A.I. Trading Bots

931 · Dec 1, 2020

Turveyd said:
SL fine, it's profit taking, guess I'd have to move to a always in system but then chopped to death at times so tricky.
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On always in system how do you plan to limit order side flipping signals?

Turveyd · Dec 1, 2020

931 said:
On always in system how do you plan to limit order side flipping signals?
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Until I come up with a solution, I don't sad!y no solution popped into my head.

I'm happy 2 to 4 hours a day sitting at the PC, watching film/tv and markets and clicking buy/sell occasionally, don't need to automate.

ValeryN · Dec 1, 2020

TheRealDon said:
I'm glad you asked

I started by downloading free data from different sources in the web. Mostly hourly / daily timeframes and backtested against it. Having done that, I connected the bot to the API of my broker and the results were far away from the good results I had in the backtest. Strange.

I started to deep dive and figured out, that my broker had quite different data on the same day as the data from other sources. I should mention here, that my bots trade CFD - not really the futures on CBOT, EUREX and so on. So market prices and especially prices outside the cash market are for every CFD broker different. I contacted the support of my broker and asked for tick data - which I received. Then I did the whole backtesting procedure once again and YES - I also had to adapt my code to this new circumstances - especially I had to modify the exit strategy rules. Because very often you have spikes (up / down) outside cash marked which would kill your stops. Sometimes I had the feeling that my broker ran his own AI bot to hunt the stops of their clients ;-) Item.

Done that, I ran the bots on the DEMO account for several month. I found some bugs, fixed them, put them again on the DEMO account and so on - until I had nothing more to fix.

After a certain time I decided that the REAL test is to run the bots on a LIVE CFD account. So I funded the live account with some hundred euros - just enough to run bots trading the low margin instruments - yes, and thats the current state.
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How far back did you go with testing?
How much data did you use for training your model if you are using AI?

Val

931 · Dec 3, 2020

Russell Shuffle said:
The quant and data science community on the broad stroke is pretty open about what it does.
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I looked at few quant forums and it may be true.

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A.I. Trading Bots

931

Turveyd

ValeryN

931