Adventures in Automation

traider said:
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?
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I have not backtested with ES yet. The strategy uses volume bars which requires tick data.
 
I can't share to many details right now, but apparently AlgoTerminal V3 is going to have a new pricing model which is going to be competitively priced for retail traders.
 
Well gents, my NQ Puke system blew up this passed week losing -$8235. I had a max 10% draw down rule in place and my equity high with this strategy since 4/20/2020 was about +$4000 and it traded down -$5584.3. With my account at about $100,000 to start with I pulled the plug on the strategy. Not what I hoped for but I think the strategy still has merit but really needs a hedging component.

The week was not all bad as my Night Trader strategy made +$993.
 
fan27 said:
Well gents, my NQ Puke system blew up this passed week losing -$8235. I had a max 10% draw down rule in place and my equity high with this strategy since 4/20/2020 was about +$4000 and it traded down -$5584.3. With my account at about $100,000 to start with I pulled the plug on the strategy. Not what I hoped for but I think the strategy still has merit but really needs a hedging component.

The week was not all bad as my Night Trader strategy made +$993.
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What do you think went wrong? Too short training data?
 
Snuskpelle said:
What do you think went wrong? Too short training data?
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Likely...it is a tick based strategy that uses volume bars so I only have about 7 months of data. Plenty of trades and different market conditions but still not much data. I knew it was a risk going in and my bet was I would get decent gains before taking a hit. I am going to revisit this once I have my Strategy Builder V2 done and I can more easily test other ideas, which might be adapting this approach to minute data which I have plenty of.
 
Greetings gents. Not much trading lately as I have been building Strategy Builder v2 and porting it from AlgoTerminal to SigmaTrader. My goal for the second half is to crank out one new strategy a month starting in September and continue to polish my product. Below is my performance YTD...basically flat.

PerformanceYTD.JPG
 
fan27 said:
Greetings gents. Not much trading lately as I have been building Strategy Builder v2 and porting it from AlgoTerminal to SigmaTrader. My goal for the second half is to crank out one new strategy a month starting in September and continue to polish my product. Below is my performance YTD...basically flat.

View attachment 237437
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Your live performance looks similar to most of my strategies. This usually means overfitting, though I suspect it’s more related to the market being efficient. Basically you can extract whatever inefficiencies are in the market, but they barely pay for commissions :)
 
guru said:
Your live performance looks similar to most of my strategies. This usually means overfitting, though I suspect it’s more related to the market being efficient. Basically you can extract whatever inefficiencies are in the market, but they barely pay for commissions :)
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Yeah...I canned all my strategies but one which is performing nicely but does not trade that often. Expect to see much more activity in this thread in the coming months.
 
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