Trading Robot's Journal

2-11-2013

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The market stayed in tight range.
Very few positions got triggered.
On average, these days are slightly positive.

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Hello, I have two questions:

1. Why did the journal stop?

2. I subscribed to your beginner portfolio. While connectivity and executions work well so far, I wonder why you route orders through ARCA and BATS instead of using IB's SMART oder routing. With dedicated routing via API, a round trip for 200 shares costs me 2x1.30=5.20, while with SMART it'd be only 2.00.

If the average trade profit for 200 shares is 2x4.90=9.80, then 5.20 commisions per trade take out quite a big part of the profits...
 
Quote from bounty_one:

Hello, I have two questions:

1. Why did the journal stop?

2. I subscribed to your beginner portfolio. While connectivity and executions work well so far, I wonder why you route orders through ARCA and BATS instead of using IB's SMART oder routing. With dedicated routing via API, a round trip for 200 shares costs me 2x1.30=5.20, while with SMART it'd be only 2.00.

If the average trade profit for 200 shares is 2x4.90=9.80, then 5.20 commisions per trade take out quite a big part of the profits...
More...

Hello!

1) Our journal was lost during technical work on ET, as well as many other journals.
We will publish the results tomorrow.

2) I've prepared AntTrader build with SMART routing destination for IB. You can download it from here
 
Quote from bounty_one:

With dedicated routing via API, a round trip for 200 shares costs me 2x1.30=5.20, while with SMART it'd be only 2.00.
More...
The calculation for dedicated routing should have been 2*2*1.30=5.20 per round trip (200 shares, one buy, one sell).

Thanks for the fast reply. I'll try the new version today.
 
We are migrating our accounts to a new broker as we just added a new platform for execution - Fusion.
At the same time we want to test a new portfolio of trading robots that we developed lately.
It looks a lot like Advanced but there are some differences:

1) We cover more stocks - up to 1000
2) Price adjustment- cheaper stocks are bought on a bigger drops
3) Buys happen on a deeper levels

There are less transactions but we can increase lot size and use BP more aggresively.
We change the structure of the journal - we'll follow the behaviour of all portfolios plus we are going to publish simulation results.
The Advanced+ results will be shown for real account.
 
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