Adventures in Automation

I assume that all of the strategies are correlated and have the concept of max positions for a strategy and max positions for a strategy group. Currently no strategy can have more than two positions and there is a max positions of four across all strategies. I am currently in four positions so any additional signals will be ignored.

 

Two positions will exit tomorrow. The run since last Thursday had been epic!!

 

Exit 2 contracts at 2814
+ $1766.80

 

Exit 2 NQ contracts at 7288.25
+ $3341.8

Still long 3 ES contracts and 3 NQ contracts from remaining two positions.

 

Exit 3 contracts at 7387.75
+ $11,282.70

 

Exit 3 contracts at 2848.75
+ $7487.7

 

Short 50 NQ at 7385. There, now reverse engineer my strategy. Risk is 15k

 

Currently flat. This has been an epic run!

Up about 28% since March 12!!

 

Haha...I don't have that skill

 

It just shows what a vacuum the market can be. Money rapidly getting sucked out of pockets. I hear a faint sound right now actually, buyers possibly regaining control of NQ heading for my pocket.