I wrote a bot and gave it 25k to trade

[blink18]

Where do you get historical market data for backtesting and data feed for live trading? Do you backtest on futures data (MNQ) or NDX index?

Since you are using futures, do you leave algo trading 24h per day or only at regular market hours 9:30am-4pm EST?

 

[_terminus_]

I get the data from IB, historical and real time. I use QQQ as a proxy for backtesting.

The system is on 24h, but during extended hours it's only allowed to close positions.

 

[_terminus_]

Very impressive, especially during the corona downturn. Wish I can say the same about my trades.

Do you trade manually or automated?

 

[ironchef]

Do you trade manually or automated?

Manually.

Schwab platform for retails does not have automatic trade algo. I asked them.

I actually don't know what is an API or how to code/use it. Only know VBA excel.

 

[taso42]

Nice work! What software do you use for backtesting?

 

[_terminus_]

Thanks. I used to use WealthLab 4.0, but currently less and less. I now develop and use my own platform, a Microsoft Access app with C++ algo and comm modules.

 

[zoned_post_meridiem]

Have you calculated the Sharpe ratio for your strategy? Based on the charts you posted, it looks like a pretty steady equity curve.

 

[Gardalabar]

It can be seen that everything is done wisely and works efficiently

 

[_terminus_]

Have you calculated the Sharpe ratio for your strategy? Based on the charts you posted, it looks like a pretty steady equity curve.

Well, no I don't use Sharpe ratio. I prefer recovery factor (total profit divided by max drawdown) which is currently 5 since the beginning.

 

[blink18]

I get the data from IB, historical and real time. I use QQQ as a proxy for backtesting.

The system is on 24h, but during extended hours it's only allowed to close positions.

If I understand correctly - your system scans in realtime for signals from QQQ, and then places trades on MNQ?