Designing and Building a Profitable Automated Trading System

Discussion in 'Automated Trading' started by ScottD, Dec 9, 2008.

  1. veggen

    veggen

    What do you mean by this? It runs without a stop loss?
     
    #211     Feb 11, 2009
  2. This version was not found to be profitable by futurestruth.com with or without at close orders. It had about 10k of drawdown on the es in the last 3 years using only 1 contract.
     
    #212     Feb 11, 2009
  3. I just got 49.5 points or the equivalent on ND or NQ on my last trade. So saying 23.5 with 11 trades, boy, just move on.

    I could go one further at www.collective2.com/go/pairsqidqld .


    Since I know how to position size myself accordingly, I could have picked up $58,000/$20/point = 2900 NQ points is the equivalent of what that system has made, some with more than 1 contract of position sizing obviously, but I usually duplicate about a 4:1 leverage factor.
     
    #213     Feb 11, 2009
  4. bogey20

    bogey20

    This is something I've put together, it's inspired by this thread, so it's not exactly the Jack Hershey's method, although it uses some of it's ideas.

    Monday Feb 9
    +$290 trading 1 car after commission and 1 tick slippage
     
    #214     Feb 11, 2009
  5. bogey20

    bogey20

    Tuesday Feb 10
    +$848 trading 1 car after commission and 1 tick slippage
     
    #215     Feb 11, 2009
  6. bogey20

    bogey20

    Wed Feb 11
    +$636 trading 1 car after commission and 1 tick slippage
     
    #216     Feb 11, 2009
  7. bogey20

    bogey20

    Bigger picture, since the contract started in December +15K,.... just maybe it's worth developing.
     
    #217     Feb 11, 2009
  8. bathrobe

    bathrobe

    Has anyone coded this in Ninja Trader??
     
    #218     Feb 11, 2009
  9. That's the same conclusion I'm coming to! :D
     
    #219     Feb 12, 2009
  10. Awesome work WG!
     
    #220     Feb 12, 2009