Adventures in Automation

[fan27]

Long 1 NQ Contract at 7450 for 30 minute bar strategy

Stop order at 7367
Limit order at 7723.75
Exit after 60 bars

 

[inCom]

Hi fan27
I'm following this thread with great interest.
Rooting for you!

 

[fan27]

Hi fan27
I'm following this thread with great interest.
Rooting for you!

Thanks @inCom !

 

[fan27]

Long 1 YM Contract at 25799 for 30 minute bar strategy

Stop order at 25458
Limit order at 26189
Exit after 130 bars

Long 1 NQ Contract at 7450 for 30 minute bar strategy

Stop order at 7367
Limit order at 7723.75
Exit after 60 bars

Exit 1 YM Contact at 25458
$-1705

Exit 1 NQ Contract at 7344.75
-$2109.10

More pain today.

 

[djames]

Appreciate the "warts and all"

 

[fan27]

Long 1 ES Contract at 2828 for 30 minute bar strategy

Stop order at 2805.25
Limit order at 2898.25
Exit after 60 bars

Long 1 YM Contract at 25608 for 30 minute bar strategy

Stop order at 25412
Limit order at 26212
Exit after 60 bars

 

[fan27]

Long 1 ES Contract at 2828 for 30 minute bar strategy

Stop order at 2805.25
Limit order at 2898.25
Exit after 60 bars

Long 1 YM Contract at 25608 for 30 minute bar strategy

Stop order at 25412
Limit order at 26212
Exit after 60 bars

From yesterday

Exit 1 ES Contract 2805.25
-$1141.6

Exit 1 YM Contract at 25413
-$979.1

The monthly account status report is not going to pretty gents.

 

[nooby_mcnoob]

From yesterday

Exit 1 ES Contract 2805.25
-$1141.6

Exit 1 YM Contract at 25413
-$979.1

The monthly account status report is not going to pretty gents.

As long as it's in line with what you have tested in terms of most consecutive losses, size of losses, etc then have the balls to keep going. My worry is that it does not match your testing for most consecutive losses

 

[fan27]

As long as it's in line with what you have tested in terms of most consecutive losses, size of losses, etc then have the balls to keep going. My worry is that it does not match your testing for most consecutive losses

It is not out of line, but I am going to re-calibrate a bit. I am currently busy with a couple of AlgoTerminal dev contracts but as soon as I wrap those up, I am going to attempt to add some un-correlated strategies to the mix. I have some ideas...just need some time for research.

 

[fan27]

Long 1 YM Contract at 24751 for 30 minute bar strategy

Trailing Stop order at 24526
Limit order at 25356
Exit after 5 bars

Long 1 YM Contract at 24752 for 30 minute bar strategy

Stop order at 24517
Limit order at 25357
Exit after 5 bars