Search results

  1. fan27

    Adventures in Automation

    Yeah...I have seen it. Looks like a cool application. The main difference between what I have and BuildAlpha is it is a desktop application with fixed functionality where as I have an SDK with application/source code. My solution is more targeted to users with programming abilities who want...
  2. fan27

    Adventures in Automation

    I am trading 70 strategies. They are just low frequency, hence the low trade count. Some only trade when above the 200 day SMA and some only trade when the previous week is a 52 week high.
  3. fan27

    Adventures in Automation

    Nope. I average two to three trades a week. Some weeks there could be no trades. I am targeting high probability strategies which turn out to not occur very often. That being said, having enough of them makes it worth while.
  4. fan27

    Adventures in Automation

    My approach is a highly configurable supervised learning approach. Before writing any code, I have a good idea of what ideas I want to test and how to test them. The application just automates the effort. The product will ship with all of the indicators I use...it will just be up to the user...
  5. fan27

    Maduro Squeezed as Trump Recognizes Guaido and Protests Expand

    Yes. Some modern and classic pop, rock, classic R&B, etc. I play with some very good musicians and this guy stands out.
  6. fan27

    Adventures in Automation

    1 hour. I am trading RTH (8:30 to 3:15 central) so this will put the trade exit at Tuesday if the stop does not get hit.
  7. fan27

    Maduro Squeezed as Trump Recognizes Guaido and Protests Expand

    Agreed. The Venezuelan bass player at the gig that night had never played with me and the guitar player. The guitar player would just start playing and the bass player nailed every song! He only asked one time about the key of a particular song. After the gig we were chatting and he had...
  8. fan27

    Maduro Squeezed as Trump Recognizes Guaido and Protests Expand

    I don't know...seems like the timing could be right to give the situation a nudge.
  9. fan27

    Maduro Squeezed as Trump Recognizes Guaido and Protests Expand

    I have met some fantastic Venezuelans where I live in Florida. I had an interesting chat one night at a gig with the friend of the bass player who was actually part of the opposition in Venezuela and was forced into hiding and barely escaped the country. For years I have spoken with...
  10. fan27

    Adventures in Automation

    Long 1 NQ contract at 6643.75 on 1 hour chart Fixed stop at 6519.50 Exit after 30 bars
  11. fan27

    Fully automated futures trading

    Took me less than a day (today in fact) to get my setup running in AWS (AlgoTerminal/TWS). I am sure Azure is just as easy. In addition to stability, I am interested in seeing what I can do with AWS cloud watch in terms of monitoring.
  12. fan27

    Adventures in Automation

    I agree...it's not for most people on this site. That being said, Baron gave me a price quote for becoming a site sponsor and it is quite reasonable. There is a small percentage of people on this site who are pros or trade their own account whose size would justify what I eventually want to...
  13. fan27

    Adventures in Automation

    The application I have (FasterQuant) finds the strategies and generates code that can be run in AlgoTerminal (the link you provided). Basically, I have built and integration with AlgoTerminal but the design is such that integrations can easily be added to other ATS applications.
  14. fan27

    Adventures in Automation

    Good points. My initial thought is to see if I can get a handful of people willing to pay me for 40 hours of consulting which would involve custom programming, training, etc. and they would get a lifetime license for the tech. This would help fund the venture to the next stage. My ultimate...
  15. fan27

    Adventures in Automation

    Currently I am running AlgoTerminal on my laptop. My next task starting this week is to get AlgoTerminal deployed to the cloud and add monitoring, disaster recovery, etc.
  16. fan27

    Adventures in Automation

    After I run the OrderOptimization runner I have a bunch of strategy candidates with trade candidates. Depending on the max position values I have set at the individual strategy level and strategy group level, trades will be skipped as max positions are reached. Also I have a account percent...
  17. fan27

    Adventures in Automation

    Thanks! This project has been my full time job since the beginning of July of 2018 and I was working on it on the side two years prior to that. It has been a huge exercise in patience as the majority of the time my trading account was idle. I am encouraged by the initial results but realize I...
  18. fan27

    Adventures in Automation

    That is a good question. If I got to a 30% drawdown, I would definitely be reevaluating my approach. As I refine my process minimizing risk will be a top priority.
  19. fan27

    Adventures in Automation

    Thanks! Max Drawdown for strategy portfolio (All strats backtested together)
  20. fan27

    Adventures in Automation

    A few notes on my approach. I found there are many strategies with equity indexes on the 15 min, 30 min and 1 hour time frames where the likely hood of an up move is greater than a down move and it can be taken advantage of. The thing is the trade occurrence for these strategies is not that...
Back
Top