Auto Trading Idea

Discussion in 'Automated Trading' started by frostengine, Jun 18, 2010.

  1. I have not been commenting much on this thread as I am now in the process of writing a second system based on this concept. The strategy seems to be performing within expected ranges thus far.

    I put a FREE system on collective2 last week to monitor the trades/progress. Today marks only the third trade taken in the system since putting it up. 2 small losers and 1 very large gain. The gain today was bigger than it should have been. A glitch in program code caused it to open double the # of contracts that it should have. So the profit should only be half.

    I will continue to leave this system running for a while to gauge how this type of system performs going forward. At the same time I will continue working on a "basket" of similar systems built around different instruments. The next system is targeting ES.

    I will continue posting updates periodically concerning performance, and tweaking ideas. As well as answer questions. However, if you want to know most day to day statistics refer to the system page.

    Link: http://www.collective2.com/cgi-perl/system50408036
     
    #61     Jul 7, 2010
  2. I have found the bug that caused the system to buy twice as many contracts today. A very simple oversight
     
    #62     Jul 7, 2010
  3. dc101

    dc101

    Thanks for sharing frostengine.
    Q: How many times your in-sample data set is bigger than out-of-sample?
    Sorry if I missed this in your explanation. Thanks.
     
    #63     Jul 9, 2010
  4. So far the strategy has been running on collective2 for: 14 days

    Trades: 9
    Results: +16%

    Feeling good. The performance metrics seem to be in line thus far.
     
    #64     Jul 14, 2010
  5. It's interesting how similar your approach has been to mine. I run a variant of NN's and used a Pearson correlation coefficient to select inversely correlated NN predictions.
     
    #65     Jul 18, 2010
  6. We are now 24 days into this and here are the current result as recorded by collective2:

    trades: 15
    win%: 60
    PL: +17.1%
     
    #66     Jul 23, 2010
  7. How's the program running. Any Updates?
     
    #67     Sep 14, 2010
  8. anacon

    anacon

    Hi everyone,

    I am trading Forex for some years ago after trading futures, but as any real trader knows, it is required to have so much time for trading manually. Unfortunately I don't have time now for trading, but I love it, so I am trying to make the most through the Forex signals marketplaces, called also Forex signals providers.

    I found the following Forex signals marketplaces:
    • www.zulutrade.es
    • www.collective2.com
    • www.rentasignal.com
    • www.zipsignals.com
    • www.tradency.com
    I tried by the moment Collective2, Zulutrade and Rent a Signal, and I would like to share my experience with all of you from now on.

    What I would like to get from my contribution is just to answer if it is really possible to make money with at least any of these websites and the million dollar question, how to do that.

    Do you have any experience with these ones or any other Forex signal marketplace?

    Thanks!
     
    #68     Feb 28, 2011
  9. xerofia11

    xerofia11

    I am excited with zulutrade! Its platform is so easy to use!!! Lately the have changed something in their ranking system. I am not so experienced to understand what exactly but due to this change I have discovered some new SP. I am lucky that they have something called "margin call-o-meter" which shows me how risky I am each time I add a new SP or change my settings!!!
     
    #69     Apr 6, 2011
  10. gsgs

    gsgs

    how to get the data of these sytem-collectors
    in computer readable form for analysis ?

    I somehow get the feeling that they are trying to prevent it
     
    #70     Apr 7, 2011