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

    oh ok. I was looking at volume tab instead of live quote tab. Noob over here
     
    #101     Nov 16, 2022
    Laissez Faire likes this.
  2. Overnight

    Overnight

    No sweat. We're all noobs when we start a new thing.
     
    #102     Nov 16, 2022
    Laissez Faire likes this.
  3. @hilmy83

    How's liquidity/fills on MCL compared to say micro index futures?

    It's been a while since I looked at CL. Back in the day it seemed to be the # 1 choice for day trading among most futures trader on ET.
     
    #103     Nov 17, 2022
  4. hilmy83

    hilmy83

    I've been trading with around 1-5 contracts with no issues. Higher than that I get 1-2 slips. Same thing with the indeces. Better during US session than euro/asian. I trade breakouts so it's pretty much expected.
     
    #104     Nov 17, 2022
    lucysparabola likes this.
  5. That's great. I've been interested in adding another instrument to my portfolio, so maybe crude oil will be the one.
     
    #105     Nov 17, 2022
  6. hilmy83

    hilmy83

    My pnl had an FTX moment this week.

    I experimented with trading during the overnight sessions. Added gold again for this but that didnt' work out. M2K failed cause the range I chose just didn't work.

    What I learned from this is that I definitely need a longer range from asian session so that I don't trade around noise. Then as it gets closer to euro and US session, the range gets progressively smaller to account for the surge of volatility since the break is stronger and quicker. I think I got the proper range and timing for the overnight though. Today was the first full profitable day this week...

    upload_2022-11-18_11-49-6.png

    upload_2022-11-18_11-49-23.png

    upload_2022-11-18_11-50-3.png
     
    Last edited: Nov 18, 2022
    #106     Nov 18, 2022
  7. hilmy83

    hilmy83

    Short week.

    upload_2022-11-23_8-53-15.png

    upload_2022-11-23_8-53-30.png

    upload_2022-11-23_8-54-9.png
     
    #107     Nov 23, 2022
    NoahA likes this.
  8. Overnight

    Overnight

    Have you been able to identify what went wrong in Week 2 of November? That is a colossal drop.
     
    #108     Nov 23, 2022
  9. hilmy83

    hilmy83

    Playing around with gold and testing out overnight session. I literally wrote it out...smh
     
    #109     Nov 23, 2022
    lucysparabola likes this.
  10. Overnight

    Overnight

    OK. So the lesson to be learned there is to just stop what ever that new thing that you tried was in week 2! Go back to pre-week 2, and keep getting those monies!
     
    #110     Nov 23, 2022