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. rb7

    rb7

    #251     Mar 17, 2023
  2. hilmy83

    hilmy83

    It's right. It's a minimized locked header view. You can just retrace back all my posts and see the accumulation is correct
     
    #252     Mar 17, 2023
    rb7 likes this.
  3. hilmy83

    hilmy83

    #253     Mar 17, 2023
  4. hilmy83

    hilmy83

    #254     Mar 20, 2023
  5. rb7

    rb7

    At least you're making money, and I don't recall having seen one single red day.

    And I don't think that everybody else is doing +1,2,3,5% a day, every single day.
     
    #255     Mar 20, 2023
  6. hilmy83

    hilmy83

    I guess I'm still adjusting my mindset to this type of performance. I be lucky if I can crack 40% this year. Account is just under 20k, so it's like peanuts.

    And this algo is not even scalable. Since I trade breakouts, the slippage gets worse as size increases.

    This is probably a low scale edge I'm taking advantage of...
     
    Last edited: Mar 20, 2023
    #256     Mar 20, 2023
  7. Overnight

    Overnight

    It certainly seems to be scalable, because you are not closing out red days. After this week, if your algo survives without a red day, think of doubling your size. Why would it NOT work?
     
    #257     Mar 20, 2023
  8. hilmy83

    hilmy83

    My strategy is like long straddle option. If price goes sideways for too long, I lose and I lose bigggg.
     
    #258     Mar 20, 2023
  9. Overnight

    Overnight

    Well hell, the SP and NAZ have been going sideways since you started that latest track, Feb 20th? You algo is outperforming the markets since that date.
     
    #259     Mar 20, 2023
  10. Pica550

    Pica550

    consistency trumps everything, keep it up. :thumbsup: I tried my first algo trade on MNQ last week with a 115 lost, btw what’s your take on MT5 backtest and optimization result? My algo stats looks good but feels like I’m overfitting it. Thanks
     
    #260     Mar 20, 2023