Robotrading: CT + Trending Strategy on folios of futures

Quote from maninmoon:

Hi Tom,

Yes I figured PocketChange was a serious trader.

Can you point me at the the part in your thread where it explains either how to reset the "mark" around which you trade - or how to cope with massive positions. I am testing a ShortOnly tarder in USDCHF but as that went up over the last year - my position is enormous!
More...
Well, i think the right word is more like "quant" (or "strategist"). ;-))

Clearly, if you trade a system where you allow only short (or long) entry, for sure your position can grow very high (you are essentially <B>"martingaling"</b>, which will lead to account liquidation). I am not sure what you are referring to, contact me via email or Skype to see in detail what you mean.

Tom
 
Yesterday yen had a large spike. I did not have consequences in the mini folio, as i am not trading it. Most lucky performers are SI and CL.

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3125390" width="1200" />

I had some ideas for new strategic rules. Such as giving the possibility to the trending scalp to grow with the trending position by a given factor.

I have to test it, to see if beneficial to the hedging game. ;-)

Tom
 

Attachments

The <b>micro</b> folio instead had the MJY, so had some consequences, loading up positions ("drawdown = investment") and then taking profit:

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3127364" width="1200" />
 

Attachments

As far as I understood from your web site, you developed GBot by yourself.
Are you going to sell your back-testing software or open source it ?
I am not talking about the strategies you developed, just the back-testing software.
 
Quote from softdown:

As far as I understood from your web site, you developed GBot by yourself.
Are you going to sell your back-testing software or open source it ?
I am not talking about the strategies you developed, just the back-testing software.
More...
Thanks softdown for asking.

My main focus on this thread was discussing new strategic rules, especially hedging mechanisms, with you experts of ET. I consider invaluable the feedback of you people.

For this reason, and to honor this excellent site policy, i kind of avoided to make statements in the direction of "advertising" this project. Although i am not and i don't even plan to "sell" it (in the sense of "selling lincenses"). Besides, since i am continuosly working on it, probably it would not even make much sense. Infact, as you probably have got, i am letting anyone interested experience it (freely).

If you have questions on the project itself, or any other which is not much related with strategical aspects, i guess we might more appropriately discuss them privately. Feel free to contact me via email or skype. :-)

Tom
 
Just restarted a new session (15 hours). SI and CL grabbed rapidly some scalps (exceeding 4K).

(on suggestion by Pocket, added NKD to see if gets wilds and study the hedging rules. No discretionary bounds defined)

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3129286" width="1200" />

Have also added some rule to expand the scalps with volatility, which need to be verified (i am simultaneouly running simulations to find the best rule interactions).

Tom
 

Attachments

Raised another K in the meantime. Most lucky performer is SI. Sooner or later we should see a vast dd and some inversion ...
;-)

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3129873" width="1200" />
 

Attachments

Mini folio is proceeding so far with some good luck.

It shut down around 10:20 to allow moving the game with mkt.

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3130428" width="1200" />

Tom
 

Attachments

You must log in or register to reply here.
Back
Top