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. Mo06

    Mo06

    Is that intraday draw down, ie, from days's PNL high to current PNL ?
     
    #682     Oct 26, 2023
    hilmy83 likes this.
  3. hilmy83

    hilmy83

  4. hilmy83

    hilmy83

    If I don't bother increasing size, dd would just get progressively smaller over time to a point it's insignificant even if i hit the black swan.

    That's what I did in backtest, I used fixed size. But in real trading, I'm increasing size once it hits certain HWM.
     
    #684     Oct 26, 2023
  5. hilmy83

    hilmy83

  6. hilmy83

    hilmy83

    I did not receive a trading statement from AMP for 10/27. Sent them email about it.

    Weird...
     
    #686     Oct 28, 2023
  7. hilmy83

    hilmy83

    CQG has not reset, still showing yesterday's action. So they still havent reconciled the fees/commissions.

    Oh well, let's see what they respond with, in the meantime, the show must go on.

    upload_2023-10-28_7-38-50.png

    upload_2023-10-28_7-39-0.png
     
    #687     Oct 28, 2023
  8. Don't worry, I didn't receive one either.
     
    #688     Oct 28, 2023
    hilmy83 likes this.
  9. hilmy83

    hilmy83

    woop, there it is

    upload_2023-10-28_15-15-6.png
     
    #689     Oct 28, 2023
  10. hilmy83

    hilmy83

    upload_2023-10-31_9-58-31.png

    upload_2023-10-31_9-58-53.png
     
    Last edited: Oct 31, 2023
    #690     Oct 31, 2023