Adventures in Automation

[fan27]

Long two more positions! Long 3 ES, 3 YM and 1 NQ. Will post details later.

 

[fan27]

Long 1 NQ at 7929.75 and exit at 7873.50
-$1129.1

Exit 1 ES at 2985.75
-$1029.10

Long 2 ES at 2996.50 for 30 min bar strategy.
Stop at 2978.25
Limit at 3019.25
Exit after 100 bars

Looking like this recent crop of trades might be a total bust. Currently long 3 YM and 2 ES.

 

[themickey]

Long 1 NQ at 7929.75 and exit at 7873.50
-$1129.1

Exit 1 ES at 2985.75
-$1029.10

Long 2 ES at 2996.50 for 30 min bar strategy.
Stop at 2978.25
Limit at 3019.25
Exit after 100 bars

Looking like this recent crop of trades might be a total bust. Currently long 3 YM and 2 ES.

Markets tad bearish atm other than gold, I'm guessing a few days of minor negative moves but at this stage nothing to worry about. But being profitably long directly ahead, doubt it.
Don't trade on my advice, just throwing in my thoughts.

 

[nooby_mcnoob]

Looking like this recent crop of trades might be a total bust. Currently long 3 YM and 2 ES.

I've been trying to train a network today to find the direction and strength of the "line of least resistance": https://www.turtletrader.com/livermore-jesse/. The purpose is to set a direction for the day/week/month which prevents me from going long against the market. It worked today anyway.

I think you may want to build in something like that. Entry signals are fine, but I think you should also work on exit signals. From what I've seen on this journal, you don't lose immediately on entry as your entries are generally good, but they lose steam.

Markets tad bearish atm other than gold, I'm guessing a few days of minor negative moves but at this stage nothing to worry about. But being profitably long directly ahead, doubt it.
Don't trade on my advice, just throwing in my thoughts.
View attachment 205906

Dude, I was remarking how much it looked like a bouncing ball at close yesterday. Weird.

 

[themickey]

I've been trying to train a network today to find the direction and strength of the "line of least resistance": https://www.turtletrader.com/livermore-jesse/. The purpose is to set a direction for the day/week/month which prevents me from going long against the market. It worked today anyway.

I think you may want to build in something like that. Entry signals are fine, but I think you should also work on exit signals. From what I've seen on this journal, you don't lose immediately on entry as your entries are generally good, but they lose steam.

Dude, I was remarking how much it looked like a bouncing ball at close yesterday. Weird.

When I wake up early, USA is closing, we are opening in another couple of hours.
First thing I do every day is scan hundreds of positions in USA with an algo which gives me the lie of the land, USA sets the mood for our (Australia) market when we open. My algo's interpret the market and individual stocks way better than any media talking heads.

 

[nooby_mcnoob]

When I wake up early, USA is closing, we are opening in another couple of hours.
First thing I do every day is scan hundreds of positions in USA with an algo which gives me the lie of the land, USA sets the mood for our (Australia) market when we open. My algo's interpret the market and individual stocks way better than any media talking heads.
View attachment 205909

That's exactly it, capturing the mood.

 

[fan27]

I've been trying to train a network today to find the direction and strength of the "line of least resistance": https://www.turtletrader.com/livermore-jesse/. The purpose is to set a direction for the day/week/month which prevents me from going long against the market. It worked today anyway.

I think you may want to build in something like that. Entry signals are fine, but I think you should also work on exit signals. From what I've seen on this journal, you don't lose immediately on entry as your entries are generally good, but they lose steam.



Dude, I was remarking how much it looked like a bouncing ball at close yesterday. Weird.

I agree there is room for improvement. I might revisit my attempt at creating a hedging component to to my approach. Honestly, I am really at the early stages of doing serious research as almost my entire time has been spent building the tech. Stay tuned!

 

[fan27]

Long 3 YM Contracts at 27288 for 15 minute bar strategy.

Stop order at 27176
Limit order at 27456
Exit after 130 bars

Exit 3 YM at 27150
-$2082.3

2 ES still open.

 

[fan27]

Long 2 ES at 2996.50 for 30 min bar strategy.
Stop at 2978.25
Limit at 3019.25
Exit after 100 bars

Exit 2 ES at 2978.50
-$1808.2

Long 1 YM contract on 30 min bar strategy.
Stop at 26927
Limit at 27361
Exit after 100 bars

 

[fan27]

Late posting.

Long 1 ES contract at 2986.5 on 30 min bar strategy.
Stop at 2961.0
Limit at 3018.5
Exit after 100 bars