Index futures automation

[hilmy83]

View attachment 307476

View attachment 307477

View attachment 307478

 

[hilmy83]

View attachment 307558

View attachment 307560

View attachment 307559

 

[hilmy83]

View attachment 307682

View attachment 307683

View attachment 307684

 

[hilmy83]

View attachment 307779

View attachment 307780

View attachment 307781

This is turning out to be a shitty savings account algo lol

 

[HobbyTrading]

On a 10k account it would retur about 60% based on 1 contract without compounding.

Maybe this is the approach I should take.

There's no way to eliminate risk of ruin completely. Even with a pre determined stop, you can reach pretty steep drawdown on a string of losing consecutive hits.

I can't read the chart properly. Over which time period did you run your backtest(s)?

If each of those fill represent loss, then it's required that the algo waits a few ms to set the target until all reverse lots are accounted for, to make sure the losses history are read correctly, and b/e target is determined accurately.

Instead of waiting an arbitrary amount of seconds to reduce the chance of partial fills messing up your calculations you could also decide to cancel the order after a fixed amount of time, followed by your calculations. As you have then created a stable situation by cancelling a working order you also know your portfolio size with certainty.

 

[hilmy83]

I can't read the chart properly. Over which time period did you run your backtest(s)?

2020 to ytd

Instead of waiting an arbitrary amount of seconds to reduce the chance of partial fills messing up your calculations you could also decide to cancel the order after a fixed amount of time, followed by your calculations. As you have then created a stable situation by cancelling a working order you also know your portfolio size with certainty.

WHAT?!??!?????

 

[Overnight]

...

WHAT?!??!?????

That's a trigger phrase. Sorry man.

Hobby to you, and then your response...

 

[HobbyTrading]

That's a trigger phrase. Sorry man.

Hobby to you, and then your response...

I thought you were not supposed to post video links? You must have gotten triggered very hard on this one.

 

[HobbyTrading]

2020 to ytd

Ah, a backtest dominated by a strong uptrend. For fun and giggles you could re-run it during the 2007/2008 crisis and see what happens to your "risk of ruin".

 

[hilmy83]

Ah, a backtest dominated by a strong uptrend. For fun and giggles you could re-run it during the 2007/2008 crisis and see what happens to your "risk of ruin".

Provide me with MT5 tick data from whatever year you want and I'll test it.