For anyone who is tracking the trades on Twitter: https://twitter.com/AlphaStratLab The system is pretty long at this point. It generally doesn't get too much longer than it currently is before it starts to unwind some positions or open some shorts to counter balance. These moments always make me a bit nervous.. Works out most of the time, but when I have a drawdown, this is the scenario where it happens.
wow, you guys still trying to figure out where his primary edge is coming from? he already disclosed it in his first post.
Today's results: Daytrading Strategy: -$6,297 Swing Strategy: +$2,785 (closed PL) Total: -$3,512 (closed PL) The swing trading strategy did open quite a few long positions which are currently underwater. However, these typically have a way of working themselves out over the coming days/weeks (has 21 days before the strategy force exits) The beauty about the Daytrading strategy is that tomorrow is a new day.
On a side note, is the Live Twitter feed serving any useful purpose to anyone? Today obviously gave everyone a bit of a look into a production automated trading system - but not sure it serves much additional purpose?
I loved being able to visualize where your entries were. It gets a bit confusing when multiple strategies are all doing something different, and the exits aren't marked to the entries, but it was still interesting to see. I only saw the first 90 mins which looked highly profitable, but I guess the rest of the day didn't turn out so good.
Hi Frosengine, What is your skillset that allows you to do this - i.e. what programming languages, tools & technologies & concepts do you use to do your machine learning tasks ? Also, do you have in depth knowledge of trading or do you rely on the trading data and in depth knowledge of machine learning to identify trades ? How much of your trade relies on Machine learning & AI and how much on trading knowledge (aside the basics) Do you only generate signals automatically (and trade manual) or is it fully automated ? Thank you
I have a substantial amount of trading knowledge. However, I rely 100% on the strategies produced by the machine learning/AI. Most of the strategies running now, I haven't even attempted to "understand" why or how they work. I trust the process. The signals and execution are all 100% automated.
Thank you. In order to know what inputs you give to the AI, do you rely hugely on your trading knowledge or only lightly on trading knowledge ? i.e. do you guesstimate some parameters and input them and the data and AI do the needful without you understanding why they do it ? Edit: by the way, what does a strategy produced by AI mean ? i.e. does the strategy have extensive information or is it just entry and closing signals for the trade with the actual strategy being behind the scenes where the calculations happen. Where do you get your data from for your inputs ?