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

  2. Overnight

    Overnight

    It's not often (if ever?) that you see a round trip resolve equally down to the thousandths of a percent. It would have been cooler if those extra 7 pennies were equal too.

    NQroundtrippercent.JPG
     
    #502     Aug 8, 2023
  3. hilmy83

    hilmy83

    #503     Aug 8, 2023
  4. hilmy83

    hilmy83

  5. hilmy83

    hilmy83

  6. hilmy83

    hilmy83

  7. hilmy83

    hilmy83

    After much thought, I decide to change the format of this journal a little bit to make it more efficient. Normally I would go into my vps and screenshot the platform. I do that intentionally to show it is live (with account performance, news items, local clock, account connection, etc). QT however doesnt really update the news properly, I always have to close and reopen the window for news to refresh properly. Having to go into the vps separately just annoys me (and I've been doing this for almost 6 months!).

    I'm a major stickler when it comes to certains things. Everything needs to be right, efficient, and straight forward. This is how I work, how I organize my worksapce, how i play video games, and how I trade/journal etc etc.

    So instead of going through those steps in the vps separately:

    • Capture the day's performance via the daily broker statement. Then using those results to update the 10k model account vs the benchmarks
    • Showing the graphs over time. I will just show net graph this time. As someone already indicated, there's really no point of showing gross since it's irrelevant.
    • Monthly performance via statements when they are available.
    I think the new format fits my goal for this journal. Maintain it for 3 years, and ultimately answer the question of whether this simple strategy can survive that long across different market conditions.

    New format:

    upload_2023-8-13_10-9-41.png

    upload_2023-8-13_10-13-46.png
     
    #507     Aug 13, 2023
    semperfrosty and TheMordy like this.
  8. hilmy83

    hilmy83


    upload_2023-8-15_11-49-55.png


    upload_2023-8-15_11-50-13.png
     
    #508     Aug 15, 2023
    cashkaru likes this.
  9. hilmy83

    hilmy83

    #509     Aug 16, 2023
  10. hilmy83

    hilmy83

    #510     Aug 17, 2023