Index futures automation

[hilmy83]

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Are you gradually upping the trade size ?

Yes. Every $5000 increase, i add 1 micro. Until i get to 10, then will switch to emini.Right now 4 micros, so it will take a while before i trade the emini.

 

[Overnight]

...


Yes. Every $5000 increase, i add 1 micro. Until i get to 10, then will switch to emini.Right now 4 micros, so it will take a while before i trade the emini.

Depending on which broker you use, once you reach a certain number of micros the commission/exchange fee math makes no more sense, and you'll notice that on the spread between your algo net and loss. Better to switch to 1 mini once you are ready to exceed that limit. For example, a few years ago I figured at AMP it was when you hit around 4-5 that a single mini was more efficient.t o

Edit: Actually, it's evident on your graph now in looking at it, heh.

 

[hilmy83]

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Yes. Every $5000 increase, i add 1 micro. Until i get to 10, then will switch to emini.Right now 4 micros, so it will take a while before i trade the emini.

 

[Mo06]

Given that the Nasdaq is up a whopping 22.48 % since the close on 17th Feb 2023, your algo's 21.25 % gain is pretty damn impressive.
That's in 97 trading days.

Many traders would sell their own mother for such a consistent return.

Does the algo exclusively trade the Nasdaq ?

 

[hilmy83]

Given that the Nasdaq is up a whopping 22.48 % since the close on 17th Feb 2023, your algo's 21.25 % gain is pretty damn impressive.
That's in 97 trading days.

Many traders would sell their own mother for such a consistent return.

Does the algo exclusively trade the Nasdaq ?

Yes. Just the nasdaq

 

[hilmy83]

I do want it to outperform the ndx. At least by 20-30% for the year. Otherwise, what's the point of trading, I can just invest in qqq or something.

But obviously I started the final Algo during this crazy equity runup. But, we still got the rest of the year to hopefully beat this mofo

 

[Overnight]

...Otherwise, what's the point of trading, I can just invest in qqq or something...

Because you can scale with the ES with a small amount of capital relative to scaling up in the Q ETF.

 

[hilmy83]

Because you can scale with the ES with a small amount of capital relative to scaling up in the Q ETF.

ES is a retarded cousin of NQ.

 

[Overnight]

ES is a retarded cousin of NQ.

Sorry, meant to type NQ up there.

 

[hilmy83]

I never trading ES again. Its slow moving, not right for this strategy. Runner up would be RTY or CL, and maybe certain volatile high liquid stocks like NVDIA or TSLA.