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
So what is the conclusion to getting a decent strategy?
  1. Need to let the fat tail profit trades to occur
  2. b/e minimizes downward swings
  3. Need to remove outlier losing days by setting max loss.
I still think random entry is as good as any other entry though

The other conclusion is, you can make money on both side of the R:R spectrum, as long as you get a +EV value out of it


(avg win x win %) - (avg loss x loss %)
 
Last edited:
hilmy83 said:
I'm going into a backtest rabbit hole lol

Same test but setting max loss


PF improved. Same high % wins, but of course you sacrifice your R:R. But still +EV

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Of course testing not complete until you add fixed martingale cycle to the mix

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b/e + scalein is a good combo. But you have to limit the scale in cause when it runs against you, you're just adding to losers.

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This is more or less how I traded. Using fixed targets, and trying to get consistency at the expense of taking large losses here and there. Even if you try to manage your losses, it just doesn't work trading this way.

You just fall into the delusion of consistency and failing to see the overall picture.

There is something about letting your profits run, it can even make random entry profitable

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hilmy83 said:
There is something about letting your profits run, it can even make random entry profitable
More...
I find this quote highly intriguing and always thought this as well. The trade management is really the most important part I think and not the entry.
 
Personal parameters
b/e stop (2 lvl trigger)
3 max scale in lvls
TP- open end of day exit
fixed loss - 3x avg range (300)



1. no scale in -no max loss
2. no scale in - fixed max loss

3. scale in-no max loss , no b/e stop

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4. scale in-no max loss , b/e stop

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5. scale in-fixed max loss, no b/e stop

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6. scale in-fixed max loss and b/e stop

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7. 2:1 RR small range, single position

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8. 2:1 RR wide range, single position

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9. 3:1 RR wide range, single position

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1. no scalein- no max loss - end of day exit

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2. no scalein - fixed loss, end of day exit
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