Index futures automation

Can a fully automated trading strategy work in the long run?

  • YES!

    Votes: 56 67.5%
  • Hell naw.

    Votes: 14 16.9%
  • I don't know, I got my own trading to worry about.

    Votes: 13 15.7%

  • Total voters
    83
I don't think you maths are adding up correctly in your table for 3/6/23.
Is 0.009% of 10k more like 0.90$ instead of 99$?

It's right. It's a minimized locked header view. You can just retrace back all my posts and see the accumulation is correct
 
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Massive underperformance. The only time I can outperform the benchmarks is on red days.

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At least you're making money, and I don't recall having seen one single red day.

And I don't think that everybody else is doing +1,2,3,5% a day, every single day.

I guess I'm still adjusting my mindset to this type of performance. I be lucky if I can crack 40% this year. Account is just under 20k, so it's like peanuts.

And this algo is not even scalable. Since I trade breakouts, the slippage gets worse as size increases.

This is probably a low scale edge I'm taking advantage of...
 
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And this algo is not even scalable. Since I trade breakouts, the slippage gets worse as size increases.

This is probably a low scale edge I'm taking advantage of...

It certainly seems to be scalable, because you are not closing out red days. After this week, if your algo survives without a red day, think of doubling your size. Why would it NOT work?
 
It certainly seems to be scalable, because you are not closing out red days. After this week, if your algo survives without a red day, think of doubling your size. Why would it NOT work?

My strategy is like long straddle option. If price goes sideways for too long, I lose and I lose bigggg.
 
My strategy is like long straddle option. If price goes sideways for too long, I lose and I lose bigggg.

Well hell, the SP and NAZ have been going sideways since you started that latest track, Feb 20th? You algo is outperforming the markets since that date.
 
consistency trumps everything, keep it up. :thumbsup: I tried my first algo trade on MNQ last week with a 115 lost, btw what’s your take on MT5 backtest and optimization result? My algo stats looks good but feels like I’m overfitting it. Thanks
 
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