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

JLC,

No I cannot give any information concerning the parameters the bot uses.





I just ran a backtest for today using method #2 and it would have produced $84 in profits today.
 
I'm not sure if this has already been discussed, but since you have done this for about 1/2 month, what is your total return? Just curious. Good Luck!
 
Here are all current resuls:

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

Total for the first week's trades: +$1,241

Day 5: -$35
Day 6: -$349
Day 7: -$229

Total for second weeks' trades: -$613

Day 8: -$263
Day 9: +$170
Day10: +$.80

Total combined: +$535.80
 
When you looked at your results, were you concerned that your results started to level off over time? dProfit/dTime on the equity curve with high frequency noise removed looked like it was leveling off. Is that a concern? Wouldn't you want a positive slope in terms of the near-term results?
 
fatrat,

You are correct and that does bother me. However it does not alarm me all that much yet... if it continues to slow down and show signs of leveling off after a few more weeks I will start to become concerned that the method's edge may be degrading,but for now I think its just going through a rough patch..
 
It seems that your results are correlated to the choppiness of the market. For the last 2 weeks the market has taken a breather from the uptrend that started in august. Maybe you should only allow it to trade when a trend is strong and program a different set of variables to trade choppy markets.

Just my two cents.
 
Your opening statement was:

"The purpose of this thread will be two fold.

#1 will be a place for me to record the bots results and get feedback on potential improvements. Also, it will give me motivation to KEEP running the bot even when it has bad loosing days. Historically the strategy has shown some severe draw downs that scared me from trading it. But everytime it proved it woudl have rebounded and made money in the long run. This here i am hoping will provide pressure to keep me turning it on everyday.....

#2 will be to show that a fully auto trading strategy can be profitable. Hopefully it will provide motivation for other developers to continue their work and create good auto trading strategies."

How are people supposed to give you worthwhile feed back if you don't talk about parameters? Without this all the responses come down to "Aww thats too bad" when you lose and "woo, way to go" when you win. I think this could be an interesting thread if you would delve more into the workings without giving away all your secrets.
 
Its possible some more information will be given out over time... If you have read the whole thread you would see a lot of great conversations have already taken place and many more will.... Specific parameters being used DOES NOT need to be revealed as a precursor to good decision for improvements
 
I love this thread. Perhaps consider getting a blog with an RSS feed, Frosty. I would enjoy such a thing, because then I could read your words much more quickly without having to search through ET's interface.

A fan,

-FatRat
 
Very interesting thread, but like fuf I think it would much more illuminating if we had some idea how the bot was trading. Just some general clues would help, so it's highly unlikely you'd be giving away any 'secrets'.
 
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