I wrote a bot and gave it 25k to trade

Discussion in 'Automated Trading' started by _terminus_, Feb 23, 2020.

  1. 931

    931

    Id rather try to get the "salery" trough their stock fluctuations , without directly working for FAANG.
     
    #121     Jun 26, 2020
  2. traider

    traider

    Its 300K to 500K for FAANG, you need tons of capital to generate that type of return annually.
     
    #122     Jun 26, 2020
  3. 931

    931

    Im in my mid 20s atm and without 0.5m.
    At least its good goal.
    I didnot know they pay so well, maybe its >0.5m for the brightest devs consisting of <10% devs overall?
    I have seen multiple people leave google to work on their own projects.

    Here in Estonia 500k would equate to more than half lives work for average person but without living costs.
     
    Last edited: Jun 26, 2020
    #123     Jun 26, 2020
  4. My first reaction was: he's holding back on that omp.h file, isn't he?!?
    My second reaction was: thank god for python. :)
     
    #124     Jun 26, 2020
  5. _terminus_

    _terminus_

    I use stops, profit targets, trailing stops or time stops depending on the specific algo. I don't use hard stops, i.e. stop loss orders sitting on the broker's server. My system takes care of placing orders at the required time. Also, I'm only using market orders at the moment.

    Regarding money management, it is an essential component of any system, but IMO you can't rely on it alone for success. You have to have some kind of edge. I have still to see any of those "random entry systems" produce other-than-random profits. I've done countless tests and never been able to produce a profitable system that relies on MM only, regardless of other conditions. Unless, of course, you work on a very specific and very directional data set: in such case B&H could work as well.
     
    Last edited: Jun 27, 2020
    #125     Jun 27, 2020
    TimtheEnchanter and henry76 like this.
  6. _terminus_

    _terminus_

    See above.

    My current algos treat all trades as independent events, meaning that none of the algos that I developed so far work as a reversal system, if that's what you mean.
     
    Last edited: Jun 27, 2020
    #126     Jun 27, 2020
  7. _terminus_

    _terminus_

    My current algo core is exactly 80 lines of commented C++ code, 5 entry conditions, 2 exit conditions, 15 constant numeric parameters. Standard indicators, plus one custom designed indicator for volatility.
     
    #127     Jun 27, 2020
  8. _terminus_

    _terminus_

    As for programming languages:

    Efficiency is a refined form of laziness.

    Any good programmer is a lazy, mildly arrogant SOB.

    RAD environments such as Python are not at odds with low level/high efficiency languages like C/C++. Any non trivial system tend to leverage on both aspects.

    In my case, for example, the bulk of the system is built in MS Access (a RAD) whilst the trading, algo and broker communication part is relegated in a separate DLL. Any barely skilled programmer will try to write as much code as they can using a high level environment, limiting the effort of writing low level, critical code.
     
    #128     Jun 27, 2020
    931 likes this.
  9. userque

    userque

    :D We could start a thread on just this.
     
    #129     Jun 27, 2020
    Diode, _terminus_ and 931 like this.
  10. 931

    931

    The IBKR historical balance shows great output for 80 lines.

    Based on the description i would guess its waiting for conditions where multiple indicators agree and then trigger entry/exit.

    If that is not too far off , in your situation id hope its going to work similarly well on various instruments.
    Might benefit alot, less drawdown, smoother growth etc.

    If adding more indicators or rarer conditions and waiting for all to give signal same time it is less probable and less trades.
    With more instruments it might be possible to set those bars higher.
     
    #130     Jun 27, 2020