Algo & Quant traders

[SimpleMeLike]

Thread of the year. A guy gambling in the Emini casino with 2 grand to his name, a chart cultist who finds cutting losses an interesting concept and a couple of semi pros who are sucked into completely pointless arguments.

This could be Will Ferells new movie.
At least make a sticky out of this wonderful contemporary document

Good Morning MrMuppet,

Well my friend. I am doing what I have to do to make money and try to make money.

You all can laugh at me and crack jokes and all that other stuff, but none of you are putting money in my pocket from trading.

So yes, I will take that title as a Gambling Guessing ES Trader. It is what it is.

That is my name and I will stick to it.

 

[SimpleMeLike]

That's exactly what you shouldn't do, as GAT said

Good Morning p0box4,

Well p0box4, how else you going to the the equity curve in back test to look like this if you do not use 100% optimization on the data series in NinjaTrader 8 from 2006 until today.

If you do not use optimization button, the equity curve have bad years and you will lose money and stay drawdown like I did last year. I lost -$15,000 cash man. And you know taxes carry over only $3000 a year.

That is pure money lost with algo trading. So I think best to curve fit the entire data series so you have chance to make money every year.

 

[SimpleMeLike]

How would you characterize "best?"

Good Morning Frederick Foresight,

Damn good question you ask.

Best to me is +$20K a year 1 ES contract in back test.

It is tuff to get that in 2006 to 2019. In my experience.

 

[Frederick Foresight]

Good Morning Frederick Foresight,

Damn good question you ask.

Best to me is +$20K a year 1 ES contract in back test.

It is tuff to get that in 2006 to 2019. In my experience.

I think you might want to catch up on some reading. Anyway, good luck.

 

[p0box4]

Good Morning p0box4,

Well p0box4, how else you going to the the equity curve in back test to look like this if you do not use 100% optimization on the data series in NinjaTrader 8 from 2006 until today.

If you do not use optimization button, the equity curve have bad years and you will lose money and stay drawdown like I did last year. I lost -$15,000 cash man. And you know taxes carry over only $3000 a year.

That is pure money lost with algo trading. So I think best to curve fit the entire data series so you have chance to make money every year.

View attachment 338989

I give up, you clearly think only you know what to do even though you couldn't be more wrong.
Enjoy your profits while they last, with a mindset like yours it won't last forever.

As others have said, arguing with you is stupid and completely pointless.

As someone famous once said: Don't argue with stupid people, they will drag you down to their level and then beat you with experience.

 

[SimpleMeLike]

I give up, you clearly think only you know what to do even though you couldn't be more wrong.
Enjoy your profits while they last, with a mindset like yours it won't last forever.

As others have said, arguing with you is stupid and completely pointless.

As someone famous once said: Don't argue with stupid people, they will drag you down to their level and then beat you with experience.

Hello p0box4,

I did not know we were arguing. lol.

I do not argue with men!

And as I have said, allow me to be stupid and pointless and Trader.

Last I recall this is free forum, with an Ignore button on it. Use it per your discretionary.

I do not call how you trade stupid or even argue or debate you.

not sure why you guys think we all need to be trade the same.

If I want to be a guessing ES trader, let me be.

Lol, I have seen one other way to thread yet, by the way. Just talking.

 

[SimpleMeLike]

I think you might want to catch up on some reading. Anyway, good luck.

Hello Frederick Foresight,

Good luck to you as well. Enjoy your day.

 

[SimpleMeLike]

So I see IKBR offers an algo api or something. It looks very complicated from a brief look at the documentation. Isn't there anywhere I can say create my own algo and actually trade on the same platform?

Here is what I want:

• I open an account.
• I deposit funds.
• I select CREATE ALGO.
• I choose parameters such as buy if rsi is below 20 -----> sell if rsi is above 40
• Then I list the stocks that I want to apply the algo to, and the time frame.
• I turn slider to activate algo from off --->on.
• I wait, rubbing my palms together for my next Lambo.

Does this exist yet? Basically it would be like finziv for filtering stocks, but you would be trading them instead.

Good Morning wxytrader,

lol, wish something like that exist.

You have to program that yourself. use ninjatrader 8 strategy wizard, that is an easy algo to build.

The problem is it may not work in back test. That is the biggest challenge right there from MY experience.

 

[p0box4]

So I see IKBR offers an algo api or something. It looks very complicated from a brief look at the documentation. Isn't there anywhere I can say create my own algo and actually trade on the same platform?

Here is what I want:

• I open an account.
• I deposit funds.
• I select CREATE ALGO.
• I choose parameters such as buy if rsi is below 20 -----> sell if rsi is above 40
• Then I list the stocks that I want to apply the algo to, and the time frame.
• I turn slider to activate algo from off --->on.
• I wait, rubbing my palms together for my next Lambo.

Does this exist yet? Basically it would be like finziv for filtering stocks, but you would be trading them instead.

There are platforms that offer something like this, such as Sierra Charts and I believe there are multiple platforms that allow to do such things trough excel, such as Rithmic. If the inputs are basic like the ones you mentioned, they can do that without the need for any programming with basic logical functions.

https://www.sierrachart.com/index.php?page=doc/SpreadsheetSystemsAlertsAndAutomatedTrading.php

 

[Frederick Foresight]

I wait, rubbing my palms together for my next Lambo.

Don't tell me you only have just the one.