TST Combine - Entering Algo into TST

[Spectre2007]

I started the 50k challenge. I basically enter the parameters the night before into the algo. And let it do it’s thing.

There are 10 parameters for the algo. Apart from checking in on it from time to time during the day, it will run its course.

-start date
-stop date
-start time
-stop time
-stop loss(ticks)
-take profit(ticks)
-#########
-exit positions time
-quantity long
-quantity short


Equipment:

Dedicated Comp
Battery backup
Internet Line
Router(wired)
Natural Gas Generator Backup

All the equipment is plugged into the largest battery back up available.

Instruments:

Gold /GC
Bonds /ZB
SP’s /ES

Only one instrument is picked.


Regards,
Chris

 

[Spectre2007]

Using TeamViewer to check in on comp.

1/22/18
1/22/18

100000
160000

Xxxxxx

155830

16
16

1
1

/ES

 

[Spectre2007]

TOS monitor

VWAP

 

[Spectre2007]

/GC

Ended up switching to Gold.

 

[Xela]

Good luck with this. Do you have any idea what proportion of people who've passed a Combine have done so entirely or primarily by using an algorithm?

 

[Spectre2007]

Good luck with this. Do you have any idea what proportion of people who've passed a Combine have done so entirely or primarily by using an algorithm?

No, I don’t. But I would imagine maybe a couple do. Today traded /GC, kept intervening during the day. Traded 30 round turns.

Results -461.00 (350.00 loss/111.00 in commissions.) Analyzing my actions, would have been better just letting the algo work instead of intervening.

Loss Parameters:

1000 daily loss can not be exceeded
2000 total loss can not be exceeded

Must exit positions. (Exited 15 minutes too early instead of letting the system exit.)

Can not go into known economic reports with positions.

Must scale positions till equity increases.

So for /GC it’s about 3.5 dollars per 1 lot. During day session range was less than 5.

 

[Spectre2007]

Daily range /GC

 

[Spectre2007]

FOMC

Meeting Schedule

Jan 30-31 .. first upcoming meeting

 

[Spectre2007]

1) algorithmic stop losses
2) traditional stop loss
3) precise inflections/outliers
4) multi session position reassignment
5) no manual intervention

 

[Spectre2007]

Mistakes:

I woke up this morning and manually intervened to take profit target. ( which is big no no )

Also manually entering trades without stop losses and going to sleep.

Trading within consolidation zones.

.........The above 3 are the biggest detriments to Trading or surviving.