Adventures in Automation

[fan27]

Good first week for the new strategy.

+$2135

 

[traider]

Is it trading MNQ or NQ?

 

[fan27]

Is it trading MNQ or NQ?

NQ

 

[fan27]

Weekly results:

NQ puke: -$659
MES Night Trader: +$553

-$106

 

[traider]

Can you share the backtest stats?

 

[fan27]

Can you share the backtest stats?

Will do sometime this weekend...I just shutdown my AWS EC2 instance which is hosting my strategies.

 

[fan27]

NQ Puke. Limited backtest period is due to only having six months of tick data.

 

[fan27]

Night Trader (backtest with ES but I trade it with MES).

 

[fan27]

Weekly results:

NQ puke: +$2531
MES Night Trader: no trades

Total: +$2531

NQ puke since launch on 4/20/2020: +$4007.2

 

[traider]

Weekly results:

NQ puke: +$2531
MES Night Trader: no trades

Total: +$2531

NQ puke since launch on 4/20/2020: +$4007.2

What happens when you try ES puke?
Why do you need tick data for NQ puke when it trades quite slowly? Is it just for better fills simulation?