Index futures automation

Great journal, keep up the amazing work!

It is a bit hard to read the statements, do you have daily PnL list, for last month or since inception.

 

It's all in the daily/monthly posts.

but if you want to see the dailies...

Date SPX NDX Algo net
2/20/23 0.00% 0.00% 0.00%
2/21/23 -2.00% -2.410% 0.004%
2/22/23 -0.16% 0.050% 0.258%
2/23/23 0.53% 0.940% 0.185%
2/24/23 -1.05% -1.730% 0.286%
2/27/23 0.31% 0.740% 0.009%
2/28/23 -0.30% -0.130% 0.004%
3/1/23 -0.47% -0.860% 0.009%
3/2/23 0.76% 0.890% 0.227%
3/3/23 1.61% 2.040% 0.004%
3/6/23 0.07% 0.090% 0.009%
3/7/23 -1.53% -1.220% 0.004%
3/8/23 0.14% 0.520% 0.004%
3/9/23 -1.85% -1.800% 0.403%
3/10/23 -1.45% -1.380% 0.234%
3/13/23 -0.15% 0.790% 0.031%
3/14/23 1.68% 2.320% 0.151%
3/15/23 -0.73% 0.420% 0.241%
3/16/23 1.76% 2.690% 0.119%
3/17/23 -1.10% -0.490% 0.124%
3/20/23 0.89% 0.340% 0.203%
3/21/23 1.30% 1.420% 0.124%
3/22/23 -1.65% -1.370% 0.000%
3/23/23 0.30% 1.290% 0.289%
3/24/23 0.56% 0.300% 0.288%
3/27/23 0.16% -0.740% 0.215%
3/28/23 -0.16% -0.490% 0.183%
3/29/23 1.42% 1.870% 0.151%
3/30/23 0.57% 0.910% 0.172%
3/31/23 1.44% 1.680% 0.223%
4/3/2023 0.37% -0.250% 0.235%
4/4/2023 -0.58% -0.370% 0.119%
4/5/2023 -0.25% -1.010% 1.880%
4/6/2023 0.36% 0.740% 0.117%
4/10/2023 0.10% -0.090% 0.140%
4/11/2023 0.00% -0.670% 0.248%
4/12/2023 -0.41% -0.890% 0.288%
4/13/2023 1.33% 2.030% 0.176%
4/14/2023 -0.21% -0.230% 0.379%
4/17/2023 0.33% 0.060% 0.643%
4/18/2023 0.09% 0.030% 0.049%
4/19/2023 -0.01% -0.020% 0.380%
4/20/2023 -0.60% -0.780% 0.193%
4/21/2023 0.09% 0.110% 0.311%
4/24/2023 0.09% -0.240% 0.141%
4/25/2023 -1.58% -1.890% 0.123%
4/26/2023 -0.38% 0.640% 0.251%
4/27/2023 1.96% 2.760% 0.152%
4/28/2023 0.83% 0.650% 0.582%
5/1/2023 -0.04% -0.110% 0.025%
5/2/2023 -1.16% -0.890% 0.006%
5/3/2023 -0.70% -0.640% 0.000%
5/4/2023 -0.72% -0.370% 0.190%
5/5/2023 1.85% 2.130% 0.289%
5/8/2023 0.05% 0.250% 0.083%
5/9/2023 -0.46% -0.680% 0.073%
5/10/2023 0.45% 1.110% 0.092%
5/11/2023 -0.17% 0.310% 0.124%
5/12/2023 -0.16% -0.370% 0.099%
5/15/2023 0.30% 0.550% 0.140%
5/16/2023 -0.64% 0.090% 0.169%
5/17/2023 1.19% 1.220% 0.023%
5/18/2023 0.94% 1.810% 0.130%
5/19/2023 -0.14% -0.230% 0.092%
5/22/2023 0.02% 0.340% 0.280%
5/23/2023 -1.12% -1.280% 0.091%
5/24/2023 -0.73% -0.500% 0.158%
5/25/2023 0.88% 2.460% 0.367%
5/26/2023 1.30% 2.580% 0.119%
5/30/2023 0.00% 0.400% 0.296%
5/31/2023 -0.61% -0.700% 0.166%
6/1/2023 0.99% 1.310% 0.109%
6/2/2023 1.45% 0.730% 0.411%
6/5/2023 -0.20% 0.070% 0.146%
6/6/2023 0.24% 0.010% 0.207%
6/7/2023 -0.38% -1.750% 0.323%
6/8/2023 0.62% 1.270% 0.173%
6/9/2023 0.11% 0.300% 0.294%
6/12/2023 0.93% 1.760% 0.019%
6/13/2023 0.69% 0.790% 0.210%
6/14/2023 0.08% 0.700% 0.422%
6/15/2023 1.22% 1.200% 0.031%
6/16/2023 -0.37% -0.670% 0.309%
6/20/2023 -0.47% -0.090% 0.180%
6/21/2023 -0.52% -1.350% 0.276%
6/22/2023 0.37% 1.180% 0.179%
6/23/2023 -0.77% -1.000% 0.402%
6/26/2023 -0.45% -1.360% 0.033%
6/27/2023 1.15% 1.750% 0.024%
6/28/2023 -0.04% 0.120% 0.450%
6/29/2023 0.45% -0.160% 0.000%
6/30/2023 1.23% 1.600% 0.132%
7/3/2023 0.12% 0.190% 0.000%
7/5/2023 -0.20% -0.030% 0.000%
7/6/2023 -0.79% -0.750% 0.285%
7/7/2023 -0.29% -0.350% 0.170%
7/10/2023 0.24% 0.060% 0.799%
7/11/2023 0.67% 0.490% 0.161%
7/12/2023 0.74% 1.240% 0.139%
7/13/2023 0.85% 1.730% 0.236%
7/14/2023 -0.10% -0.040% 0.280%
7/17/2023 0.39% 0.950% 0.000%
7/18/2023 0.71% 0.820% 0.000%
7/19/2023 0.24% -0.090% 0.111%
7/20/2023 -0.68% -2.280% 0.155%
7/21/2023 0.03% -0.260% 0.201%
7/24/2023 0.40% 0.140% 0.287%
7/25/2023 0.28% 0.730% 0.163%
7/26/2023 -0.02% -0.400% 0.000%
7/27/2023 -0.64% -0.220% 0.367%
7/28/2023 0.99% 1.850% 0.184%
7/31/2023 0.15% 0.040% 0.179%
8/1/2023 -0.27% -0.250% 0.214%
8/2/2023 -1.38% -2.210% 0.161%
8/3/2023 -0.25% -0.110% 0.218%
8/4/2023 -0.53% -0.510% 0.195%
8/7/2023 0.90% 0.870% 0.342%
8/8/2023 -0.42% -0.870% 0.212%
8/9/2023 -0.70% -1.120% 0.305%
8/10/2023 0.03% 0.180% 0.271%
8/11/2023 -0.11% -0.670% 0.184%
8/14/2023 0.58% 1.180% 0.210%
8/15/2023 -1.16% -1.100% 0.000%
8/16/2023 -0.76% -1.070% 0.115%
8/17/2023 -0.77% -1.080% 0.124%
8/18/2023 -0.01% -0.140% 0.268%
8/21/2023 0.69% 1.650% 0.246%
8/22/2023 -0.280% -0.190% 0.199%
8/23/2023 1.100% 1.600% 0.216%
8/24/2023 -1.350% -2.190% 0.257%
8/25/2023 0.670% 0.850% 0.265%
8/28/2023 0.630% 0.740% 0.000%
8/29/2023 1.450% 2.150% 0.146%
8/30/2023 0.380% 0.560% 0.103%
8/31/2023 -0.160% 0.250% 0.278%
9/1/2023 0.180% -0.070% 0.164%
9/5/2023 -0.420% 0.110% 0.219%
9/6/2023 -0.700% -0.880% 0.228%
9/7/2023 -0.320% -0.730% 0.189%
9/8/2023 0.140% 0.140% 0.217%
9/11/2023 0.670% 1.190% 0.000%
9/12/2023 -0.570% -1.110% 0.000%
9/13/2023 0.120% 0.440% 0.273%
9/14/2023 0.840% 0.820% 0.297%
9/15/2023 -1.220% -1.750% 0.147%
9/18/2023 0.070% 0.150% 0.277%
9/19/2023 -0.220% -0.220% 0.181%
9/20/2023 -0.940% -1.460% 0.000%
9/21/2023 -1.640% -1.840% 0.312%
9/22/2023 -0.230% 0.050% 0.233%
9/25/2023 0.400% 0.460% 0.171%
9/26/2023 -1.470% -1.510% 0.179%
9/27/2023 0.020% 0.240% 0.214%
9/28/2023 0.590% 0.840% 0.000%
9/29/2023 -0.270% 0.080% 0.213%
10/2/2023 0.010% 0.830% 0.239%
10/3/2023 -1.370% -1.830% 0.432%
10/4/2023 0.810% 1.450% 0.255%
10/5/2023 -0.130% -0.360% 0.002%
10/6/2023 1.180% 1.700% 0.228%
10/9/2023 0.630% 0.490% 0.165%
10/10/2023 0.520% 0.560% 0.000%
10/11/2023 0.430% 0.720% 0.255%
10/12/2023 -0.620% -0.370% 0.183%
10/13/2023 -0.500% -1.240% 0.308%
10/16/2023 1.060% 1.180% 0.154%
10/17/2023 -0.010% -0.330% 0.183%
10/18/2023 -1.340% -1.410% 0.193%
10/19/2023 -0.850% -0.850% 0.509%
10/20/2023 -1.260% -1.500% 0.329%
10/23/2023 -0.170% 0.300% 0.327%
10/24/2023 0.730% 0.970% 0.249%
10/25/2023 -1.430% -2.470% 0.233%
10/26/2023 -1.180% -1.890% 0.373%
10/27/2023 -0.480% 0.500% 0.308%
10/30/2023 1.200% 1.090% 0.251%
10/31/2023 0.650% 0.520% 0.267%
11/2/2023 1.890% 1.740% 0.178%
11/3/2023 0.940% 1.210% 0.214%
11/6/2023 0.180% 0.370% 0.301%
11/7/2023 0.280% 0.930% 0.138%
11/8/2023 0.100% 0.110% 0.000%
11/9/2023 -0.810% -0.820% 0.195%
11/10/2023 1.560% 2.250% 0.414%
11/13/2023 -0.080% -0.300% 0.000%
11/14/2023 1.910% 2.130% 0.305%
11/15/2023 0.160% 0.030% 0.170%
11/16/2023 0.120% 0.100% 0.273%
11/17/2023 0.130% 0.030% 0.409%
11/20/2023 0.740% 1.190% 0.302%
11/21/2023 -0.200% -0.580% 0.225%
11/22/2023 0.410% 0.430% 0.330%
11/24/2023 0.060% -0.130% 0.000%
11/27/2023 -0.200% -0.110% 0.400%
11/28/2023 0.100% 0.300% 0.147%
11/29/2023 -0.090% -0.140% 0.157%
11/30/2023 0.380% -0.250% 0.206%
12/1/2023 0.590% 0.310% 0.370%
12/4/2023 -0.540% -0.990% 0.171%
12/5/2023 -0.060% 0.240% 0.446%
12/6/2023 -0.390% -0.560% 0.323%
12/7/2023 0.800% 1.480% 0.283%

 

And prior to that was backtests and backtests. Also was dealing with code issues/dev issues/AMP warnings/switching platforms..

This was a learning experience. But the payout looks worth it so far.

See @SimpleMeLike , this is why we READ and BACKTEST...

https://www.elitetrader.com/et/threads/index-futures-automation.368144/page-18#post-5748061

https://www.elitetrader.com/et/threads/what-is-this-guy-talking-about-amp.367291/

https://www.elitetrader.com/et/threads/amp-metatrader-5-server-location.370534/

https://www.elitetrader.com/et/threads/i-need-a-quantower-developer.373803/

Then back to MT5 lol

 

Excellent results.
Are you still trading the micro contracts ?

 

Good Morning hilmy83,

Did you ask them what type of trading performance they wanted to see for you to trade and manage their money?

 

A real investor would wnat to know about the risk adjusted returns. Nobody cares about 100% return if the sharpe ratio is like 0.1

Basically this bot wouldn't fit into the category of investable strategy. Plus it's not scalable as I mentioned earlier.

The only options are just trade myself (or with small family/friend group) or sell the IP outright.

Doing it myself is fine, but at this rate, I wouldn't hit six figs until 2025. And not sure what the selling option would look like. 10x revenue sounds about right.

I'll decide in 2025 when this journal ends..

 

'Doing it myself is fine, but at this rate, I wouldn't hit six figs until 2025.'

Hmmm....

We are in December 2023.

2025 is, what, 13 months away...
I'd suggest you plug on.
Gradually increase trade size.
Rinse and repeat.
I congratulate you on your hard work, and persistence.

 

I am genuinely not trying to debate you or maybe I am simply misinterpreting what you're saying, but your statement reads as if the trading / investment world is all in a little box and you need a certain history or safe performance measurement before any interest and that's just not the case in reality. Sure, maybe a lot of people care, that could be true. But there's plenty of people trading large sums of money with risky strategies/methods or even just literal bad strategies, just looking to turn a profit because it isn't their money. That's not like super uncommon. Sometimes investors are even aware of the extreme risk and still decide to continue, doesn't make them any less "real" of an investor or not. Again maybe you didn't mean all of that literally, but just saying / asking for clarification.