(i meant the
SDX in the post above, apparently I skipped the X while typing)
How many instruments does the platform track?
In principle, there is no limit (apart your hardware). I would say there is a common-sense and ease-of-use limit: you usually don't want to go much beyond 100 instruments for each program instance. But it's really up to you. All
rollovers of the same instrument count as just 1 instrument layer because they are automatically connected on the same layer. Further, cross-instrument rollover is also allowed (in practice that make sense for options with different strike/expiration, but in principle a flexible mind could use it creatively).
However, you can run
multiple instances of the application, each one with its set of instruments (and each instrument layer with its own setup). They can all point to the
same account or
different accounts, at will. Sometimes, I have been tracking a dozen instances from the same laptop.
What was the most number of players at any given time?
This question can be interpreted in various way, depending on what you mean by "number of players". The application memorizes for each layer the whole trading activity and price history (so all players which have been open and closed, plus all the "manual entry" positions), and a lot of information about how the instrument correlate, and a battery of indicators useful to follow what is going on. Again, there is no limit here (apart the hardware). In practice, for instance, with a 8 Mb ram memory laptop one can handle most of the individual setups, and several instances.
If instead you mean how many buy/sell players can be open at a given time, and therefore your max (
initial) exposure on one side, that is simply a game parameter that the user can set up at will.
Can you post a picture of equity curve since inception?
Sure. Here it is:
In this incarnation, the net liquidation value has swung (figures from IB) between min:
301,505.35, max:
3,032,564.21 (here the min was caused mostly by too much manual overload). The maximum "recovery" capability expressed by the trading engine was therefore around
900% in the interval comprising the peaks (june 2016 - jan 2017). Which is a practical illustration of the
recovery capabilities of the algorithmic (even against poor manual overloading).
Current G-L is high, peaking at around
7M, thus showing a good "potential" for gain, incorporated in the currently open players, and at the same time there are quite good
available funds to sustain the game.
A situation quite different from what was going in June, where despite we also peaked at about 4M, the engine had to
give up almost all the potential due to the fact that the fund were running short (with consequent liquidations, which caused a rapid fall of the G-L to about 1M) [if we had
larger capital we could have taken advantage of that load].
As an example of players waiting to be "closed", here is a CL layer, where there are several buy players sitting at high price, or sell players sitting at low prices (these were the result of IB liquidation + splitting) which are patiently waiting to be closed, sooner or later. This is "potential" for future gains, which the application keeps in memory, thus "undoing" when possible all the hedging orders (in this sense the trade will be "necessary" and not result of some more or less arguably random "signal" ultimately deriving from psychological/visual perception.)
This is instead the
same layer, if we display the orders executed:
where we can see the scalping activity which has going on within the price range.
The systematic recover of hedging order causes in the long term the profit to exceed the "natural" level of 50% + the commissions and other expenses. Provided, however that there is enough capital to sustain the trading game, and obviously correct expectation about DDs.
Ideally, an instrument which would generate effortlessly large profits with this approach is one whose volatility develops mostly "horizontally" and whose price range is the shortest possible (or in any case "short"
relative to the available capital).
(Clearly, such an instrument does
not exist.)
... and so on. For that, I think it's probably better to discuss privately, unless, of course, there are aspects which can be useful to the whole community of users and ET readers.
