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

    upload_2023-1-15_22-31-25.png
     
    #191     Jan 15, 2023
  2. NoahA

    NoahA

    I love how this chart summarizes all the key points.... for example....

    4.... high win rate yet crap return and DD of 30% that must have happened a few times
    9.... low win rate and a crap return as well, but at least DD isn't as bad and the W/L ratio is quite nice
    2..... win rate only 39%, but since W/L ratio is over 2, this results in the best return!

    Really nice illustration of how all these parameters come together!
     
    #192     Jan 16, 2023
  3. hilmy83

    hilmy83

    My childhood part 3. Can't wait

     
    #193     Jan 17, 2023
    Nobert likes this.
  4. hilmy83

    hilmy83

    Last edited: Jan 21, 2023
    #194     Jan 21, 2023
  5. hilmy83

    hilmy83

    tinkering with trade management settings: This is basically what i'm unleashing to the 2023 Norm Zadeh trading competition

    3/15/21-11/5/21

    upload_2023-1-22_2-39-8.png

    upload_2023-1-22_2-38-52.png


    3/14/22-11/4/22

    upload_2023-1-22_2-40-7.png

    upload_2023-1-22_2-40-25.png

    Basically going "all in" with a bit of risk management in place. It's kind of ironic when i put it that way.

    Combined yields about 55% win rate with about 1.30 PF with worst equity DD about 50%.

    I don't think it's going to win the competition considering the best trader last year did 200% return. But it's something and I'm rolling with it.
     
    #195     Jan 22, 2023
    NoahA likes this.
  6. hilmy83

    hilmy83

    Although taking predetermined stops would be safer. But the trade off is lower win rate...but i'm here to make money not to be right !...rightttt???

    this approach gives me some chance to win..

    upload_2023-1-23_9-51-20.png

    upload_2023-1-23_9-51-38.png

    upload_2023-1-23_9-53-2.png

    upload_2023-1-23_9-53-26.png
     
    #196     Jan 23, 2023
  7. hilmy83

    hilmy83

    mnq

    5-5
    upload_2023-1-23_16-23-9.png

    4-5
    upload_2023-1-23_16-23-35.png

    4-4
    upload_2023-1-23_16-24-19.png

    3-4
    upload_2023-1-23_16-24-56.png

    3-3
    upload_2023-1-23_16-25-21.png

    2-3
    upload_2023-1-23_16-25-46.png

    2-2
    upload_2023-1-23_16-26-30.png
     
    #197     Jan 23, 2023
  8. hilmy83

    hilmy83

    mes

    5-5
    upload_2023-1-23_16-30-42.png

    4-5
    upload_2023-1-23_16-31-24.png

    4-4
    upload_2023-1-23_16-31-49.png

    3-4
    upload_2023-1-23_16-32-20.png

    3-3
    upload_2023-1-23_16-32-44.png

    2-3
    upload_2023-1-23_16-33-10.png

    2-2
    upload_2023-1-23_16-33-36.png
     
    #198     Jan 23, 2023
  9. hilmy83

    hilmy83

    the 50% dd could start as soon as i start trading this. Which means there's possiblity that i need to top off if it happens early
     
    #199     Jan 23, 2023
  10. hilmy83

    hilmy83

    This would've been January's 2023 performance. I started today..so missed out on some decent gains.

    Hopefully the DD doesnt start out too badly so soon. The worst ones based on tests is like 50% :-(. If it happens once, i'll top it up once. But after that, I might have to pull the plug.

    Nothing to do now but to just let this bot do its thing

    upload_2023-1-24_17-34-10.png

    upload_2023-1-24_17-38-12.png

    upload_2023-1-24_17-38-27.png
     
    #200     Jan 24, 2023
    beginner66 likes this.