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

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

  1. sulli

    sulli

    that's why you have your broker's # on speed dial!
     
    #61     Nov 20, 2006
  2. Dr. Frosty?????
     
    #62     Nov 20, 2006
  3. for that exact reason i keep a bottle of JD next to my system... just incase.
     
    #63     Nov 20, 2006
  4. Or you can get a second ISP, dual wan router, and some APC battery backups. Not foolproof but pretty close.
     
    #64     Nov 20, 2006
  5. I think bighog would argue with this. A real trader would not have
    any backup ISP, wouldn't have a dual wan router, and definitely would
    not have any battery backups for his system. A real trader would
    have no need for these.

    And of course, filtering your system is nothing a real trader would do
    either. Oh, he already said that a few posts ago...:p
     
    #65     Nov 20, 2006
  6. I wonder if a hybrid system may be better than my fully automated strategy... basically I feel really good about the entries, but exits are horrible in this system..... Since, I don't have much to do while my bot is trading all day I have been trading the historical data in tick by tick replay mode. While doing this I have it trade its normal method and I just watch it... after a while I decided to add a cover position button. so now while its playing back in replay mode, If I see a sudden change coming or just a good gut feeling to exit I can click cover and cover the position...

    So bottom line I have been doing this a lot in back testing now. It takes about 10 to 20 minutes to back test 1 day.. the program zooms along and when it enters a position it slows down so I can monitor it in a somewhat fast forward type mode... and I can make an exit decision if I see fit or just let it continue the way it was going.... So basically the first few hours I was doing this I was really messing up the results... but now I'm starting feel a rhythm with the way the market is moving and starting to do really well.. more than tripled the expectancy on those days..... Only problem is the exits i'm doing is discretionary and i cant really find a way to put it into code to automate it.... but I do find it interesting how much the results are improving with good exits...... So this brings me to the point of this post... maybe a hybrid system may be a good route in the future for better returns...

    If nothing else this tick by tick replay is definetly a good way to pass some time and get some good screentime on the market... its amazing that just today I have replayed almost 20 days...

    BTW the bot has been live all day.. and thus far it only made 1 trade for a $35 loss.
     
    #66     Nov 20, 2006
  7. Gonz

    Gonz

    may i try out yr testing tool plz :p
     
    #67     Nov 20, 2006
  8. It might be better to do a backtest to:

    a) determine after what amount you should move your stop-loss to breakeven, or

    b) determine a moving averagence, which, when crossed after a position has moved X amount of points in your favor, would signal a closing of the trade, or

    c) maybe just determining what the trend is (by whatever method you are comfortable with), and just taking trades with the trend.

    d) there are also several books that deal with automation at Amazon.

    Good Luck,

    JJ

    PS - maybe this chabah will have some interesting ideas that you can apply.

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=77887&perpage=6&pagenumber=1
     
    #68     Nov 20, 2006
  9. Jimmy,

    Thanks for the info...

    Well guys... looks like its official the bot lost $35 today...... not a horrible day..... was really slow and only made that one trade... so all in all not dissapointed...
     
    #69     Nov 20, 2006
  10. Nice job Frost!

    How is the LLC stuff coming along?

    Any chance to get new screenshots?
     
    #70     Nov 20, 2006