Fully automated futures trading

Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.

  1. Hi GAT,
    I was wondering if you could explain the benefit of using a home database like e.g., SQLlite vs just saving everthing in CSVs? To me, learning SQL and creating a database seems like more work than its worth vs just accessing data in CSVs, but it does seem common practice, so there must be more to it than I understand. I know you use your own home database. What is the advantage of this?
    Thanks and congrats on a solid year of performance!
     
    #2101     Apr 10, 2020
    .sigma likes this.
  2. A follow up question: how frequently do you sample the market for your own trading system?
     
    #2102     Apr 14, 2020
    .sigma likes this.
  3. Hourly, but this is currently unnecessary as my current system uses daily data.

    GAT
     
    #2103     Apr 14, 2020
  4. This is the kind of question stack exchange is better for than me

    https://stackoverflow.com/questions/2356851/database-vs-flat-files


    GAT
     
    #2104     Apr 14, 2020
    .sigma likes this.
  5. #2105     Apr 14, 2020
    AvantGarde likes this.
  6. #2106     Apr 17, 2020
  7. Fixed, thanks

    GAT
     
    #2107     Apr 17, 2020
    test_user likes this.
  8. I wonder what was your max drawdown over the whole 6 years period. Specifically for your futures trading, excluding the hedges. Do you happen to have monthly performance data? Or perhaps even daily?
     
    #2108     Apr 17, 2020
  9. About 15%

    GAT
     
    #2109     Apr 17, 2020
    .sigma likes this.
  10. I don't want to come off as nit-picky, but looking at yearly data there are two consecutive periods 16/17 and 17/18 that had -14% and -3.7% respectively. That's 17.2% based on yearly data. I believe on monthly and daily it would be even larger? Likely somewhere in the range of 18-20%?

    The reason I'm so interested in this is that I'm comparing it to my system which is a simple long term TF without diversification into other types of rules and timeframes and doesn't do volatility targeting.

    Looking at the period of 2014 April to 2020 March, I'm finding:
    CAGR: GAT 15.5% vs my 13.8%
    Annualized volatility: GAT 25% (targeted) vs my 20.9% (30 year backtest 23.5%)
    Average annual return: GAT 18.1% vs my 18.6%
    Max DD: GAT 17.2% (?) vs my 28.1%

    Your MAR ratio is superior (0.90 vs 0.49) - irrelevant over 6 year period?
    Sharpe ratio: 0.72 vs 0.89
    Similar CAGR/Volatility ratio: 0.62 vs 0.66

    Makes me wonder if I should implement a more sophisticated way like yours or if there is no real difference over long term.
    For instance, in my 40 year backtest I'm getting sharpe ratio of 0.92, CAGR 18.7%, annualized volatility 22.1% and max drawdown 36%.
     
    #2110     Apr 18, 2020
    jtrader33 and Elder like this.