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
Feedback I got pitching the idea of managing money with the bot..

upload_2023-11-30_11-31-10.png


upload_2023-11-30_11-31-53.png


upload_2023-11-30_11-32-42.png


I think people do respect longer track records...

Or maybe the idea is absurd.

I'll have to revisit this after 3 years of history.
 
hilmy83 said:
Monthly performance

Oct: +$2552.50

View attachment 326530
More...

Not sure how I want to report monthly pnl at this point. Initially i took out the positive outliers. But this month, i had a negative outlier. Should I leave that out?

I lost -$1275.5 this month which is due to the unexplained bot error (and my own continued stupidity) led to -3k loss on 11/13. Without that outlier, this would've been about $1700 profit, which is pretty much in line with other months.

upload_2023-12-1_9-12-34.png


As @rb7 says, the bot is never going to be perfect and I have to accept that, good or bad. I think it would be problematic trying to keep up with the outliers, so might as well just give it straight.

So going forward, what you see, is what it is:

Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5

Daily reporting will also not be filtered from the outliers going forward. I'm just going to treat bot imperfection as a cost of business.
 
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ab_trader said:
i think your green equity curve can scare people as well. :) there is no a sign of the 10-15% drawdown with 50% return. such types of equities are typically belong to martingale/averaging down systems and have only one drawdown at the very end with typical size of 100%.
More...
Excellent points. I think he will be OK if he does fractional Kelly and regularly takes some chips off the table.
 
hilmy83 said:
Not sure how I want to report monthly pnl at this point. Initially i took out the positive outliers. But this month, i had a negative outlier. Should I leave that out?

I lost -$1275.5 this month which is due to the unexplained bot error (and my own continued stupidity) led to -3k loss on 11/13. Without that outlier, this would've been about $1700 profit, which is pretty much in line with other months.

View attachment 328644

As @rb7 says, the bot is never going to be perfect and I have to accept that, good or bad. I think it would be problematic trying to keep up with the outliers, so might as well just give it straight.

So going forward, what you see, is what it is:

Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5

Daily reporting will also not be filtered from the outliers going forward. I'm just going to treat bot imperfection as a cost of business.
More...

So the graph has the outliers filtered out?
 
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