My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

Quote from julian0625:

Thanks for the kind words! I really appreciate it. I am grateful that my parents have allowed me the freedom to follow this passion.
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hah..

hershey,is that you??

:eek:
 
Quote from jedwards:

Nice! when will you start live trading?
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Currently I am in the process of starting a hedge fund of some sorts (obviously not under my name, legal issues) in which when I get it up and running, I am going to probably have 10-20% allocated to the strategy, with the rest mixes of directional stock/future/fx centered around a global macro foundation.

It may take another few months before I have the fund working, so it may be a while before I actually start trading it live.

I do have some investors interested, although I cannot mention any names.

So until thats all over with... I am just going to be honing my directional trading skills, and continue improving and creating new strategies.

Julian
 
Quote from julian0625:

So basically on an account of what I recommend of about 10k, these two strategies would have made $250k in 4 years or so.

Thats a wopping 2500% on my account... should I be expecting these types of gains?

Thats what worries me the most. I have built something that appears to make astronomical amounts on the capital invested. Is this expected??

Thanks for your help!

Julian
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Adding one tick of slippage will turn this strategy into the negative, and the profit factors are very low.
 
Quote from bwolinsky:

Adding one tick of slippage will turn this strategy into the negative, and the profit factors are very low.
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Yes my strategy has drastically changed since then.

PF is now 1.6

Avg Trade is $180 including comm and 1 tick slippage.
 
Yeah I wish was where you are now at your age. I did start investing in stocks around 14 as well, but it was mostly nonsense. Didn't really do anything meaningful until after 21. You seem to be doing some pretty impressive stuff here. Keep us posted on how your strategy works out.
 
Quote from julian0625:

Yes my strategy has drastically changed since then.

PF is now 1.6

Avg Trade is $180 including comm and 1 tick slippage.
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Yes, quite a bit different. PF is still low.
 
Quote from julian0625:

Yes my strategy has drastically changed since then.

PF is now 1.6

Avg Trade is $180 including comm and 1 tick slippage.
More...
Does your strategy scale well enough to accommodate your hedge fund ambitions?
 
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