Algo & Quant traders

Discussion in 'Trading' started by wxytrader, Apr 19, 2024.

  1. hilmy83

    hilmy83

    Good job recovering. Even though you say crazy shit sometimes (or most times lol), never argue with $$$
     
    #161     Apr 24, 2024
    SimpleMeLike likes this.
  2. Good Morning hilmy83,

    Yes, it is typical. Losses come for sure.

    Well, I put it to you this way @hilmy83 show me or give me 1 algo trades the ES or NQ all day long that can make about $500 - $1000 a day, then I will not have to click manually anymore.

    I personally can not find that in back test, so I gotta do what I gotta do, and that is click click click click.

    In back test programming algo, people forget about the mental wear and tear of clicking back test button +100 times and still bad net profit to drawdown each time. I can do that crap forever, I be an old man still playing around with algos, never make any money.

    This is just my personal opinion, only!

    Bill due on the 1st, millions needed in the account. 100ES or 100NQ contracts needed on the broker statement. That is all I am saying. Clicking or Algo.
     
    #162     Apr 24, 2024
  3. Hello globalarbtrader,

    Thanks for sharing.

    That is pretty impressive your algo trades 200 futures contracts at once. Pretty nice.

    I am happy your algo is working really well for you. Keep up the great work.

    I stopped my ES algo cause I lost -$13,000 last year. That drawdown is no fun at ALL. All year I was in drawdown. Very painful! This is why I do not trust algo trading system anymore. If you are already rich, you can run algo, but I am not rich.

    I am glad you got an algo working in your favor.
     
    Last edited: Apr 24, 2024
    #163     Apr 24, 2024
  4. That’s rather a lot of variations covering a lot of markets. What kind of annual returns have you been generating.
     
    #164     Apr 24, 2024
  5. themickey

    themickey

    I'm going to guess what you are asking is, an algo like a market/stock screener?
    No not really. I have numerous algos and they all do different functions.
    For example I have one called SA2 (supa algo version2) which identifies hot to trot stocks, just a simple algo but looks for stocks with high turnover versus price, eg looking for penny stocks displaying huge price x volume, but I add fundamental notes to it about whether I think the company is legit or a scam. I don't use any longer as (a) I can spot this type situation mentally now (b) I'm moving away from trading individual stocks to trading more sector ETF'S.

    The one algo I currently use mostly is called 'sentiment' and works around a system similar to Darvas Box but it's my own creation, not borrowed from anywhere.
    I prefer my own imagination when creating stuff, so I don't use canned indicators.
    Designing your own stuff keeps trading interesting imo.
     
    #165     Apr 24, 2024
  6. ironchef

    ironchef

    Looks like there were significant drawdowns with your click-click system? o_O
     
    #166     Apr 24, 2024
    SimpleMeLike likes this.
  7. Where is the best place to start building an algo?
    What is the best broker to run/API the algo?

    Also, how are your fees so low? I get dinged $7 per trade lol both sides!
     
    #167     Apr 24, 2024
  8. Darc

    Darc

    The Human Race is doomed. Probably a good thing after reading this Thread.
     
    #168     Apr 24, 2024
    p0box4 and themickey like this.
  9. #169     Apr 25, 2024
    Frederick Foresight likes this.
  10. I use IB, I think most people on ET do but there are others.

    On say mini NQ they charge $0.25 per contract.

    GAT
     
    #170     Apr 25, 2024