Buy NAS100USD x 5 @ 7734 stop 7721 Adding a bit discretionary because I think price is now down more than reasonable.

Well, was too early on this one (-500 unrealized, most from NQ part). Anyway, shit Monday was reasonably probable scenario so it's fine. My decision to enter early out of greed maybe less so. Edit. Losses trimmed a fair amount, leaving laptop as rest of day might be quite boring.

Takes some time for shareholders to realize the stock is worth zero.

Buy USD/TRY x 6500 @ 5.7548 stop 5.4100 Very minor bet against Erdoganomics. Will need weeks to play out.

Hmm true, then again the algo is adjusting position size to volatility so as to not wreck account in case the turn of events refuses to cooperate. Well, I'd rather not sit through a <-2% decline admittedly.

Yupp, getting returns on algo trading is soooo simple and of course the pros are eager to share their hard earnt IP with a bunch of people that put in no effort. Also I think people who aren't traders quite often don't quite grasp trading is not guaranteed income and involves large risk taking...

Starting algos again now that aftermath of Friday job report has settled. Maybe too early but not trying to optimize entries here.

Yup, it will be worse than 2008 this time for the general economy. Predicting when is another matter. Doubt it will happen pre-election for obvious reasons; much like Sauron bound his fate to the ring, Trump bound his fate to the stock market. There are factors outside of his control though.

Gaps just reflect differences in valuation after more time than usual has passed between the former bar and the current one. You can also basically get a huge gap intraday between one trade and another if something triggered valuation to instantly change. If you will lose too much on an...

Amazing retrace in NQ FWIW. Makes buying Monday more complicated.

Overslept NFP... well, at least I got to keep what I had so shouldn't be too down. Waiting until Monday with re-entry.

Changed my mind and decided to liquidate last algo as well. Don't want to wake up late with a surprise after NFP, and it will be easier to trade NFP with all monies in one sub-account. Edit: NAV $24115 now that all figures are summed. A bit more until new account high (IIRC somewhere back in...