Index futures automation

[hilmy83]

With +100 hrs so far in Baldur's gate 3, I'm seeing a lot of similarities between witcher 3 and bg3. But this, this is just outright copycat.

The Devil

Sacrifice to the witch

 

[hilmy83]

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[hilmy83]

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[hilmy83]

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[hilmy83]

I haven't really check to see what the difference in volume. MNQ is 2x the volume. It's just crazy to see that.

For the s&p, the emini still dominates..

 

[Overnight]

I haven't really check to see what the difference in volume. MNQ is 2x the volume. It's just crazy to see that.
...

Because the NQ price-action is a Tasmanian devil compared to the ES, and with the ranges being what they have been, a lot of speculators have dropped out of it after getting burned alive. That's my guess.

 

[hilmy83]

I hope my algo doesnt break when I switch over to NQ. A lot of it depends on high volume (low slippage)

 

[Overnight]

I hope my algo doesnt break when I switch over to NQ. A lot of it depends on high volume (low slippage)

If you get it working on ES without errors why would you move to NQ, which behaves differently? Any mistakes your algos make on ES would be amplified monetarily a bit on the NQ. If it's for more profit, just increase size by one on the ES, no?

 

[hilmy83]

It flat out doesn't work on ES/MES in backtests.

Actually let me rephrase that, it has HIGHER chance of failure

 

[hilmy83]

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Supposed to be a B/E day. The EA was supposed to cover the cost of commission, but it didn't quite do so. I suspect the larger position size created larger slippage. But everything did actually execute as intended.