Frosty's auto-trading bot goes live with REAL money

Discussion in 'Automated Trading' started by frostengine, Nov 14, 2006.

  1. really? I thought 50% return a year was considered doing very well on the market.

    and do you think market conditions/motion back in 1996 apply to the current market?
     
    #171     Nov 28, 2006

  2. Why are you using IB's demo account instead of an IB simulated (paper trading) account? It's believed that the E-demo account is pretty much useless.
     
    #172     Nov 28, 2006
  3. With futures, you have to be very careful as to how you evaluate your return. First, as I pointed out, a simple buy-and-hold over the same period would generate a more than 200% return on investment ($7200 from a $3000 margin). Second, although the posted P&L chart looks impressive, if you study it carefully, you'll see that it suffered a $1500 drawdown, which is a 50% down on investment.
     
    #173     Nov 28, 2006
  4. I was going to get to your comment about drawdown, but you beat me to it.

    Even so, the system thus far is actually performing pretty much as it is supposed to, as Frost has stated, even with the consecutive losses, it still has a pretty decent Win:Loss ratio of 2:1.

    With a few tweaks (and a lot of work) it can probably go to 3:1 or 4:1.

    “Money grows on the tree of persistence”

    Japanese Proverb

    Best Regards,

    JJ
     
    #174     Nov 28, 2006
  5. nonlinear,

    Ib's paper account is what I used. I was not aware there was a separate demo account, so I just referred to the simulation account as a demo account.



    These drawdowns are definetly scary. I wish there was a way to make them smaller without switching contracts, but thus far that doesn't seem possible.
     
    #175     Nov 28, 2006
  6. man

    man

    contradict.
     
    #176     Nov 28, 2006
  7. man

    man

    frost,

    make sure you don' lose your ass. if this is not the case, keep it
    going. if your papertrading was fine, then don't throw in too early.

    good luck
    g
     
    #177     Nov 28, 2006
  8. ... lets just say that if Frost had those skills, he'd pretty much be a monster in the markets.

    best regardes,

    jj
     
    #178     Nov 28, 2006
  9. OK, that's better. The "demo" account is just that -- for folks who don't have a real (or simulated) account. The demo has the same login for everyone: edemo/demouser. Try it, although as I stated before, it's pretty much useless.
     
    #179     Nov 28, 2006
  10. hows it running today frost?
     
    #180     Nov 28, 2006