Adventures in Automation

[fan27]

Short 1 NQ contract at 7970.50 for 10 minute bar strategy
Stop at 8020.50
Limit at 7941.50
Exit after 45 bars

 

[fan27]

Short 1 NQ contract at 7970.50 for 10 minute bar strategy
Stop at 8020.50
Limit at 7941.50
Exit after 45 bars

Exit 1 NQ contract at 7941.50
+$575.50

 

[fan27]

Still need to post October results...will do that later. In the meantime.

Short 3 YM contracts at 27448 for 10 min bar strategy
Trailing stop at 27356
Limit at 27561
Exit after 45 bars

 

[fan27]

YTD results. Let's see if the S&P500 can catch up.

 

[HobbyTrading]

That is a good result: from 97.7 k USD to 112.7 k USD in ten months. And that even includes a nett withdrawal of 15 k USD.

 

[schizo]

Short 1 NQ contract at 7970.50 for 10 minute bar strategy
Stop at 8020.50
Limit at 7941.50
Exit after 45 bars

Kudos to your October gain! Hey, can you share your insight as to how you were able to come up with predefined number of bars for exit? Is that time-based or is it purely based on the number of bars? Even more than that, I'm dying to know how accurate it is. I would love to see this in action ("Ding, ding, ding...It's time to enter...Take your profit after 27 bars...Ka-ching!")

 

[fan27]

Kudos to your October gain! Hey, can you share your insight as to how you were able to come up with predefined number of bars for exit? Is that time-based or is it purely based on the number of bars? Even more than that, I'm dying to know how accurate it is. I would love to see this in action ("Ding, ding, ding...It's time to enter...Take your profit after 27 bars...Ka-ching!")

Thanks...the gain is YTD. Only up slightly for October.

To see how I am coming up with the exit criteria including the number of bars to hold before exit, watch the portfolio-optimization video here:

https://www.fasterquant.com/product/video-tutorials/

 

[They]

Still need to post October results...will do that later. In the meantime.

Short 3 YM contracts at 27448 for 10 min bar strategy
Trailing stop at 27356
Limit at 27561
Exit after 45 bars

Short or 'Long'?

 

[fan27]

Short or 'Long'?

Short

 

[ValeryN]

YTD results. Let's see if the S&P500 can catch up.

View attachment 212779 View attachment 212780

fan27 - my compliments on what you have built and YTD results. I'm running multiple algorithmic automated strategies intraday but based on dailies and seeing a similar equity curve on their aggregate performance this year. August - October were just continuous fluctuations around slightly positive results. November seems to have a good start in terms of increased trading activity, yet to be seen if new equity highs to be broken.