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:
View attachment 320437

View attachment 320438

View attachment 320439
More...


upload_2023-8-8_18-7-40.png


upload_2023-8-8_18-7-56.png


upload_2023-8-8_18-8-2.png
 
It's not often (if ever?) that you see a round trip resolve equally down to the thousandths of a percent. It would have been cooler if those extra 7 pennies were equal too.

NQroundtrippercent.JPG
 
hilmy83 said:
View attachment 320648

View attachment 320649

View attachment 320650
More...

After much thought, I decide to change the format of this journal a little bit to make it more efficient. Normally I would go into my vps and screenshot the platform. I do that intentionally to show it is live (with account performance, news items, local clock, account connection, etc). QT however doesnt really update the news properly, I always have to close and reopen the window for news to refresh properly. Having to go into the vps separately just annoys me (and I've been doing this for almost 6 months!).

I'm a major stickler when it comes to certains things. Everything needs to be right, efficient, and straight forward. This is how I work, how I organize my worksapce, how i play video games, and how I trade/journal etc etc.

So instead of going through those steps in the vps separately:

  • Capture the day's performance via the daily broker statement. Then using those results to update the 10k model account vs the benchmarks
  • Showing the graphs over time. I will just show net graph this time. As someone already indicated, there's really no point of showing gross since it's irrelevant.
  • Monthly performance via statements when they are available.
I think the new format fits my goal for this journal. Maintain it for 3 years, and ultimately answer the question of whether this simple strategy can survive that long across different market conditions.

New format:

upload_2023-8-13_10-9-41.png


upload_2023-8-13_10-13-46.png
 
hilmy83 said:
After much thought, I decide to change the format of this journal a little bit to make it more efficient. Normally I would go into my vps and screenshot the platform. I do that intentionally to show it is live (with account performance, news items, local clock, account connection, etc). QT however doesnt really update the news properly, I always have to close and reopen the window for news to refresh properly. Having to go into the vps separately just annoys me (and I've been doing this for almost 6 months!).

I'm a major stickler when it comes to certains things. Everything needs to be right, efficient, and straight forward. This is how I work, how I organize my worksapce, how i play video games, and how I trade/journal etc etc.

So instead of going through those steps in the vps separately:

  • Capture the day's performance via the daily broker statement. Then using those results to update the 10k model account vs the benchmarks
  • Showing the graphs over time. I will just show net graph this time. As someone already indicated, there's really no point of showing gross since it's irrelevant.
  • Monthly performance via statements when they are available.
I think the new format fits my goal for this journal. Maintain it for 3 years, and ultimately answer the question of whether this simple strategy can survive that long across different market conditions.

New format:

View attachment 320768

View attachment 320770
More...


upload_2023-8-15_11-49-55.png



upload_2023-8-15_11-50-13.png
 
You must log in or register to reply here.
Back
Top