You're right. It was a typo. The correct target is 1.19275.
Thank you for pointing that out!
Futures Signals
- Thread starter Algo Futures Signals
- Start date
You're right. It was a typo. The correct target is 1.19275.
Thank you for pointing that out!
It's awesome here on day one. 
There are days like this, and days that aren't so pretty. However, the most important thing is that on the not so great days, it's the money management aspect (the discipline to keep your stops in place) is what keeps you in the game long term. It has worked very nicely for me.
With regard to the annual return and sharpe ratio, the numbers are different for each market. I can send them to you when I return to my office if you like.
There are days like this, and days that aren't so pretty. However, the most important thing is that on the not so great days, it's the money management aspect (the discipline to keep your stops in place) is what keeps you in the game long term. It has worked very nicely for me.With regard to the annual return and sharpe ratio, the numbers are different for each market. I can send them to you when I return to my office if you like.
It's awesome here on day one.
With regard to the annual return and sharpe ratio, the numbers are different for each market. I can send them to you when I return to my office if you like.
Yes that will be awesome. How do you size the positions for each market? Do you use equal weights?
I generally trade in multiples of 4 lots. There are times I'll take half the position off halfway to target and let the other half ride. I also sometimes take off half the position, and add 2 back on a pullback. It really depends on the momentum of the day, or any upcoming reports (ie., PPI, CPI, employment, etc.).
Over the long term, it is best to use the algo as it is.
At the trader's choice, there can be some discretion. But for the sake of posting here, I'll just supply the "hard" levels. Bottom line is, you always trade in the direction of the algo.
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Long target achieved - Sept. British Pound @ 1.2934
At 3:50pm ET, liquidate the balance of positions (ECU17, JYU17, NQU17, ESU17, CLV17) unless targets are achieved.
No positions are held overnight. We traders need a little sleep.
No positions are held overnight. We traders need a little sleep.
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Thank you!
Long target achieved - Sept. Yen @ 0.91045
All positions should now be flat:
My actual fills:
NQU17 - sold @ 5992.50
ESU17 - Sold @ 2472.00
ECU17 - Sold @ 1.19110
CLV17 - Sold @ 47.07
Today was a very good day. Only stopped out once on a short e-mini. Please don't think it's always this pretty.
We'll do it again tomorrow. Have a great evening everyone!
My actual fills:
NQU17 - sold @ 5992.50
ESU17 - Sold @ 2472.00
ECU17 - Sold @ 1.19110
CLV17 - Sold @ 47.07
Today was a very good day. Only stopped out once on a short e-mini. Please don't think it's always this pretty.
We'll do it again tomorrow. Have a great evening everyone!