Adventures in Automation

Discussion in 'Journals' started by fan27, Jan 21, 2019.

  1. srinir

    srinir

    #21     Jan 22, 2019
    fan27 likes this.
  2. fan27

    fan27

    The application I have (FasterQuant) finds the strategies and generates code that can be run in AlgoTerminal (the link you provided). Basically, I have built and integration with AlgoTerminal but the design is such that integrations can easily be added to other ATS applications.
     
    #22     Jan 22, 2019
    digitalnomad and srinir like this.
  3. Awesome presentation! You have the right idea putting real $$$ behind it:thumbsup:

    I like how you laid out your selected criteria here as well.
     
    Last edited: Jan 22, 2019
    #23     Jan 22, 2019
    fullautotrading and fan27 like this.
  4. I agree 100%. Not speaking for everyone, but ET is stuck in the stone age, not to mention grossly undercapitalized. This tool can be powerful if the user can find optimal parameters using walk-forward data and simulations, but there will be a learning curve, like any tool.
     
    #24     Jan 22, 2019
  5. fan27

    fan27

    I agree...it's not for most people on this site. That being said, Baron gave me a price quote for becoming a site sponsor and it is quite reasonable. There is a small percentage of people on this site who are pros or trade their own account whose size would justify what I eventually want to charge for the technology which I think could justify the sponsorship. Also, I showed the video to my contact at AlgoTerminal he was impressed...said he is going to forward on to "management" and that they will reach back out to me.
     
    #25     Jan 22, 2019
    themickey likes this.
  6. fan27

    fan27

    Long 1 NQ contract at 6643.75 on 1 hour chart
    Fixed stop at 6519.50
    Exit after 30 bars
     
    #26     Jan 23, 2019
  7. Quiet1

    Quiet1

    #27     Jan 23, 2019
  8. Snuskpelle

    Snuskpelle

    What's the bar length?
     
    #28     Jan 24, 2019
  9. fan27

    fan27

    1 hour. I am trading RTH (8:30 to 3:15 central) so this will put the trade exit at Tuesday if the stop does not get hit.
     
    #29     Jan 24, 2019
    Snuskpelle likes this.
  10. Snuskpelle

    Snuskpelle

    Whoops, see that you wrote 1 h chart in post, getting blind it appears.

    Very cool system and nice that you could make it work. I worked on an evolutionary algo discovery tool for a few years but the results were less than stellar vs time spent. Might be that I didn't focus on the right things.
     
    #30     Jan 24, 2019
    fan27 likes this.