I'm a programmer and trader. Coded my own system in Java from the ground up and love developing completely objective systems that I feel are well back tested and based on sound trading logic. I have calculated slippage and commisions into each trade. Right now my best system is making 50% return a MONTH on estimated max drawdown the system should experience over the next 5 years. In other words it makes $500 a month on $1000 risk capital not including money that would be needed for margin. After considering margin (interactive brokers) and adding some additional head room for drawdown. My best system conservatively makes about 200%+ return a year.
Anyways, I'm wondering if there is any other system developers out there. Curious to how you are doing and what is reasonable goal on return.
Anyways, I'm wondering if there is any other system developers out there. Curious to how you are doing and what is reasonable goal on return.
