i hope the way you wrote your conclusion is to be taken rhetorically. You psychoanalyzed more than you had to to conclude that people are....curious
lolz
I wrote a bot and gave it 25k to trade
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i hope the way you wrote your conclusion is to be taken rhetorically. You psychoanalyzed more than you had to to conclude that people are....curious
lolz
Maybe in the future. For now, my time is limited because in addition to this project I have to carry on my own professional activity and I prefer not to bite more than I can chew.
I heard of several software platforms ready for autotrading, you could talk to @fan27 for example.
That was a must know concept for that particular individual & for those who didn't knew about it prior to this.
It is first step towards getting rid of victim mentality mindset.
Everything in life, should be psychoanalyzed as you say. There is ,,why'' behind every thought, desire and emotion.
,,Know thyself'''
+1.83% last week, slowly recovering back to pre-virus level.
Increased contracts no. to 2.
I decided to take up the challenge by @traider about backtesting the system over a longer period. So I downloaded the last 7 years of data, backtest below:
Indeed it's better fit to the last 3-4 years, that is the period I used for optimization. However I'm not sure whether it should be deemed "overfit". I'll keep using it anyway.
But I wasn't totally satisfied with the performance on the short side, so I replaced the short algo it with a new one. Backtest over the same 7 years (short only):
Finally, the two combined:
So this is what I'm going to use until I devise something better.
Increased contracts no. to 2.
I decided to take up the challenge by @traider about backtesting the system over a longer period. So I downloaded the last 7 years of data, backtest below:
Indeed it's better fit to the last 3-4 years, that is the period I used for optimization. However I'm not sure whether it should be deemed "overfit". I'll keep using it anyway.
But I wasn't totally satisfied with the performance on the short side, so I replaced the short algo it with a new one. Backtest over the same 7 years (short only):
Finally, the two combined:
So this is what I'm going to use until I devise something better.
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I wouldn’t worry about overfitting relative to a 7-year market. This year’s market is very different from 2015’s market, and you’re trading this year’s market. I rather err on the side of slightly overfitting to current market conditions (and tweaking parameters more often
Almost back to pre-Corona-Chan.
All positive months so far, despite the March slump:
My son decided to join me and put 8k more on the front line. Trying to get rich by splitting a thousand a month.
Added a new trend following, long only algo.
At the moment experimenting/fiddling with neural nets. Mixed results so far.
All positive months so far, despite the March slump:
My son decided to join me and put 8k more on the front line. Trying to get rich by splitting a thousand a month.
Added a new trend following, long only algo.
At the moment experimenting/fiddling with neural nets. Mixed results so far.
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Very nice. Are you able to scale this once you're comfortable with the performance, or do you see difficulties on that front?
I've been experimenting with an arbitrage/mean reversion script. I doubt I'll ever run it -- on the retail level, commissions are too much of a factor -- but it's a fun approach to hone skills with.
I've been experimenting with an arbitrage/mean reversion script. I doubt I'll ever run it -- on the retail level, commissions are too much of a factor -- but it's a fun approach to hone skills with.
Scalability - Yes, absolutely. Just consider that if instead of micro E-minis I was using E-minis, I would be trading 10x as much and the commissions would remain the same.
Problem is... money. I don't have 400k as of now.
So what I'm trying to do is to increase position size as - hopefully - the capital grows. I know I won't get rich this way, but at least I'll have a little fun and be able to pay some bills.
Problem is... money. I don't have 400k as of now.
So what I'm trying to do is to increase position size as - hopefully - the capital grows. I know I won't get rich this way, but at least I'll have a little fun and be able to pay some bills.
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That’s right, I forgot you’re using micros. Plenty of liquidity there as well if you really need to scale.
Very impressive, especially during the corona downturn. Wish I can say the same about my trades.