Fully Automated Stocks Trading

Discussion in 'Journals' started by ValeryN, Jun 14, 2020.

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  1. ValeryN

    ValeryN

    Sounds very reasonable everything considered!

    "Luck is what happens when preparation meets opportunity."

    In this case - there was a real opportunity to lose much more, but you've been prepared.
     
    #471     Jan 21, 2022
  2. Craig66

    Craig66

    Great market for me, up +1.5% on mid-six figures today. Easy to say now, but I'd be tempted to at least hedge that short VX position, because if the market breaks those October lows...
     
    #472     Jan 21, 2022
  3. ValeryN

    ValeryN

    Nice!

    Re VIX -
    200.gif
     
    #473     Jan 21, 2022
  4. ValeryN

    ValeryN

    Today was a huge opportunity for everyone who studied the market, had their stats ready and a plan of action. Not many days like that in the year or even none but they provide overwhelming odds of sucess for those who are truly prepared.

    Friday close was ugly but a great example of how market goes only so far so fast in one direction.

    When everyone throws in the towel that's the time to place your bets.

    When I was trading discretionary and had my longest winning streak of ~45 days, I used stats to size up the odds. Had setups researched in advance but then would quantify a particular circumstances surrounding the setup using discretion, run a quick script to find all historical occurances and get even better idea on odds to only then make an adjusted bet. Screen time required was too much so I went down the path of full automation, giving up precision and some PL potential in the process, while getting back pretty much all of my time.

    The essence of both methods is the same. And the key is in being prepared, having a plan and confidence executing, which can only be gained thru study of thousands precedents.
     
    Last edited: Jan 24, 2022
    #474     Jan 24, 2022
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  5. felix_arb

    felix_arb

    Are your orders mostly market orders or limit orders? My guess is you probably mix both. What is the average duration of your trades?
     
    #475     Jan 25, 2022
  6. ValeryN

    ValeryN

    Both. 2.5 days on average
     
    #476     Jan 25, 2022
  7. felix_arb

    felix_arb

    Nice to know! I am also using automated strategies and Friday and Monday were special days for sure! I mostly do intraday strategies though.
     
    #477     Jan 25, 2022
  8. felix_arb

    felix_arb

    What was your biggest breakthrough in terms of finding the strategies you currently use?
     
    #478     Jan 25, 2022
  9. ValeryN

    ValeryN

    Overcoming those was crucial:
    1. aiming for unrealistic returns
    2. not believing in my strategies
    3. sizing up positions based only on a backtest
    4. overthinking $ fluctuations of my account
    5. over-reliance on common wisdom and not using my own brains enough
    Marsten Parker is the single biggest influence to what I run today. We've met in 2014 and been in touch on and off since. He shared an incredible amount of wisdom with me over the years.

    He is still doing very well trading systematically, was featured in Unknown Market Wizards, and after nearly 30 years in development for his own use, started offering RealTest commercially, which I'm using as my main backtesting software since 2019.

    We are still in touch and occasionally share ideas/ups/downs.
     
    Last edited: Jan 26, 2022
    #479     Jan 26, 2022
  10. felix_arb

    felix_arb

    Nice good to know! Is making trading your only job at some point a goal you have?
     
    #480     Jan 27, 2022
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