All four positions closed out (+5.59%).
Yes, when certain conditions repeat themselves, the algo adds new positions, up to five max.
Hardware situation: the support of the CPU heat sink broke, so I have to keep the trading bot computer box horizontal to prevent the heat sink...
The Nasdaq keeps rising, the bot keeps trading. This is the situation as of yesterday's close.
Let's see what happens on Monday.
Both positions sold @ 10564.00, +991$ and +324$ respectively.
New position added @ 10401.50. Something tells me this may not end well.
That's my objective, but still too early. I haven't got enough capital.
Monthly results so far, 7 complete months plus half november 2019. June very good, up more than 11%. If I was using e-minis, dollars would have...
Last monthly IB statement follows.
You're running the risk of upsetting Maestro Taleb. He's fond of anything Lindy.
Furthermore, if I manage to achieve a relatively small drawdown (high recovery factor) I can make better use of leverage. So even with less...
Impossible in my case, I'm trading 1 micro e-mini contract at a time.
I'd dare to say fundamentally important. All strategies that I've deployed so far try their best to reduce output volatility (equity curve), and...
I was kidding too (although not sure up to what extent).
Both positions closed yesterday at 10062.75, +89$ and +282$ respectively.
Ok thank you for your warning, I'll stop then.
Position added @ 9921.50.
Mmh... no. This algo could also work decently on SPY and DIA, but it's optimized for QQQ/MNQ. Any different combination other than MNQ-only tests...
Go ahead, don't let laziness stop you.
As for programming languages:
Efficiency is a refined form of laziness.
Any good programmer is a lazy, mildly arrogant SOB.
My current algo core is exactly 80 lines of commented C++ code, 5 entry conditions, 2 exit conditions, 15 constant numeric parameters. Standard...
Separate names with a comma.