ES Blackbox with Real Money

Discussion in 'Journals' started by eternitysgarden, Aug 25, 2008.

  1. Can you explain your trade management further, particularly your stop threshold? You entered at 76 and the trade went 2.75 against you after a paper gain, yet you held (and did well).
     
    #11     Aug 27, 2008
  2. jtnet

    jtnet

    my guess is stop is based on a % of a move and the exit is 1.65 times that. because the day of the loss, there was like a 3+ point gain at one point.
     
    #12     Aug 27, 2008
  3. auspiv

    auspiv

    why do you only let your system trade once per day?
     
    #13     Aug 27, 2008
  4. because like a good scientist, for this experiment, i would like to rule out as many variables as possible so that only the single theory gets tested, if that is actually possible.
     
    #14     Aug 27, 2008
  5. Day 3 – Trade 3

    Total Gain of $282.80 including slippage and commission

    I have to debate whether to let the blackbox run tomorrow since most of the traders are already leaving early and will be taking tomorrow off for the long weekend holiday, will be a tough call. I will post the trade chart later.
     
    #15     Aug 28, 2008
  6. Attached is the chart for todays trade. Also, to answer a previous question about money management. I have two types of money management in my algorithm, one being the risk and reward of the trade the other applies to the portfolio as a whole. For the trade:

    I use stops at 2 – 4 handles, they are trailing, but only by levels. The code has the discretion whether to use which one base on certain variables.

    The exit strategy is 5 – 12 handles based on variables, no matter what the discretion, the risk to reward will never be less then 1.65
     
    #16     Aug 28, 2008
  7. Not sure I understand. Immediately upon entry, what is the stop? If it's not a hard stop, what are the rules?
     
    #17     Aug 28, 2008
  8. Interesting journal. Please continue with it.
     
    #18     Sep 15, 2008