Index futures automation

Discussion in 'Journals' started by hilmy83, Jul 3, 2022.

Can a fully automated trading strategy work in the long run?

  1. YES!

    56 vote(s)
    66.7%
  2. Hell naw.

    15 vote(s)
    17.9%
  3. I don't know, I got my own trading to worry about.

    13 vote(s)
    15.5%
  1. hilmy83

    hilmy83

    My win rate is displayed on every of those reports. MT5 shows 60% for trade by trade, and QA shows around 85% daily win rate.

    As far as sharp equity curve, that's something I have accepted. In this business you can either lose small more frequently or take big hits occasionally. It's possible to make money in both situations. I just prefer the steady wins and focus on custom recovery when big hits occur.
     
    #91     Nov 11, 2022
    Global OptionsTrades and NoahA like this.
  2. hilmy83

    hilmy83

    My golden goooses MNQ and M2K fucked me up sideways today. They had 2.5 months of good run. But today got killed by slippage.

    For whatever reason, market is really not letting me grow beyond 10k equity. I keep getting knocked down when i get beyond that level.wtf is going on...

    Back to recovery mode

    upload_2022-11-14_10-19-16.png
     
    #92     Nov 14, 2022
  3. Make your system adaptive to lower volatility.
    Wish you would post the date/time on the X-Axis instead of the trade #.
     
    #93     Nov 14, 2022
  4. hilmy83

    hilmy83

    what the hell position limit for MCL mean?? Keep getting rejected

    upload_2022-11-16_17-26-57.png
     
    #94     Nov 16, 2022
  5. Overnight

    Overnight

    Call your broker on the phone and ask them.
     
    #95     Nov 16, 2022
  6. hilmy83

    hilmy83

    upload_2022-11-16_17-37-26.png
     
    #96     Nov 16, 2022
  7. hilmy83

    hilmy83

    Dude! it works on Jan contract...the hell. I thought you wait till volume swithc over to new contract

    So people trading oil are rolling today? weird

    upload_2022-11-16_17-38-8.png
     
    #97     Nov 16, 2022
  8. Overnight

    Overnight

    That is unusual. Technically you should be able to trade it until EOD Monday the 21st, since LTD is 3 business days before the 25th calendar day of the month prior to contract month. But I guess some brokers get wussy lala and restrict it even more.

    P.S. I see now that volume has flipped to January as of tonight's open.

    CLswapearly2023.JPG
     
    Last edited: Nov 16, 2022
    #98     Nov 16, 2022
  9. hilmy83

    hilmy83

    Where you get that info? I can only see CME's yesterday volume and December has more for CL

    upload_2022-11-16_18-3-18.png
     
    #99     Nov 16, 2022
  10. Overnight

    Overnight

    Um, from my live streaming data on my real money account?

    Also, from the CME quote page?


    clquotes2023.JPG
     
    #100     Nov 16, 2022
    hilmy83 likes this.