Adventures in Automation

It's the only way I operate. The less inputs, the better.

 

Long 2 NQ contracts at 7035.50 for 30 minute bar strategy

Trailing stop order at 6984.50 (will trail by close - (3 x ATR))
Limit order at 7101.25
Exit after 8 bars

 

Exit 2 NQ contracts at 7021.25
-$578.20

 

Looks very impressive . Wish I knew how to code like that. This reminds of a program called StrataSearch, which is no longer around. It worked in a very similar manner in that it tested combinations of entry and exit signals and performed optimizations on parameters etc. It was a pretty neat program.

 

Very slow month for February with only two trades which were small losses. Down a little more than a half percent for the month and up over nine percent for the year so far.

 

Long 1 ES contract at 2729.25 for 60 minute bar strategy

Trailing stop order at 2694.75 (will trail by close - (3 x ATR))
Limit order at 2770.75
Exit after 8 bars

 

Long 1 NQ contract at 7001 for 30 minute bar strategy

Stop order at 6921.25
Limit order at 7269.50
Exit after 130 bars

 

New strategy portfolio deployed containing 58 strategies. The previous run ranked portfolios by highest Profit Factor and I chose the portfolio based on that. This time I ranked portfolios by Profit Factor and Sharpe Ratio and got a much better result in terms of backtest metrics.

 

Limit Executed at 2770.75
+$2075

 

Long 3 NQ contract at 7199.5 for 15 minute bar strategy

Stop order at 7161
Exit after 130 bars