Adventures in Automation

HobbyTrading · Oct 2, 2019

fan27 said:
September was very slow as in no trades. Kicking off November with my first short trade!

Haha! You don't like October?

fan27 · Oct 2, 2019

HobbyTrading said:
Haha! You don't like October?

Good catch! Glad at least one of us is paying attention

fan27 · Oct 3, 2019

Daniel.a said:
@fan27 sounds great, shall be interesting to see if/how/ i can test this in my process..
Btw, if you have time i would love to get your input on this closely related subject
https://www.elitetrader.com/et/threads/best-language-structure-for-portfolio-opt.336408/

@Daniel.a The random trades feature is now permanently unlocked in FasterQuant. Request a trial here and follow the instructions.

https://www.fasterquant.com/

You will need .NET Core V3.

Daniel.a · Oct 4, 2019

fan27 said:
@Daniel.a The random trades feature is now permanently unlocked in FasterQuant. Request a trial here and follow the instructions.

https://www.fasterquant.com/

You will need .NET Core V3.

@fan27 Thank you, will do that, and have a look, many thanks

fan27 · Oct 5, 2019

fan27 said:
September was very slow as in no trades. Kicking off November with my first short trade!

Short 1 ES contract at 2892 for 10 minute time frame
Stop at 2916.75
Limit at 2845.50
Exit after 80 bars

Exited 1 ES Contract (Short) at 2919.5
-$1375

themickey · Oct 5, 2019

fan27 said:
Exited 1 ES Contract (Short) at 2919.5
-$1375

Ahhhh, was wondering 'bout that, lol

fan27 · Oct 8, 2019

Long 1 YM contract at 26196 for 15 minute time frame
Stop at 25851
Limit at 26747
Exit after 10 bars

fan27 · Oct 8, 2019

fan27 said:
Long 1 YM contract at 26196 for 15 minute time frame
Stop at 25851
Limit at 26747
Exit after 10 bars

Exit 1 YM contract at 26290
+$465.90

fan27 · Oct 9, 2019

Long 1 YM contract at 26313 for 30 minute time frame
Stop at 25959
Exit after 8 bars

Long 1 ES contract at 2918 for 15 minute time frame
Trailing Stop at 2896.50
Limit at 2945.75
Exit after 30 bars

themickey · Oct 9, 2019

fan27 said:
Long 1 YM contract at 26313 for 30 minute time frame
Stop at 25959
Exit after 8 bars

Long 1 ES contract at 2918 for 15 minute time frame
Trailing Stop at 2896.50
Limit at 2945.75
Exit after 30 bars

How are overall results looking, positive?
Do you think your system has merit, I'm assuming you created this yourself ground up?
Not asking for details, not wanting any ideas, just wanting to know if you are happy with it.