Black Every Day?

noddyboy said:
Congrats! Took profits?
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Thanks, I think you are talking about the high frequency trade? If so, yep, limit to sell at 1972 made +10. As of a few days ago, all the "fast" trades are posted on twitter automatically by the systems:

https://twitter.com/algorithmictra1

Just one note on that. I decided to code it so that the system posts as "always in" so that the trading logic is not so complicated and people could tell the model bias. That is what the R is, BuyR, SellR, for Buy Reversal etc. So the system always has a position and goes from long to short and vice versa. I am working on organizing the ES and CL trades so it is easier to track them instead of them being interspersed with each other.


I am still suffering with the long term positions with an average price of 1932.
 
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nitro said:
Thanks, I think you are talking about the high frequency trade? If so, yep, limit to sell at 1972 made +10. As of a few days ago, all the "fast" trades are posted on twitter automatically by the systems:

https://twitter.com/algorithmictra1

Just one note on that. I decided to code it so that the system posts as "always in" so that the trading logic is not so complicated and people could tell the model bias. That is what the R is, BuyR, SellR, for Buy Reversal etc. So the system always has a position and goes from long to short and vice versa. I am working on organizing the ES and CL trades so it is easier to track them instead of them being interspersed with each other.


I am still suffering with the long term positions with an average price of 1932.
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Nice twitter account...is the position limit basically 1 contract flipping back and forth from [-1,1]?
 
noddyboy said:
Nice twitter account...is the position limit basically 1 contract flipping back and forth from [-1,1]?
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[-1unit, 1unit]

A unit is whatever is comfortable for you. I recommend $25,000 per unit per contract for ES or CL (although CL is a more expensive contract to trade imo) and keep losses to at most 2% of account per trade, but people will do it with far far less and far more risk.
 
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Add L ES 1937.50 [These trades are separate from the "fast" trades posted on twitter]
 
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on oct 16, 2015 in "Rosebud"

you posted this:

Out one unit OVX 40.25, -3.76.

Holding one short from 41.69.
Still long CL from 47.375

i never saw an update (we have established its not OVX since its not tradeable; but instead some nitro synthetic)

i'm curious (as i also posted in that thread on january 12 but no reply http://www.elitetrader.com/et/index.php?threads/rosebud.291441/page-19#post-4229945)

to what you have done with a short vol trade when OVX is @ 63.93 close from yesterday?

also, what have you done with the CL trade from 47.375?

i'm not busting your balls nitro...just trying to bring a little bit of serious follow through to this site.

personally, i'm short vol in the middle of curve and long vol in the front of curve using vix futures...but in a good DD nonetheless due to overdoing the SV relative. (fyi, vix actually has futures associated with the VIX index)

cmon, show us you have integrity.
 
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