A lot of strategies discussed in previous threads are still used today. However, a lot of previous threads were using options for the executions -...
Looks like the twitter posting is working - might have some throttling issues - but appears to be posting.
No, a .25% expectancy means every trade taken has the expectancy to make a .25% gain. Some trades might make 1%.. some trades may lose .5% etc.....
I am building up to minis. For the number of trades/contracts open at a time, I need a significantly larger account. As far as posting to...
Might be some bugs with the Twitter integration, but the system should start posting live future trades tomorrow morning....
I'll do one better.. How about this, I set up a twitter feed that posts in real time every trade as it happens? If there is enough interest, i'll...
Judge what?
Since I am trading predominately micro futures so far, each strategy is allowed to open 1 contract. I have an even number of long/short strategies...
When I first started training my strategies, I used a local desktop. Once I had the training process developed, I started to scale out to...
I am willing to discuss overall infrastructure... stock selection... lessons learned.. The strategy generation and data that goes into the...
I started out discretionary, however even from the earliest days of my trading career I was attempting to automate. I never was a really...
Unfortunately, this is an area I am not willing to discuss. The "secret" sauce to what makes my strategies work is in the data and algorithms....
I actually train the strategies on SPY, IWM, QQQ, and DIA - but execute them against the futures. My data goes back to 2002.
Background My trading is 100% fully automated and run against a live (real money account). Primarily focused on micro future contracts MES, MNQ,...
As stated, the strategy never had a losing year. The bottom 5 years had the following returns: +39% +71% +78% +94% +101%
The drawdown I cited is intratrade - while the trades are still open. The win % is on closed trades. On closed trades the drawdown is...
This strategy was designed to replace the "buy and hold" portion of my portfolio, so it trades index ETFs. The strategy will scale into the...
I have a new automated strategy I am planning to go fully live with soon. I have been running it live with minimal capital since Feb. Stats are...
MTM PL Since Inception: +$63,758 However, the last trade the system made was in March. Apparently the bot does not like markets that go up in a...
The past month has been a lot of nothing as far as PL goes... the bot proved it can sometimes be wrong. Overall there were periods in the past 30...
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