Adventures in Automation

[digitalnomad]

I like the "grey box" approach

It's the only way I operate. The less inputs, the better.

 

[fan27]

Long 2 NQ contracts at 7035.50 for 30 minute bar strategy

Trailing stop order at 6984.50 (will trail by close - (3 x ATR))
Limit order at 7101.25
Exit after 8 bars

 

[fan27]

Long 2 NQ contracts at 7035.50 for 30 minute bar strategy

Trailing stop order at 6984.50 (will trail by close - (3 x ATR))
Limit order at 7101.25
Exit after 8 bars

Exit 2 NQ contracts at 7021.25
-$578.20

 

[HanSolo]

Looks very impressive . Wish I knew how to code like that. This reminds of a program called StrataSearch, which is no longer around. It worked in a very similar manner in that it tested combinations of entry and exit signals and performed optimizations on parameters etc. It was a pretty neat program.

 

[fan27]

Very slow month for February with only two trades which were small losses. Down a little more than a half percent for the month and up over nine percent for the year so far.

 

[fan27]

Long 1 ES contract at 2729.25 for 60 minute bar strategy

Trailing stop order at 2694.75 (will trail by close - (3 x ATR))
Limit order at 2770.75
Exit after 8 bars

 

[fan27]

Long 1 NQ contract at 7001 for 30 minute bar strategy

Stop order at 6921.25
Limit order at 7269.50
Exit after 130 bars

 

[fan27]

New strategy portfolio deployed containing 58 strategies. The previous run ranked portfolios by highest Profit Factor and I chose the portfolio based on that. This time I ranked portfolios by Profit Factor and Sharpe Ratio and got a much better result in terms of backtest metrics.

 

[fan27]

Long 1 ES contract at 2729.25 for 60 minute bar strategy

Trailing stop order at 2694.75 (will trail by close - (3 x ATR))
Limit order at 2770.75
Exit after 8 bars

Limit Executed at 2770.75
+$2075

 

[fan27]

Long 3 NQ contract at 7199.5 for 15 minute bar strategy

Stop order at 7161
Exit after 130 bars