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

    #431     Jul 10, 2023
  2. Overnight

    Overnight

    Depending on which broker you use, once you reach a certain number of micros the commission/exchange fee math makes no more sense, and you'll notice that on the spread between your algo net and loss. Better to switch to 1 mini once you are ready to exceed that limit. For example, a few years ago I figured at AMP it was when you hit around 4-5 that a single mini was more efficient.t o

    Edit: Actually, it's evident on your graph now in looking at it, heh.
     
    #432     Jul 10, 2023
  3. hilmy83

    hilmy83

    #433     Jul 11, 2023
  4. Mo06

    Mo06

    Given that the Nasdaq is up a whopping 22.48 % since the close on 17th Feb 2023, your algo's 21.25 % gain is pretty damn impressive.
    That's in 97 trading days.

    Many traders would sell their own mother for such a consistent return.

    Does the algo exclusively trade the Nasdaq ?
     
    Last edited: Jul 12, 2023
    #434     Jul 12, 2023
    hilmy83 likes this.
  5. hilmy83

    hilmy83

    Yes. Just the nasdaq
     
    #435     Jul 12, 2023
  6. hilmy83

    hilmy83

    I do want it to outperform the ndx. At least by 20-30% for the year. Otherwise, what's the point of trading, I can just invest in qqq or something.

    But obviously I started the final Algo during this crazy equity runup. But, we still got the rest of the year to hopefully beat this mofo
     
    #436     Jul 12, 2023
  7. Overnight

    Overnight

    Because you can scale with the ES with a small amount of capital relative to scaling up in the Q ETF.
     
    #437     Jul 12, 2023
  8. hilmy83

    hilmy83

    ES is a retarded cousin of NQ.
     
    #438     Jul 12, 2023
  9. Overnight

    Overnight

    Sorry, meant to type NQ up there.
     
    #439     Jul 12, 2023
  10. hilmy83

    hilmy83

    I never trading ES again. Its slow moving, not right for this strategy. Runner up would be RTY or CL, and maybe certain volatile high liquid stocks like NVDIA or TSLA.
     
    #440     Jul 12, 2023