Index futures automation

[hilmy83]

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[NoahA]

Since this most recent update was posted at 9:27am, how do you already have your trading done for the day if the strategy is an ORB, which I assume means you need price to set up an opening range (using whatever your parameters are) and then trade the breakout?

 

[hilmy83]

Since this most recent update was posted at 9:27am, how do you already have your trading done for the day if the strategy is an ORB, which I assume means you need price to set up an opening range (using whatever your parameters are) and then trade the breakout?

It's yesterday's statement. I don't get AMP's statment till at night..so i usually post it the following day.

But to your question, ORB can be anywhere form 30 sec (Pax method) all teh way to 15min. I don't think it matters much, just depends on what you want out of the market I guess

 

[NoahA]

It's yesterday's statement.

LOL... Guess I'm too stupid to look at the date which I see now is clearly shown.

But to your question, ORB can be anywhere form 30 sec (Pax method) all teh way to 15min. I don't think it matters much, just depends on what you want out of the market I guess

Yup, this was my feeling as well. I know some people use anywhere from a 5 min to 30 min bar and look for trades once those highs or lows are broken.

 

[hilmy83]

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[Businessman]

Nice equity chart, how many losing days have you had this year?

 

[hilmy83]

Nice equity chart, how many losing days have you had this year?

Losing days; none.
Losing trades about 25%. it just keeps going until it hits profit or b/e or until it hit max sequence of losses or it hits max session time.

Worst case scenario if it hits the max loss trigger, it would probably be somewhere in the 20-25% dd range. Happened once in 2021 during backtest 2020-recent.

 

[hilmy83]

Well, more unexplained bug:

One account: OCO request buy/sell stop placed as expected

Another account: double the OCO request orders. Found out after I saw a naked position

This is beyond FUBAR. Works on one account, and get bugged on the other. SAME EXACT algo copied and pasted. Im literally losing my mind trying to figure out why this is happening...

 

[hilmy83]

I think I need to go back to my MT5 version again. I take the lag over this shit.

Need to redo the whole QT code. Too much risk

 

[Overnight]

Well, more unexplained bug:

One account: OCO request buy/sell stop placed as expected
View attachment 323276

Another account: double the OCO request orders. Found out after I saw a naked position
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This is beyond FUBAR. Works on one account, and get bugged on the other. SAME EXACT algo copied and pasted. Im literally losing my mind trying to figure out why this is happening...

Something is a bit different as the top one has 6 lots per order, the bottom one has 5. Or was that intentional?