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. ondafringe

    ondafringe

    If you feel like you're overfitting (or even if you don't think that), might be a good idea to forward-test in SIM until your algo proves itself, then move to one real-money micro, and only scale up when your gains support doing so.
     
    Last edited: Mar 20, 2023
    #261     Mar 20, 2023
  2. hilmy83

    hilmy83

    I like it. Only thing is getting access to more historical data. I could only download tick data just under 3 years.

    Warning to all, forward sim trading in MT5 will not allow you to take limit orders in futures. All your trades are market orders.
     
    #262     Mar 20, 2023
  3. hilmy83

    hilmy83

    #263     Mar 21, 2023
  4. Pica550

    Pica550

    Thanks for the advice, I wanted to test the execution of the algo in real environment thus skipped the SIM part and went straight to Micro, and realized still need some work on the order handler… i will try it again finger cross
     
    #264     Mar 21, 2023
    ondafringe likes this.
  5. Pica550

    Pica550

    Thanks for the heads up, for me the real tick takes bit too long to run in optimization I ended up using 1M ohlc. My plan is to test it for a week on my old laptop then getting a vps, are you using the MT5 one?
     
    #265     Mar 21, 2023
  6. Overnight

    Overnight

    But real trading allows it, so ignore the sim results.
     
    #266     Mar 21, 2023
  7. hilmy83

    hilmy83

    #267     Mar 22, 2023
  8. hilmy83

    hilmy83

    #268     Mar 23, 2023
  9. hilmy83

    hilmy83

  10. hilmy83

    hilmy83

    Trading is pointless if I can't outperform the benchmark.
     
    Last edited: Mar 24, 2023
    #270     Mar 24, 2023