Thank you very much for the compliment traider I do not wish to abuse the hospitality of this great forum to advertise. Let's stick to actual contents here
I do automated trading as well on the side for some trading ideas I want to test. And I discretionary trade as well. With automated trading My testing plan is simple for me: 1. Program a trading idea 2. Back test , play, test and optimize from 2011-2016 for 45 degree curve 3. If pass step 2 forward test 2016-2020 for good results 4. If pass step 3 market replay 2021 5. If pass step 4, trade live money. lol, I am still on step 2. Oh well, just doing the best I can with what I can. I only one that made it to step 4 and it failed. oh well.
That means it was a good idea to include the "forward test" "45 degrees curves" for pnl do not actually exist those are merely backtesting artifacts "just doing the best I can with what I ... " this seems taken from a video of mine struggling with backflips, lol
as close to 45 degree as possible. As long as it make money year to year, I am good and reasonable drawdown. I am NOT looking for perfection, just money.
For now, I have "loaded" under watch only 4 instruments: CL FUT 202202 NYMEX 1000 Light Sweet Crude Oil [ CLG2, 256019290, mult: 1000] ES FUT 202203 GLOBEX 50 E-mini S&P 500 [ ESH2, 461318816, mult: 50] BRR FUT 202203 CMECRYPTO 5 CME CF Bitcoin Reference Rate [ BTCH2, 517004249, mult: 5] SI FUT 20220127 NYMEX 5000 NYMEX Silver Index [ SIF2, 405978963, mult: 5000] I have activated auto-trading only on the CL "layer" so far. A bit more than one day has elapsed. The orders so far on the CL layers are represented in the following picture (bue=buy, red=sell): We are currently almost 5K under: As to the other layers so far we just collected ticks: BRR FUT 202203 CMECRYPTO 5 CME CF Bitcoin Reference Rate [ BTCH2, 517004249, mult: 5] ES FUT 202203 GLOBEX 50 E-mini S&P 500 [ ESH2, 461318816, mult: 50] SI FUT 20220127 NYMEX 5000 NYMEX Silver Index [ SIF2, 405978963, mult: 5000] IB reports the following info: AccruedCash 0.00 USD [Min: 0.00, Max: 0.00] AccruedDividend 0.00 USD [Min: 0.00, Max: 0.00] BuyingPower 6,537,085.09 USD [Min: 6,515,057.88, Max: 6,666,635.07] (6.67 x 980,562.76) FullAvailableFunds 980,562.76 USD [Min: 977,258.68, Max: 999,995.26] FullExcessLiquidity 983,462.76 USD [Min: 981,608.68, Max: 999,995.26] FullInitMarginReq 14,500.00 USD [Min: 0.00, Max: 21,750.00] FullMaintMarginReq 11,600.00 USD [Min: 0.00, Max: 17,400.00] NetLiquidation 995,062.76 USD [Min: 993,293.65, Max: 999,995.26]