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
Pica550 said:
consistency trumps everything, keep it up. :thumbsup: I tried my first algo trade on MNQ last week with a 115 lost, btw what’s your take on MT5 backtest and optimization result? My algo stats looks good but feels like I’m overfitting it. Thanks
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If you feel like you're overfitting (or even if you don't think that), might be a good idea to forward-test in SIM until your algo proves itself, then move to one real-money micro, and only scale up when your gains support doing so.
 
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Pica550 said:
consistency trumps everything, keep it up. :thumbsup: I tried my first algo trade on MNQ last week with a 115 lost, btw what’s your take on MT5 backtest and optimization result? My algo stats looks good but feels like I’m overfitting it. Thanks
More...

I like it. Only thing is getting access to more historical data. I could only download tick data just under 3 years.

ondafringe said:
If you feel like you're overfitting (or even if you don't think that), might be a good idea to forward-test in SIM until your algo proves itself, then move to one real-money micro, and only scale up when your gains support doing so.
More...

Warning to all, forward sim trading in MT5 will not allow you to take limit orders in futures. All your trades are market orders.
 
hilmy83 said:
I'm very tempted to switch to ES. Everywhere else people making 1-2,3,4,5%!

And here I am barely cracking quarter percent. Kind of pisses me off lol

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ondafringe said:
If you feel like you're overfitting (or even if you don't think that), might be a good idea to forward-test in SIM until your algo proves itself, then move to one real-money micro, and only scale up when your gains support doing so.
More...
Thanks for the advice, I wanted to test the execution of the algo in real environment thus skipped the SIM part and went straight to Micro, and realized still need some work on the order handler… i will try it again finger cross
 
hilmy83 said:
I like it. Only thing is getting access to more historical data. I could only download tick data just under 3 years.



Warning to all, forward sim trading in MT5 will not allow you to take limit orders in futures. All your trades are market orders.
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Thanks for the heads up, for me the real tick takes bit too long to run in optimization I ended up using 1M ohlc. My plan is to test it for a week on my old laptop then getting a vps, are you using the MT5 one?
 
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