Today, 6 months have passed since the system went into operation. A new high reached.
I am cautiously satisfied for now.
I am cautiously satisfied for now.
I wrote a bot and gave it 25k to trade
- Thread starter _terminus_
- Start date
Out of curiosity, why not use MNQ for backtesting?
Because of the rollover problem. I get historical data directly from IB and I'm not willing to write code to cut and paste different contracts. I've had issues working with continuous contract data, so I use QQQ, which can be continuously downloaded several years back and matches MNQ almost identically in terms of % variations.
Makes perfect sense. I trade on a continuous MNQ ticker IB offers, so I'm quick to forget that its has expiration dates.
I think you took certain risks when you made the robot.
Meaning that trading would otherwise be a riskless activity?
A risk-free trading algo would look something like:
if $SPY < 0 then
buy next bar;
else
pass;
@Brightbreaker -- you're trading psychological risk (bad decision making) for some infrastructure risk (systems going down, code breaking). I find the latter more controllable.
if $SPY < 0 then
buy next bar;
else
pass;
@Brightbreaker -- you're trading psychological risk (bad decision making) for some infrastructure risk (systems going down, code breaking). I find the latter more controllable.
Hi terminus,
how often do you resetting parameters?
I have a system that I re-optimize every 4 weeks, basically take profit, stop loss and trailing levels in order to adjust it to new market condition.
I am not feeling very confident with this methodology even I am profitable for the last 2 months.
Are you adopting this methodology too or what?
thank you
how often do you resetting parameters?
I have a system that I re-optimize every 4 weeks, basically take profit, stop loss and trailing levels in order to adjust it to new market condition.
I am not feeling very confident with this methodology even I am profitable for the last 2 months.
Are you adopting this methodology too or what?
thank you