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

    No trading tomorrow. I don't understand why AMP feels the need to raise margins for FOMCs. THe moves don't seem that significant..
     
    #691     Oct 31, 2023
  2. rb7

    rb7

    What's the new margin they will use?
    And because they will raise their margins, you will not trade?
    How about trading less contracts instead?
     
    #692     Oct 31, 2023
  3. hilmy83

    hilmy83

    They'll use 25% maintenance margin

    https://www.ampfutures.com/trading-info/margins

    I could use smaller contracts, but my default is scaled far enough already that smaller positions is not worth it.

    This is the only news event that AMP extends maintenance margin pretty much the whole day till 1p cst
     
    #693     Oct 31, 2023
    rb7 likes this.
  4. rb7

    rb7

    I don't know how your money and risk management works, but 395$/contract while you current trading balance is 36k$ seems reasonable (at least to me!).
     
    #694     Oct 31, 2023
  5. hilmy83

    hilmy83

    Taking into account multiple reverses and increasing position after certain number of reverses. The realized losses piling up will affect my available margin as I"m trying to recover losses with reverses.

    It's a sick dance between making money everyday, recovering potential losses, and not lose my ass WHEN (not if) I have to eventually take the realized loss for the day.
     
    #695     Oct 31, 2023
    shuraver likes this.
  6. hilmy83

    hilmy83

    WHat I'm doing risk wise is something not a sane large trader/firm would be able to do. It'd cost too much in slippage. Even if they try using iceberg orders to minimize price slips, they would run the risk of losing the opportunity to recover at the right time.

    WHat i'm doing is under the radar of the big boys, and just out of reach of retail traders due to the short term trading I'm doing.

    My competition is very narrow I think...
     
    #696     Oct 31, 2023
  7. tiddlywinks

    tiddlywinks

    I agree.

    What will you do if/when day-trade margins increase officially? Quit trading??

    And I know you know that day-trade margins are nothing but a broker/fcm account "feature" that COULD disappear completely. If a temporary, and quite reasonable day-trade margin increase, with advanced notice to boot, creates an all or none environment for the trading methodology, then the methodology is flawed.
    Just saying.
     
    #697     Oct 31, 2023
  8. hilmy83

    hilmy83

    If they raise the margins permanently, I'll just have to adjust the size settings to much smaller contract.

    I'll worry about that later if we cross that bridge.
     
    #698     Oct 31, 2023
  9. hilmy83

    hilmy83

  10. hilmy83

    hilmy83

    Monthly performance

    Oct: +$2552.50

    upload_2023-11-1_10-15-21.png
     
    Last edited: Nov 1, 2023
    #700     Nov 1, 2023
    p0box4 likes this.