Frosty's auto-trading bot goes live with REAL money

Quote from frostengine:

Thanks for all the great input, keep the ideas flowing. It is helping a lot.

Johnny,

As for as how long it took to build my program. If I was simply trying to build a program capable of back testing and automating such as it does now, and not trying to make it more user friendly for possibly giving it out to the public in the future. Then it would have only taken about a month or so for me to code it. I am thinking of giving the actual program out to the public at some point in the near future so I did a lot of work on userability which added significant time to the development. At my day job however I am a lead programmer for a company here in town so my results may not be typical. If you do not have any programming experience I would say don't even think about it yet.... you will have a LONG time of learning in front of you. However if you do have a fair amount of experience, there is nothing in designing a automating system or backtesting system that is "that" complicated.

This iteration of my program is done in java. My previous iteration from last year was c++. I chose to rewrite in java for a few reasons. None of them really that important. Either language would be just fine. The language is not that important if your trying to make a program such as this... what is imortant is that you have plenty of experience in whichever language you chose.
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Hey Frostengine,

Have you ever covered what features your program has? I read your prior thread about it, but I don't remember you ever listing off the features and what it's capable of. Would you mind giving some insight into that?

Thanks!

TNG
 
Quote from walterjennings:

You never ask a woman how much she weighs, and you should'nt ask a trader how he trades :D
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Was that in reference to my question?

Thanks,

TNG
 
Quote from walterjennings:

Im just kidding around. He might answer your question. Personally I would'nt even admit to having a working system if I had one.
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Haha I know... He originally started this project as "free backtesting software for IB" for everyone to use... maybe I should be more clear. I wondering particulars of the backtesting part, not of the ATS part.... :D

Thanks!

TNG
 
TheNewGuy,

I am assuming you are refering to my actual application and not my strategy. I believe walter may have thought you had asked about the strategy itself and not just the backtesting/automated software.

I have no problem telling about the features of my software program, however this thread is not the place to go into too much detail.

Here is just a quick overview of some of the more important features of the software application. If you want more details, then I can post that in my thread on that subject:

1. Tick chart, volume chart, time chart from 1 sec to x..., and momentum charting capabilities.

2. Tick by tick replay system to replay any recorded day in real time

3. Backtesting capability using captured tick data

4. Hands free automating of a strategy

5. several buit in scripting languages for users to develop strategies with

6. several built in functions to make creating strategies easy even without much prior programming experience

7. A dozen or so built in indicators with ability to add any number of indicators through the scripting languages

That is the overview of the most important features of the application. Like I said if you want more details I will be happy to provide them but in the other thread.

BTW After much thought I decided to once again run my strategy today.... even though historically friday's are the worst day for my system...... It currently has made one trade, and is short at the moment.. currently in the Green by about $130..... a LONG day left.. so no telling how it will play out
 
Quote from frostengine:

TheNewGuy,

I am assuming you are refering to my actual application and not my strategy. I believe walter may have thought you had asked about the strategy itself and not just the backtesting/automated software.

I have no problem telling about the features of my software program, however this thread is not the place to go into too much detail.

Here is just a quick overview of some of the more important features of the software application. If you want more details, then I can post that in my thread on that subject:

1. Tick chart, volume chart, time chart from 1 sec to x..., and momentum charting capabilities.

2. Tick by tick replay system to replay any recorded day in real time

3. Backtesting capability using captured tick data

4. Hands free automating of a strategy

5. several buit in scripting languages for users to develop strategies with

6. several built in functions to make creating strategies easy even without much prior programming experience

7. A dozen or so built in indicators with ability to add any number of indicators through the scripting languages

That is the overview of the most important features of the application. Like I said if you want more details I will be happy to provide them but in the other thread.

BTW After much thought I decided to once again run my strategy today.... even though historically friday's are the worst day for my system...... It currently has made one trade, and is short at the moment.. currently in the Green by about $130..... a LONG day left.. so no telling how it will play out
More...

Sounds very cool. Sorry (and to Walter) for the confusion and thanks for the overview!

Good luck with your ATS....

TNG
 
gonz,

Screenshots of the software program, or screenshots of the daily P/L from the system?

If your looking for screenshots of the software program I refer you to my previous thread. There are a few screenshots there...A link can be found on page 1 or 2 of this thread.
 
Bot has closed for the day, it scored $95 on 3 trades.....

So totals for its first live week is:

Day 1: +$1,450
Day2: +$40
Day3: -$344
Day4: +95

Total: +$1,241

So I am very pleased with the first week of trading..... With next week being thanksgiving and all... not sure what days I will run it.... I am assuming the market conditions wont be good for it... but may still run it anyway...
 
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