ES Journal - 2023/2024

Discussion in 'Journals' started by Buy1Sell2, Dec 6, 2022.

  1. chillibean

    chillibean

    L 4099
    only a small one
    Just in case it's last chance to get in at 40xx for a while! Limit order at 4125
    Going out now. Back on Monday
     
    #1461     Jan 27, 2023
  2. vanzandt

    vanzandt

    Take the 42 points. :thumbsup:
     
    #1462     Jan 27, 2023
  3. Cessna06P

    Cessna06P

    short 4107
     
    #1463     Jan 27, 2023
    chillibean likes this.
  4. Bad_Badness

    Bad_Badness

    Done : 9 RT (single lots) for 679.

    Algo left alone, did 12 RT for 1840 in single lots, but it was new code, so I did not let it run alone. Risk adjusted of MAE and time in market, 679 was satisfactory performance.

    And found one more Realtime-Live only bug.
     
    Last edited: Jan 27, 2023
    #1464     Jan 27, 2023
  5. Cessna06P

    Cessna06P

    out +3
     
    #1465     Jan 27, 2023
  6. c1rcle

    c1rcle

    You are using new code with cash straight away without running them in simulations first?
     
    #1466     Jan 27, 2023
  7. Cessna06P

    Cessna06P

    long 4105.5
     
    #1467     Jan 27, 2023
  8. Cessna06P

    Cessna06P

    out -1.5
     
    #1468     Jan 27, 2023
  9. Cessna06P

    Cessna06P

    Well that escalated quickly. Violated one of my rules and it cost me. " when a trade goes in my favor go to BE and wait"
     
    #1469     Jan 27, 2023
  10. Bad_Badness

    Bad_Badness

    That is why I took some of the trades off right away and skipped some.

    I ran sim for over 12 months in development, 2 months on this version alone. All the bugs left require live and a broker order interaction. Got tired of guessing what will be a bug and what won't be. Actually, had me introducing (regressions) bugs "fixing" sim.


    You cant be sim forever. I' got over a decade of software development experience at ADBE then MSFT. Risk management was my area of expertise.
     
    #1470     Jan 27, 2023
    ElCubano and c1rcle like this.