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. Overnight

    Overnight

    The only thing crushing you is yourself. Multiply your entries by ten and live the good life.
     
    #281     Mar 31, 2023
  2. hilmy83

    hilmy83

    You have no idea how this algo works, so please with love, stfu
     
    #282     Mar 31, 2023
    ondafringe likes this.
  3. Overnight

    Overnight

    Do you? So you are saying that at whatever size you are trading at now, if you increase size, it would fail? Why? You are obviously getting entries and exits correct, because you have no losses net.
     
    #283     Mar 31, 2023
  4. hilmy83

    hilmy83

    #284     Apr 3, 2023
  5. hilmy83

    hilmy83

    Last edited: Apr 4, 2023
    #285     Apr 4, 2023
  6. Overnight

    Overnight

    Can you show any individual trades? Would like to see what the algo is actually doing...
     
    #286     Apr 4, 2023
  7. hilmy83

    hilmy83



    just kidding

    here's a sample...all for your viewing pleasure

    upload_2023-4-4_21-9-37.png
     
    #287     Apr 4, 2023
    Overnight likes this.
  8. hilmy83

    hilmy83

    Encountered an error with the algo today. It ended up with a sizable profit because it took a sell trade that's it's not supposed to lol

    The issue has to do with initial trade executing in partials and target incorrectly set up based on the first partial lot instead of the whole position.

    Instead of closing the buy order and done for the day, EA continued and sold the market..which in hindsight worked out well.

    upload_2023-4-5_11-11-51.png

    I thought I had ironed out this issue with partial lots with the dev, but it looks like it didnt' apply on the initial trade, only on the reverse partial situation. Most of the my first trade were full lot execution, so didn't get to see how this would've worked out in live till today.

    Its' a pain in the ass having to still deal with critical issues. Thats the problem with debugging in demo, it just can't replicate the live environment, especially the live exhange execution.
     
    #288     Apr 5, 2023
  9. hilmy83

    hilmy83

    #289     Apr 5, 2023
  10. NoahA

    NoahA

    I gotta laugh about how the only time that your PnL has a substantial bump, its because you manually took over!
     
    #290     Apr 5, 2023
    hilmy83 likes this.