Adventures in Automation

Good first week for the new strategy.

+$2135

 

Is it trading MNQ or NQ?

 

NQ

 

Weekly results:

NQ puke: -$659
MES Night Trader: +$553

-$106

 

Can you share the backtest stats?

 

Will do sometime this weekend...I just shutdown my AWS EC2 instance which is hosting my strategies.

 

NQ Puke. Limited backtest period is due to only having six months of tick data.

 

Night Trader (backtest with ES but I trade it with MES).

 

Weekly results:

NQ puke: +$2531
MES Night Trader: no trades

Total: +$2531

NQ puke since launch on 4/20/2020: +$4007.2

 

What happens when you try ES puke?
Why do you need tick data for NQ puke when it trades quite slowly? Is it just for better fills simulation?