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And for clarity purposes... They didn't actually give me money.... But set me up with a sub account from their main IB account.

Well, "little seed money" is relative for a hedge fund. Anyway, to begin with it was in the hundreds of thousands of dollars And yes I seeded my own account and other people noticed my performance and got more capital for my private account. Well everyone is telling me to "prove it"... The...

LOL..

With a max drawdown of 12%....79% YTD

This year its first full year trading their account... and their account is up around 79% YTD...

Hey... Am surprised this post is alive and still kicking. .. Anyway 2 years down the line improved on the code significantly to generating average return of around 160% over 16 years.. Yes 160% with an average drawdown of around 35%... Last year returned 230% on my live account... Well and some...

I had the same problem sometime back. But I realized I was putting the FIRST stop order through the IB app.. I reverted to putting the FIRST stop order through TWS... After that I can modify the stop order through the app if I want...

Well I didn't say you must put the idle money in treasury bills or here in Kenya.. That is how we would do it... Considering Kenya 1 yr tbill can give me 8% free money...but note that 70cts invested in tbills only account for less than 15% of total return, 85% of return come from trading...

Well we did not overfit the data... Considering the algo is forward looking... You can even see open positions as of now and how much the open positions have contributed to the bottom line as at yesterday's closing prices... Remember we are not doing intraday... We hold positions for average 7...

Well since we are dealing with returns in 2 denominations... While converting the total return for the Kenyan shilling to USD you have to factor exchange gain/loss..this is because the 70cts is in Kenyan treasury bills which at the end of the year you have to convert returns into the base USD...

That was one trade which I implemented.. So I don't see the problem... As for the rest I know why I said what I said...

Yes... That's me... Thats the company... Well I didn't see the point of including the company so I just substituted... The returns is 2 pronged because it based on Kenyan returns since am based here and USD returns... Well I thought the Kenya shilling is not paramount in this discussion...

Sound advise... I will definately enquire about it with ninjatrader considering I have also done live trades with them based on system recommendations... Thanks

LOL... Richard Dennis eventually blew up... I hedge my risks by investing 70% in treasury bills...

Well that's not a problem because I can use my own money... However, I am limited by the number of markets you trade if you are not well capitalized... The strategy assumes you are trading selected multiple markets. You will agree with me returns are random hence need to well diversified... Me...

Thanks for the reply. Yes I agree with you totally... All this can be modeled by reducing leverage in the system to suit investors needs. However, since we are trading futures, with our strategies cash accounts for around 70%...As such idle cash acts as a hedging mechanism by investing in...

Hi guys I would like to partner with someone who can get access to good trading capital. We have developed a system for trading futures, currently compounding at around 33% P.A. (before fees). We continue testing the strategies in the live markets (real & paper money) using ninja trader and the...

Thanks all..... Will try all of those different tweaks and see which sticks...

I have a coded entry filter ....if(Opens()==0) { if(sma50.LookBack(1)>sma150.LookBack(1) && Close.LookBack(1) > Highest()) { Long(); } if(sma50.LookBack(1)<sma150.LookBack(1) && Close.LookBack(1) < Lowest())...

Sorry for that...I wrote the amount instead of the %. Well the maximum drawdown is 16%....so the 4 mill represents maximum peak to valley which is 16%...this was experienced in 2015 from feb after the commodity crisis when markets rebounded (in january alone the strategy had peaked to 16% gain...