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

    #481     Jul 25, 2023
  2. hilmy83

    hilmy83

    #482     Jul 27, 2023
  3. hilmy83

    hilmy83

  4. Mo06

    Mo06

    Amazingly consistent results.

    Couple of questions:

    What programming language is the algo written in ?

    Approximately how many lines of code were required ?

    Has the fundamental design of the algorithm remained the same since the start of the trial with real money ?
     
    #484     Jul 29, 2023
  5. hilmy83

    hilmy83

    Thanks. QT uses c#, just under 700 lines of code.

    I used MT5 initially with real money. So many issues popped up, from spoofing, lagging, and just plain bugging out that I had to actually trade manually sometimes. I'm so glad I switched over to QT. I had maybe 1 or 2 issues since switching over over 2 months ago. But the strategy has always been ORB.
     
    #485     Jul 29, 2023
    ondafringe likes this.
  6. hilmy83

    hilmy83

    #486     Jul 31, 2023
  7. ondafringe

    ondafringe

    I've been watching some of QT's videos and it looks interesting. I trade through AMP, as well, and it looks like the full version of QT is available to us for free. If so, QT is probably building up their user base and, who knows, at some point they may do what SC did. But for now, you are only paying exchange fees and CQG data fees? And the full version of QT really does mean the *full* version?

    I've been using Sierra Chart for the past four years. I like SC, but you've piqued my interest in QT. I have used Visual Studio on and off for many, many years, mostly coding in VB, but some C#. As with SC, it looks like QT also does most of the heavy lifting, allowing you to focus on whatever it is you're trying to develop.

    I'm wondering about length of downtime while trying to get up to speed on QT because it looks like a pretty robust platform with a steep learning curve. Since you have prior experience with SC and are familiar with its learning curve, how would you compare the two learning curves, and how long did it take you to become functional with QT?

    BTW, I've been following your algo-journey with great interest. Congrats on your accomplishment.
     
    #487     Jul 31, 2023
  8. hilmy83

    hilmy83

    Thanks. QT is free so I just pay the typical AMP comms, CQG routing and CME fees.

    Honestly, I haven't really manually trade with QT much, so I can't really compare it with SC. When I switched over to QT, I went straight to algo trading. But I'm NOT a programmer so I can't give you any opinion on that other than it's BETTER than MT5 lol

    As far as getting up to speed, it was pretty intuitive. I like the layout and I feel like it has the same vibe as tradingview. I really do hope it gains a lot of popularity, cause if they close business for some reason, it's gonna cause me some major headaches to have to restart this whole process again(maybe with NT).
     
    #488     Jul 31, 2023
    ondafringe likes this.
  9. ondafringe

    ondafringe

    Thank you. Appreciate the response.
     
    #489     Jul 31, 2023
  10. hilmy83

    hilmy83

    Live monthly performance with the algo:

    June: +$1136
    July: +$929

    upload_2023-8-1_9-55-48.png

    upload_2023-8-1_9-55-20.png


    Grind on...
     
    #490     Aug 1, 2023
    bluejack, NoahA and rb7 like this.