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

    #131     Dec 9, 2022
  2. hilmy83

    hilmy83

    50+ trades in. December has been really clean. PF out of whack since trades just hitting TPs. But looking back, Jan/Feb is usually when markets revert


    And I finally got my limit orders coded in!

    no more market slips on exits!!


    upload_2022-12-14_9-28-9.png

    upload_2022-12-14_9-30-21.png
     
    Last edited: Dec 14, 2022
    #132     Dec 14, 2022
    NoahA and lucysparabola like this.
  3. hilmy83

    hilmy83

    Example of why you shouldn't use MT5 bracket TP. Notice the actual fill vs TP (red)

    Today, all exits at limits, no more bracket.

    I lost about 19 ticks yesterday overall from market bracket exits. Fuckin ridiculous

    upload_2022-12-14_9-39-26.png
     
    Last edited: Dec 14, 2022
    #133     Dec 14, 2022
  4. Overnight

    Overnight

    I do not understand how you can be getting negative slippage on limit orders. Something does make sense there, man.
     
    #134     Dec 14, 2022
  5. hilmy83

    hilmy83

    This is the 2nd time you post something that I already explained.

     
    #135     Dec 14, 2022
  6. Overnight

    Overnight

    K, yes, I recall that now. Sorry, I am not good at thread memory at times.

    So after your first missive, when you said the bracket orders were crap, you went ahead and continued to use them in your strat, and are still bitching about them. You did not modify anything in your bracket code so they would not be market orders.
     
    #136     Dec 14, 2022
  7. hilmy83

    hilmy83

    No problem, can't expect a swing trader to pay attention to minute details...gazinngggggg
     
    #137     Dec 14, 2022
    lucysparabola likes this.
  8. Overnight

    Overnight

    Yes sir. And I do not notice that you have increased your account size by, what is that? 1000% in a month? And you are bitching about a few ticks of slippage. Gift horse, mouth, etc.
     
    #138     Dec 14, 2022
  9. hilmy83

    hilmy83

    Omg, are you serious. You don't care about few ticks here and there cause you never really day traded. Any person with business sense would care about minimizing costs. Commission/slippage are teh biggest costs that I try to control.
     
    #139     Dec 14, 2022
    lucysparabola likes this.
  10. hilmy83

    hilmy83

    This is like the same stupid argument some of you made when someone posted CME is going to increase fees next year. You're like yea it's a tick or two..who cares.
    I'm like who the hell are these people, are they real traders???
     
    #140     Dec 14, 2022
    Laissez Faire and lucysparabola like this.