Fully Automated Stocks Trading

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

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  1. guru

    guru

    Interesting question, because this is one of only 8 stocks that my own algo purchased on July 27, twice:

    upload_2020-7-29_10-57-47.png
    (https://deustrader.com/optimus_mixus4.html)

    So I'm also curious if other algos trade similarly.
     
    #61     Jul 29, 2020
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  2. ValeryN

    ValeryN

    No. In fact one of my previous systems might have shorted it on the next day.

    If you're talking about mean-reversion - this stock has been near its range's high the day before, there is too many stocks like that to watch with very little probability of hitting a "bargain" price next day. So I tend not to do that. Mostly for practical reasons, like data feed limitations and increased outcomes distribution. For example - the day market has a big down move 100 of them will follow, but you will take only 5

    Val
     
    Last edited: Jul 29, 2020
    #62     Jul 29, 2020
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  3. guru

    guru


    Well, then post some sample trades :)
     
    #63     Jul 29, 2020
  4. ValeryN

    ValeryN

    Today is pretty slow. Those are the only new positions across 5 systems.

    MR Long:
    HXL @39.81
    XNCR @30.74
    BTAI @48.74

    As I looked at their charts before posting this I thought to myself - who would buy those garbage looking charts while market is making new highs nearly every day? :)
     
    #64     Jul 29, 2020
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  5. traider

    traider

    more importantly did algo decide to short/omit Kodak? Why or why not?
     
    #65     Jul 29, 2020
  6. ValeryN

    ValeryN

    For my automated systems this stock falls outside of tradable universe. Some would argue but it was basically a penny stock till today. To hint as to why it outside of my short universe you can scan for all instances of stocks that went 300%+ in 1 day over last 30-50 years and group them by avg prior volume / price ranges.

    But what a nice short it would have been intraday... I'm salivating over that entry point on 5-min charts. My favorite setup when I was shorting discretionary.

    I was curious of its' borrow availability but IB doesn't have any data on their FTP for KODK. Wouldn't be surprised if it was hard to borrow or unable to short status. Special margin is surprisingly low, just 100%.. Seems like IB doesn't believe it can do much more harm.

    2020-07-29_12-07-29.png

    Val
     
    #66     Jul 29, 2020
  7. guru

    guru


    I shorted it today using January options, made $500 in couple hours and got out. I'm careful with sizing as I'm just testing an options strategy for penny stocks. So options are a good alternative for HTBs that have options.
    My penny stock algo will probably short it on paper tomorrow.
     
    #67     Jul 29, 2020
  8. traider

    traider

    Will you have shorted when Kodak first moved to $8 from $2 on Tues? Why or why not?

    Also did you code your algo to short using options or was it a discretionary trade?
     
    #68     Jul 29, 2020
  9. guru

    guru

    I rely on my algo which studied/learned from the past 14 years and deduced own shorting strategies for penny stocks. And it didn't short $KODK yesterday or today. I can "look inside" and understand how it trades, but there are too many rules and conditions, including a mix of algos that together may make decisions based on variety of signals. Though just from my general experience and observing my algo, I think it's better to wait about 3 days before the wave of buying & spiking starts collapsing. It might also short a stock when it opens lower than the day before, after spiking for couple days. Also, my algo holds shorted penny stocks for 2-3 days (or longer), so the conditions for entering a trade may be different from someone who may be trading intraday.



    I'm now working on options trading algos and strategies that will take a long time to automate, but for now it already does show me "trade ideas" that I can pick from and trade manually. In case of $KODK I just remembered several multi-leg/complex option strategies that my algo found and showed me in the past for other penny stocks, which I learned from and used discretionarily this time.

    (Sorry Val, I may need my own journal, though I first waited to start generating some trades, then decided there are too many of them to post here, so I just started streaming them online.)
     
    #69     Jul 29, 2020
  10. ValeryN

    ValeryN

    No problems! I'm looking forward to updates on your journey. You deserve all the riches as the amount of effort you already put in your trading and the progress you made is incredible.

    Here is my "departing" gift. But by no means that is an encouragement not to post here :D
    Full list of entries by EOD today:
    MR Long:
    HXL @39.81
    XNCR @30.74
    BTAI @48.74
    LW @59.61
    PI @26.69

    MR Short:
    MTCH @102.44

    No trades in other strategies.
    Tomorrow will likely be more active as I can already see more tradable candidates than there were today.

    Val
     
    #70     Jul 29, 2020
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