Adventures in Automation

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

  1. fan27

    fan27

    Trades for this week.

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    #381     Dec 13, 2019
    Snuskpelle likes this.
  2. fan27

    fan27

    Last trade of 2019...a short trade with a loss.

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    #382     Jan 4, 2020
  3. fan27

    fan27

    2019 Review

    My account gained 22.8% for 2019. Not great but not horrible either. Looking at the equity curve, my trading was on fire for Q1 followed by giving up half the gains in Q2 and the last two quarters flattened out. 2019 was mostly about completing and launching FasterQuant, fine tuning my auto trading setup and doing a deep dive with AlgoTerminal. Now that I have the infrastructure solidly in place, for 2020 I am going to focus on research and implementing new trading ideas.

    For those that have been following this thread, let's make some f*$&ing money in 2020!!

    2019ChartResults.PNG 2019AccountResults.PNG
     
    #383     Jan 4, 2020
    Wide Tailz, They, themickey and 4 others like this.
  4. -I'm sorry, but I don't understand the account overview. The account value changed from 97.7 k USD one year ago to 99.0 k USD now (rounded values), for a value increase of 1,321 USD. I fail to see how 1.3 k USD can be 22.8% of 99 k USD. Somehow that calculation results in an inflated % value.-

    Edit: I see that there were withdrawals during the year (-23 k USD). I had forgotten to take those into account. Those make the % calculation correct. Forget my earlier comments.
     
    Last edited: Jan 5, 2020
    #384     Jan 5, 2020
  5. fan27

    fan27

    Currently short 3 ES at 3291.75 for a 10 min bar strategy.

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    #385     Jan 14, 2020
  6. It looks like you don't trade non-business hours? I find that is a very juicy time for futures, occasionally. Probably needs the human touch though.
     
    #386     Jan 14, 2020
    fan27 and Zodiac4u like this.
  7. fan27

    fan27

    Had but potential, but....

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    #387     Jan 15, 2020
    nooby_mcnoob likes this.
  8. Daily range is garbage right now, it's going to explode though.
     
    #388     Jan 16, 2020
    fan27 likes this.
  9. fan27

    fan27

    Taking a little break to regroup an re-evaluate my approach. Hope to be live trading again by the first of March.
     
    #389     Jan 31, 2020
    They, themickey and shatteredx like this.
  10. fan27

    fan27

    So....I have been busy with AlgoTerminal client work and my full-time day job and finally got back to my own stuff this week. This Sunday evening I am going to begin testing my AlgoTerminal Strategy Builder Add-On. I have an initial strategy ready to go but I am going to live trade a variant of it against SIM just to make sure everything is behaving as expected. This tech is turning out to be very powerful! Below is a sample config file which can be used to build a strategy.

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    #390     Feb 29, 2020