Artificial Algorithmic Systems Real Trading

A

Alis

In this journal I will post my trades from a bunch of systems (600 of them!) created by a computer. I will be trading only Polish stock market, taking only long positions.

This is real money trading, and all prices and balances will be posted in PLN. Currently, the exchange rate (USD/PLN) is around 4.0

I have approximately 70k PLN (~17k USD) in my account. Each position will be around 3k PLN. I plan to gradually open one position per day until fully invested.

Right now my positions are:
System 3249453521 stock ntc, 4000 shares opened at 0.75
System 1093642095 stock wis, 6171 shares opened at 0.525
System 3811011792 stock wis, 4166 shares opened at 0.70
 
About stock selection: So, as I said, there are multiple systems. Each system has a weight that is calculated from its past performance. Then, each stock is scored based on the total weight of systems that give a "Buy" signal for this stock. WIS and NTC had a lot of signals until recently, but now it has quieted down a bit.
 
New trades:
System 1093642095 bought 5084 of BAH at 0.6
System 626507833 bought 10771 of AWM at 0.2785

The reason for two new positions in a day is that I wanted to sell NTC but couldn't (with reasonable slippage).
 
Alis said:
About stock selection: So, as I said, there are multiple systems. Each system has a weight that is calculated from its past performance. Then, each stock is scored based on the total weight of systems that give a "Buy" signal for this stock. WIS and NTC had a lot of signals until recently, but now it has quieted down a bit.
More...

Another useless Journal.
 
Monday's trades:
System 3249453521 sold 4000 of NTC at around 0.65 (so 0.10 loss per share).
I've also paid in another 25k into account, now at around 95k.
I'm planning to have around 30+ positions, each worth around 3k.
 
Two more:
System 1245186707 bought 11000 shares of AWM at 0.2725
System 3811011792 bought 5504 shares of GTN at 0.545
 
New system 2813552119 bought 10714 shares of AWM at 0.27
System 626507833 removed, its position in AWM (10771 shares) moved to new system 209666634
 
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