Auto trading 1 contract 62K 5 years...

Here is a summary of my bot in action over the past 6 trading days as recorded here:

*Each one only traded 1 contract at a time in each futures market

Es:
Day 1: +$74
Day 2: +$355
Day 3: -$133.60
Day 4: -$58
Day 5: -$31
Day 6: +176
Total: 3 Winning days, 3 Loosing days
Net: +$382.40

Notes: This system was primarily developed for the es. And the es is staying true to the backtested results as for as # winning days and average profit.


Nq:
Day 1: -$423
Day 2: +$95
Day 3: -$204
Day 4: +$315.60
Day 5: -$304
Day 6: +$76
Total: 3 Winning days 3 Loosing days
Net: -$444.40

Notes: This system is still staying within ranges of backtested data as well. However it appears as if its in a draw down period.

Ym:
Day 1: -$110
Day 2: -$232
Day 3: +$130.18
Day 4: +$50.92
Day 5: -$168
Day 6: -$24.82
Total: 2 Winning days 4 Loosing days
Net: -$354

Notes: system was never backtested on this contract so cannot compare to past performance.

Er2:
Day 1: Was not trading
Day 2: -$234
Day 3: -$1348
Day 4: +$711.20
Day 5: -$478
Day 6: +$916.40
Total: 2 Winning days and 3 loosing days
Net: -$432

Notes: System is still within proper ranges. The huge -$1348 loosing day is inline with past results. The er2 and nq both had much higher drawdowns during testing periods than the ES.

Summary:
After 6 days the system is currently down -$842. Deffinetly nothing spectacular or to write home about. I have been very impressed with the ES peformance, and am thinking of setting up an account with about 5k and letting it trade only 1 contract of the es for a while, while continuing to trade all 4 contracts in the paper account.
 
Quote from frostengine:

spdracer,

Its home brewed software. The backtesting engine as well as the real time trading engine was all programmed by me, and is implemented using interactive brokers api.
More...

Sweet. I'm trying to learn as much as I can about this stuff so that I'll be able to start working on something similar.

I do have an extremely noobie question for you... Could you define what Es, Nq, Ym, Er2 mean?

Thanks!
 
spdracer22,

Es, nq, ym, and er2 are futures contracts. You may have heard of them as the e-mini's before. Es is a futures contract that tracks the S&P. NQ tracks the nasdaq 100 index. YM tracks the dow. and Er2 tracks the russel 2k index.
 
Hey frost,

I apologize for coming on so hard. You are just sooooooooooooooo close! :cool:

Let's parlay, PM if you wanna talk over some ideas.

Later,

Jimmy
 
more good results today, I did not start the 1 contract of ES live in my real money account as I had planned, intead I just used it as an advisory service, basically had it popup alert when to enter and then through discretion decided if I wanted to take the trade, I only took 1 of the trades and make 62 in my real account. Was sort of a getting my feet wet with the bot before I let it go on its own.

I did however continue running it on the demo account just as I have been doing and it had another GREAT day:

Es: +$458
YM: +$330
NQ: - $268
ER2: -$63

After seeing the big day it did with 1 es contract, I wish I woudl have chosen today as the day to let my bot go completly on its own. Oh well.... will have PLENTY more oportunities to let it go on its own in my real money account just have to wait until i'm completly comfortable with it.
 
Today was a so-so day. Saw a few good things from the system.

ES: -$21
NQ: -$273
ER2: +$246
YM: -$4


Es has still been outperformaing the others to this point.
 
Days like today make me scared to run this thing with real money... although it came back ok at end of day. At one point it was down over 2k

ES: +$80.80
NQ: -$108
ER2: -$292.80
YM: -$97.60
 
INCREDIBLE day.... over 1500 in profit

Es: -$188
NQ: +$181
ER2: +1,780
YM: -$114

Things look to still be on track. Very tempted to drop the NQ and YM from these tests and stick with just ES and ER2 as they seem to be the best... but since its a demo account minus well keep running them all to have more data
 
You must log in or register to reply here.
Back
Top