I wrote a bot and gave it 25k to trade

[_terminus_]

We could start a thread on just this.

Go ahead, don't let laziness stop you.

 

[_terminus_]

The IBKR historical balance shows great output for 80 lines.

Based on the description i would guess its waiting for conditions where multiple indicators agree and then trigger entry/exit.

If that is not too far off , in your situation id hope its going to work similarly well on various instruments.
Might benefit alot, less drawdown, smoother growth etc.

If adding more indicators or rarer conditions and waiting for all to give signal same time it is less probable and less trades.
With more instruments it might be possible to set those bars higher.

Mmh... no. This algo could also work decently on SPY and DIA, but it's optimized for QQQ/MNQ. Any different combination other than MNQ-only tests worse in terms of recovery factor, which is the metric that I personally value most.

 

[_terminus_]

I forgot to mention that the new algo works on 5min bars.

Last entry: yesterday 12:55 long @10017.50.

Position added @ 9921.50.

 

[zoned_post_meridiem]

Position added @ 9921.50.

Keep them coming. Someone is going to reverse-engineer this.

 

[931]

Keep them coming. Someone is going to reverse-engineer this.

And with increasing capital allocated to the system it is going to reach critical mass , take inefficiency out until its barely covering electricity bills.

 

[_terminus_]

Keep them coming. Someone is going to reverse-engineer this.

Ok thank you for your warning, I'll stop then.

 

[zoned_post_meridiem]

Ok thank you for your warning, I'll stop then.

I was kidding, of course. There's absolutely no chance to reverse engineer anything from entry/exit numbers only.

 

[931]

I was kidding, of course. There's absolutely no chance to reverse engineer anything from entry/exit numbers only.

Can learn something about the strategy if decent amount of entry/exit data.
I sometimes set algo up to to take very few but high probability trades and look on chart to find flaws in historical data that may have caused the "market inefficiencys" to occur.
Then make stronger data filters.
At some point no flaws due to data problems.

When you can jump with single click from trade to trade.
By watching where computer found opportunity i became more informed TA trader.
Seeing some similarities in data before entries is enough(but for me it works only if algo takes similar trades).

If algo uses too many strategies its hard to know and compare all to form understanding.

 

[_terminus_]

I was kidding, of course. There's absolutely no chance to reverse engineer anything from entry/exit numbers only.

I was kidding too (although not sure up to what extent).

Both positions closed yesterday at 10062.75, +89$ and +282$ respectively.

New position opened at 10068.

 

[henry76]

I was kidding too (although not sure up to what extent).

Both positions closed yesterday at 10062.75, +89$ and +282$ respectively.

New position opened at 10068.

You said earlier low volatility was important to your trend following strategy , I just wondered how important?