Index futures automation

[hilmy83]

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[Mo06]

i think peak pnl dd was like 60%

Is that intraday draw down, ie, from days's PNL high to current PNL ?

 

[hilmy83]

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[hilmy83]

Is that intraday draw down, ie, from days's PNL high to current PNL ?

If I don't bother increasing size, dd would just get progressively smaller over time to a point it's insignificant even if i hit the black swan.

That's what I did in backtest, I used fixed size. But in real trading, I'm increasing size once it hits certain HWM.

 

[hilmy83]

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[hilmy83]

I did not receive a trading statement from AMP for 10/27. Sent them email about it.

Weird...

 

[hilmy83]

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CQG has not reset, still showing yesterday's action. So they still havent reconciled the fees/commissions.

Oh well, let's see what they respond with, in the meantime, the show must go on.

 

[Mr Subliminal]

I did not receive a trading statement from AMP for 10/27. Sent them email about it.

Weird...

Don't worry, I didn't receive one either.

 

[hilmy83]

woop, there it is

 

[hilmy83]

CQG has not reset, still showing yesterday's action. So they still havent reconciled the fees/commissions.

Oh well, let's see what they respond with, in the meantime, the show must go on.

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