Artificial Algorithmic Systems Real Trading

System 2813552119 bought 6382 shares of 3RG at 0.47

 

System 209666634 bought 6122 shares of 3RG at 0.489

 

System 902755251 sold 8108 shares of SLZ at 0.96 (it bought them at 0.31!)
System 2813552119 bought 4777 shares of STS at 0.63

 

System 1767670904 bought 2300 shares of SLZ at 1.10
System 1644209816 bought 6231 shares of 3RG at 0.48

 

System 2813552119 bought 6602 shares of LES at 0.45

 

System 2813552119 sold 7692 shares of SLZ at 1.32
System 2813552119 bought 4823 shares of EKP at 0.62

 

System 209666634 bought 5341 shares of EKP at 0.56

 

I’ve made a few changes to system generation process:

1. Require each system to be profitable on at least 50% of traded markets (up from 40%).
2. Require profit factor to be above 1.5
3. Require expectancy to be above 0.25
4. Require expectancy-after-standard-error to be above 0.0
5. Reduce maximum similarity between systems to 0.3 (down from 0.4)
6. Change score calculation to “final account value – 100.0” (where “100.0” is initial account value). This was done to make one system with final account value of 110.0 to have more weight than two systems with final account value of 102.0.

I have now in total a bit over 300 systems. Old systems were removed. That means that some positions were taken over by new systems:

System 2813552119: position in 3rg (6382 shares) taken by system 9531418900514171870 at price 0.47
System 209666634: position in 3rg (6122 shares) taken by system 16952843868086350755 at price 0.489
System 2813552119: position in awm (10714 shares) taken by system 9531418900514171870 at price 0.27
System 11474209709737240394: position in awm (11000 shares) taken by system 3892946934609429801 at price 0.27
System 209666634: position in awm (10771 shares) taken by system 18056292263910247960 at price 0.27
System 2813552119: position in bah (5000 shares) taken by system 3892946934609429801 at price 0.589
System 4138994883218683219: position in bah (5000 shares) taken by system 420488521 at price 0.589
System 14883623285626620515: position in bah (5084 shares) taken by system 4541748589103239761 at price 0.589
System 2813552119: position in ekp (4826 shares) taken by system 420488521 at price 0.62
System 209666634: position in ekp (5341 shares) taken by system 3644788620 at price 0.56
System 209666634: position in gtn (5504 shares) taken by system 3644788620 at price 0.519
System 2813552119: position in les (6602 shares) taken by system 704827598 at price 0.45
System 209666634: position in slz (6521 shares) taken by system 9481092760026144535 at price 0.45
System 1767670904: position in slz (2300 shares) taken by system 3644788620 at price 1.1
System 2813552119: position in cfi (13636 shares) taken by system 3531632258 at price 0.216

New systems where unable to find decent signals for kch and wis, which means I will probably have to close them soon.

 

System 1446098338470137270 bought 1196 shares of SLZ at 2.12 (and then SLZ dropped a lot)
System 14375472250692699922 bought 3571 shares of SFS at 0.83
System 2813552119 sold 6637 shares of kch at 0.424 (with loss of about 180 PLN)

 

Just a tip from one trader to another, when you have journal, it's probably best to summarize your performance in a visual way.

Cause right now your journal looks like this:

Sjehbrbdhdbdj djndjd diwjs!$!$ dkd
Djdijdn djdbduwiw djndje jdjdd
Djjdjdndnwqiqkw27373 wieiiq737
Wi+_+$(38$+$728shsjdudjjdjddjjd