well to be fair. 30 is a large sample size. for say.... estimating the average planet radius in our solar system.
Frosty's trading bot goes live part 2
- Thread starter frostengine
- Start date
well to be fair. 30 is a large sample size. for say.... estimating the average planet radius in our solar system.
It is a rather small sample size, but I can at least look to see if there is any glaring piece of information consistent between the losing days thus far. Here is a breakdown of everyday:
6/18 +130.4
6/19 -374.8
6/20 -1200
6/21 +320.4
6/22 -199.2
6/25 +150.8
6/26 -539
6/27 +35.6
6/28 -369
6/29 -1334
7/2 +115 but on sim mode
7/3 +70 but on sim mode
7/5 +220.8
7/6 +245
7/9 +250
7/10 -229
Now I will go and look at charts from each of those days and see if anything stands out
6/18 +130.4
6/19 -374.8
6/20 -1200
6/21 +320.4
6/22 -199.2
6/25 +150.8
6/26 -539
6/27 +35.6
6/28 -369
6/29 -1334
7/2 +115 but on sim mode
7/3 +70 but on sim mode
7/5 +220.8
7/6 +245
7/9 +250
7/10 -229
Now I will go and look at charts from each of those days and see if anything stands out
... I'm talking about the same patterns the trading bot has had for at least a year's time, if not longer.
I'm trying to get Frost to avoid those strong trend days where the bot enters a counter-trend postion and ends-up down a G (or more), as that kills the performance and can never get it out of the break-even stage.
But thanks for your worthless input.
Good trading,
JJ
Forget statistics and why not look at those two days where you lost $1,334 (6/29) and $1,200 (6/20). Those two are the reason you are down so much and are way bigger than your other days, both profits and gains. I think you need to focus on just those TWO days tonight and see why your model is letting you take such major losses.
if you do not have any real answer then tell the computer to shut down after -$500 and you would have saved yourself $1,500 .
moving avg crossover bots make money? i implemented a quick version and found it lost money over a years worth of eur/usd data.
I have yet to see any strategy based purely on moving average crossovers be even remotely close to profitable.
Maybe you should have stated that a bit more clearly.
