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

    So what is the conclusion to getting a decent strategy?
    1. Need to let the fat tail profit trades to occur
    2. b/e minimizes downward swings
    3. Need to remove outlier losing days by setting max loss.
    I still think random entry is as good as any other entry though

    The other conclusion is, you can make money on both side of the R:R spectrum, as long as you get a +EV value out of it


    (avg win x win %) - (avg loss x loss %)
     
    Last edited: Jan 15, 2023
    #181     Jan 15, 2023
  2. hilmy83

    hilmy83

    Of course testing not complete until you add fixed martingale cycle to the mix

    upload_2023-1-15_9-19-1.png

    upload_2023-1-15_9-19-15.png
     
    #182     Jan 15, 2023
  3. stepan7

    stepan7

    #183     Jan 15, 2023
  4. hilmy83

    hilmy83

    mt5
     
    #184     Jan 15, 2023
  5. hilmy83

    hilmy83

    b/e + scalein is a good combo. But you have to limit the scale in cause when it runs against you, you're just adding to losers.

    upload_2023-1-15_11-42-42.png

    upload_2023-1-15_11-43-3.png
     
    #185     Jan 15, 2023
  6. hilmy83

    hilmy83

    upload_2023-1-15_11-48-53.png
     
    #186     Jan 15, 2023
  7. hilmy83

    hilmy83

    This is more or less how I traded. Using fixed targets, and trying to get consistency at the expense of taking large losses here and there. Even if you try to manage your losses, it just doesn't work trading this way.

    You just fall into the delusion of consistency and failing to see the overall picture.

    There is something about letting your profits run, it can even make random entry profitable

    upload_2023-1-15_12-19-0.png

    upload_2023-1-15_12-19-26.png
     
    #187     Jan 15, 2023
    NoahA likes this.
  8. NoahA

    NoahA

    I find this quote highly intriguing and always thought this as well. The trade management is really the most important part I think and not the entry.
     
    #188     Jan 15, 2023
    hilmy83 likes this.
  9. hilmy83

    hilmy83

    Personal parameters
    b/e stop (2 lvl trigger)
    3 max scale in lvls
    TP- open end of day exit
    fixed loss - 3x avg range (300)



    1. no scale in -no max loss
    2. no scale in - fixed max loss

    3. scale in-no max loss , no b/e stop

    upload_2023-1-15_19-30-0.png

    upload_2023-1-15_19-30-13.png



    4. scale in-no max loss , b/e stop

    upload_2023-1-15_19-49-52.png

    upload_2023-1-15_19-50-3.png




    5. scale in-fixed max loss, no b/e stop

    upload_2023-1-15_20-10-54.png

    upload_2023-1-15_20-11-19.png



    6. scale in-fixed max loss and b/e stop

    upload_2023-1-15_20-30-7.png

    upload_2023-1-15_20-30-20.png
     
    #189     Jan 15, 2023
  10. hilmy83

    hilmy83

    7. 2:1 RR small range, single position

    upload_2023-1-15_20-49-47.png

    upload_2023-1-15_20-50-1.png

    8. 2:1 RR wide range, single position

    upload_2023-1-15_21-8-34.png

    upload_2023-1-15_21-8-47.png

    9. 3:1 RR wide range, single position

    upload_2023-1-15_21-28-22.png

    upload_2023-1-15_21-28-34.png

    1. no scalein- no max loss - end of day exit

    upload_2023-1-15_21-52-10.png

    upload_2023-1-15_21-52-24.png

    2. no scalein - fixed loss, end of day exit
    upload_2023-1-15_22-13-50.png

    upload_2023-1-15_22-14-1.png
     
    #190     Jan 15, 2023