Minimal Effort Returns - Algo Based
- Thread starter Spectre2007
- Start date
I looked at the exit logic on copper and found a error.
the close on 2/23 and the open on 2/24.. an exit should have locked in significant profit
the close on 2/23 and the open on 2/24.. an exit should have locked in significant profit
Notice the copper graph the profit target was hit and copper opened up lower the next day.
Euro is out of the pool, since target hit. Only if it goes back to the signal line(blue) will it make another trade.
looks like 10 year notes is the closest among the remaining to hit profit target(black).
Euro is out of the pool, since target hit. Only if it goes back to the signal line(blue) will it make another trade.
looks like 10 year notes is the closest among the remaining to hit profit target(black).
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Do you know why this happened? Your software did not capture the intraday price move correctly? Or was there something else?
I outsourced the programming, and assumed the logic was correct. Even in its present state its easier to double check since it shows the results in seconds. The logic states that when profit hit target (5000) generate order for the next day on the open. And copper opened even slightly lower than the previous close.
When going live with the concept/system, there will be more surveillance.
even factoring costs, on the close 2/23 .. it was 5448 positive.. so order should have gone in for the 24th...
all entries and exits are on the open/opening range. It doesn't even use intraday data.
I see. In your previous post you called it an "error". But, judging from your reply, your system performed according to its design, by not using intraday data.
it uses daily data parameters..open/high/low/close..
If close >= profit target
profit target (5000) >= costs + profit on trade
gold gave up gains,.. wheat extending losses. If all profit targets are hit, it would mean a gain of $30,750.00 per $112,500.00. Than the money is parked in T-Bills for the rest of the year.
Goal is to make about 27.33% or 13.67% on $225k if less leverage is wished.
2/9 or 3/9 derivatives are in 'off' state .. 2 year notes hit target so the 'on' above is a mistake.
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