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. hilmy83

    hilmy83

    I finally decide to take a dive into learning programming. Even though I had programming classes back in school, it wasn't anything where I can go on my own and code from scratch.

    I narrowed down to two languages that I will learn:

    Python and C#.

    I chose these languages because of Python being very popular amongst beginners and C# being used in QT.

    I need to go back to the basics with an initial free course just to get the old brain to warm up a bit to the coding logic:
    https://www.coursera.org/learn/learn-to-program

    Then after that, will take 1-2 courses in Python then move to C#. C# would be where I will focus on since I want to be able to have full ownership and understanding of my own algo.

    Will share progress along the way.
     
    #512     Aug 18, 2023
    Pica550 and Mo06 like this.
  3. Mo06

    Mo06

    How much manual intervention does your system need - can it be left to run for several weeks completely on its own ?
     
    #513     Aug 19, 2023
  4. hilmy83

    hilmy83

    upload_2023-8-19_9-44-0.png

    upload_2023-8-19_9-44-11.png

    No intervention. Technically i can let it ride forever, but I still do the weekly vps restart and check for updates. Also check QT for updates.
     
    #514     Aug 19, 2023
  5. Mo06

    Mo06

    'Technically i can let it ride forever, but I still do the weekly vps restart and check for updates. Also check QT for updates.'

    Excellent. How did the system perform last week, given the volatility we saw ?
    I can't tell since you stopped the daily updates, well apart from observing that the equity curve went up.
     
    #515     Aug 19, 2023
  6. hilmy83

    hilmy83

    Yea I posted about this so I dont have to go into vps every time.

    If you want to know how I do day to day, jsut look at the three numbers off my broker statement and do basic math. This is based on my account. The chart I posted is just comparison using 10k (based on net results of real acccount) vs benchmarks.

    Essentially it's the same cumulative % gain for both (real and model account).

    Yesterday
    gross: 0.289%
    Net:0.268%
    upload_2023-8-19_10-13-39.png
     
    #516     Aug 19, 2023
  7. hilmy83

    hilmy83

    #517     Aug 22, 2023
  8. hilmy83

    hilmy83

    #518     Aug 23, 2023
  9. hilmy83

    hilmy83

    #519     Aug 24, 2023
  10. > because of Python being very popular amongst beginners

    IMHO, that is exactly why it should be avoided :)

    Focus on the real programming languages, and ignore the hype :)

    C# is fine and, for your development and profitability goals, you do not really need to focus somewhere else, at the moment :)

    Keep it up! :)
     
    Last edited: Aug 24, 2023
    #520     Aug 24, 2023
    hilmy83 likes this.