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
hilmy83 said:
I want to create a side by side % performance between my algo (gross and net after comm) against the benchmarks SPX/NDX

This journal is pretty much done as far as algo development is concerned. Now I'll let run till it dies..

View attachment 306952

After about 20 or so data points we'll plot the graphs.

View attachment 306950

Let's see if my passive algo can outdo the index in the long run. If it can, I consider this endeavor a success and ready to move the hell on to other things.
More...
Why do you call it 'passive algo'?
 
hilmy83 said:
I was just being a stupid idiot...

The word passive got stuck in my head cause this will hopefully turn into that. Another passive income source.
More...


You never mentioned, far as I can tell, if you noticed your poll results. Once you realize that people are behind you, including me, you will figure it out. I am tending that it is not your system that is fluctuating, but this bloody market and it's total nuttiness.

One other opine...

"The backtests gotta be worth something..."

Backtests are worth exactly zero, because they are the PAST. They do not predict the FUTURE.
 
Overnight said:
You never mentioned, far as I can tell, if you noticed your poll results. Once you realize that people are behind you, including me, you will figure it out. I am tending that it is not your system that is fluctuating, but this bloody market and it's total nuttiness.

One other opine...

"The backtests gotta be worth something..."

Backtests are worth exactly zero, because they are the PAST. They do not predict the FUTURE.
More...

This Algo will work on mnq/nq. It will net 40-60% return annually based on volatility. It has around 2% risk of ruin (-80%).

I'm forward testing it.
 
hilmy83 said:
I want to create a side by side % performance between my algo (gross and net after comm) against the benchmarks SPX/NDX

This journal is pretty much done as far as algo development is concerned. Now I'll let run till it dies..

View attachment 306952

After about 20 or so data points we'll plot the graphs.

View attachment 306950

Let's see if my passive algo can outdo the index in the long run. If it can, I consider this endeavor a success and ready to move the hell on to other things.
More...

Changed the format a little bit. Start date to be 2/20 and just use close to close index change%

Using theoretical starting point of 10k. Actual account bumped to just under 20k to make this somewhat worth while based on trading size

Around 3-4%/month of pure algo action lol. This is a long way from those 40-50% months.
At least this is all automated. Kind of of like having a rental property..with 2-3% chance of burning down


upload_2023-2-22_15-38-33.png


upload_2023-2-22_15-55-0.png
 
Last edited:
hilmy83 said:
Changed the format a little bit. Start date to be 2/20 and just use close to close index change%

Using theoretical starting point of 10k. Actual account bumped to just under 20k to make this somewhat worth while based on trading size

Around 3-4%/month of pure algo action lol. This is a long way from those 40-50% months.
At least this is all automated. Kind of of like having a rental property..with 2-3% chance of burning down


View attachment 307038

View attachment 307048
More...

upload_2023-2-23_16-8-37.png



upload_2023-2-23_15-54-41.png


upload_2023-2-23_16-9-54.png
 
Wow thanks for sharing your hard work, It gives me a glimpse of what’s to come in 2023. I’m new to MT5 do you mind sharing your developer contact. I had some coding background but not comfortable building something from scratch on a new platform. Thank you
 
Pica550 said:
Wow thanks for sharing your hard work, It gives me a glimpse of what’s to come in 2023. I’m new to MT5 do you mind sharing your developer contact. I had some coding background but not comfortable building something from scratch on a new platform. Thank you
More...

I sent dm with the guy I used through the mt5 freelance service.
 
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