Removing the golden handcuffs

There were multiple signals triggered today but they did not pass the risk filter because the stops were too wide. For example, all systems use either a fix or trailing stop that is the multiple of the ATR. With increased volatility, some of the stops were in excess of 50 ES points for example. Easy to adjust...I went back to the strategy families that trade in a bear market regime and reran the order optimization so the widest stop would be 3 x ATR (previously was 4 x ATR). From there, ran the portfolio optimization routine and had a collection of strategy portfolios to choose from. Blew away what I currently had in AlgoTerminal, copied over the new code files and will click the start button tomorrow morning.
 
Since going live with my tech I have been pondering my next move. I have decided to create a video showing exactly what my platform does and how I am using it. If I can generate some interest in the technology, I will begin the process of making it available to users. If not, I will get a "day job" and continue using the tech for my own use. I will have the video created by next month and will post to this thread.
 
fan27 said:
I will have the video created by next month and will post to this thread.
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That will be interesting to watch.

It would not surprise me if you find afterwards that you spend more time maintaining your running system than you estimated in advance.
 
HobbyTrading said:
It would not surprise me if you find afterwards that you spend more time maintaining your running system than you estimated in advance.
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This is exactly the sort of problem I am solving with my platform. If one deconstructs the activities associated with maintaining a portfolio of strategies you will conclude that most of the activities could be automated given the right tools.
 
My strategies have started with a "hot hand" with 8 trades since the day after Christmas with a total gain of about 9%. Another bright spot is my live performance is actually better than the backtested results (I have random tick slippage built into my backtest). I continue to find issues with AlgoTerminal but they are able to fix them and get me a release candidate build usually within 48 hours. That quick turn around is a big deal! I will have my video showing the tech completed by Jan 21st and will post it.
 
fan27 said:
My strategies have started with a "hot hand" with 8 trades since the day after Christmas with a total gain of about 9%. Another bright spot is my live performance is actually better than the backtested results (I have random tick slippage built into my backtest). I continue to find issues with AlgoTerminal but they are able to fix them and get me a release candidate build usually within 48 hours. That quick turn around is a big deal! I will have my video showing the tech completed by Jan 21st and will post it.
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I am really looking forward to see the video
 
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