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

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

  1. dcraig,

    Yea I believe its an issue with LAST_SIZE.... also I think there is a thread somewhere around here talking about the cumulative volume is only updated twice a minute or something like that... if thats the case it could cause some issues as well.....

    Volume bars look great on charts.. I need to take another look at it one of these days.
     
    #441     Dec 14, 2006
  2. Yes, I read that thread. I should have qualified what I said by restricting it to futures - I don't know about stocks. On ES,ER2,YM,NQ,SGXNK, K200,HSI,DAX,ESTX50 volume seems fine and has been that way for quite a while. Updates are at least 2-3 per second - possibly better. I don't know if the reported issues with stocks are with IB or the third party software.
     
    #442     Dec 14, 2006
  3. the bot is currently still short,and is up +$535 at the moment.... My instincts are telling me to just cover and be happy that I had a good up day.... but this could be one of those days wehre it makes +1000 to offset those loosing days.... so its hard to intefere.. just glad to see it in the green.. but I dont have too much in place to help protect thsoe profits, so a very sudden turn in the market upwards could erase those gains...
     
    #443     Dec 15, 2006
  4. your instincts are probably correct in this case.

    the chart shows where you stand if you take at least $500 profit.

    you might want to at least move your protective stop to cover a certain percentage of your profit ... or if you don't have that built into the bot, you might want to look at putting that capacity into it.

    jj

    edit: of course you would have an easier time with the money management aspect of it if you traded a less volatile indice and were able to trade more than one contract at a time.
     
    #444     Dec 15, 2006
  5. I didn't have to do anything, the bot just took itself out for a total profit of +$450 on the day..... i'm sure it will make at least 1 or 2 more trades before end of day.... so that number is subject to change
     
    #445     Dec 15, 2006
  6. jimmy,

    Btw, I like your running tally of the trades your keeping.... its a lot better than the spreadsheet I have been keeping on it thus far ;)
     
    #446     Dec 15, 2006
  7. bolter

    bolter

    In this episode our hero enjoys an apparent reversal of fortunes, which brings some welcome relief to the tradegy that was playing itself out in Nov. It will have regulars viewers cheering in their seats. The epsiode however is marred by snide interjections by one of the regular characters in the cast, who is becoming increasingly boorish and annoying. One wonders why the producers don't kill him off.

    Well done frosty. Tough day to trade - you're bot has excelled.

    bolter
     
    #447     Dec 15, 2006
  8. Day not over yet, bot has entered a long position a few minutes ago....... Hopefully this doesn't kill the days profits ;)

    Currently up an aditional+$42 from this trade
     
    #448     Dec 15, 2006
  9. hahaha that guy is hilarious! you can't script this stuff

    hold the trade Frost, we can turn this triple into home run.

    jj
     
    #449     Dec 15, 2006
  10. turn off the machine and go home.... or you are not happy with $400+?
     
    #450     Dec 15, 2006