It is interesting that as the market was dropping, your algo managed to outperform the market, so this was very positive. But now that there was a huge rally the past 2 days, it didn't seem to benefit from this, which clearly sucks for you. I love the above analysis which is both accurate and comical, and thank you for sharing your real world results!
Index futures automation
- Thread starter hilmy83
- Start date
Let's see how it looks in 2-3 months. Too few data points to draw any conclusion
I thought you were not supposed to post video links? You must have gotten triggered very hard on this one.
It is a journal thread, so I think I have some leeway. But yes sir, that one was harsh.
I'm averging in about 2-3 trades/day i think. I use a pretty strict b/e function so this algo will show at least 50% breaeven days. The other 50% is small incremental profit.
Like I said earlier, this algo will net aroudn 3-4% a month, and +40% per year (at least from teh backtests). If I can get that year to year, I'm good with it.
I don't have to sit and wait for trades all night, waiting for alerts and all of that like I used to.
Just pay my monthly vps and focus on work and family.