Mirror trading a paper account

Discussion in 'Automated Trading' started by GotherL, Aug 15, 2020.

  1. Bad_Badness

    Bad_Badness

    I would say give it a test run. Do a ratio of what you do on paper, say 25%. It is seems to work for say a week, do 50% for two week, then 100% for a week. After a month you should have more data and the "hints" of "technical advantage". Worse case, a false start and not too much damage.

    BTW: 1K is a small amount by most standards. If it is significant to you, then that might be an issue.

    PS: that picture does not show commissions. Better to calculate that in also.

    PPS: you could try several simulators also.
     
    #11     Aug 15, 2020
  2. SunTrader

    SunTrader

    My thought as well.
     
    #12     Aug 15, 2020
  3. GotherL

    GotherL

    I have tried other simulators and find the one my broker offers to be the most realistic for me. It is delayed by 15 min. However, I only trade and use what I see in my platform and don't use social media, news or anything else to give me an unfair "hindsight" advantage.

    With past simulators like tradingsim for example. I can scroll back in time from a historical 2 year period. Since I follow the stock market almost everyday for the past 4 years it was almost hindsight trading for many tickers. Another psychological advantage I found was I can fast forward or switch the value of 1 second into 1m-30m. Giving me more patience on trades than I would have in actual trading.

    If the sim even hinted me it gave me an unfair advantage in any way than I wouldn't be using it.
     
    Last edited: Aug 15, 2020
    #13     Aug 15, 2020
  4. I had made 1200% in demo in a few week.

    I haven't gone live yet, but I already know it's impossible. Especially when we make scalps
     
    #14     Aug 15, 2020
  5. Bad_Badness

    Bad_Badness

    Live data feeds could also make difference. When it is happening, it is pretty chaotic. Hence the term "orderly" market. Even short price spikes playing out in a particular stock in Realtime can be chaotic.

    When Lehman Bros went down, I had a futures index short position, 135K up. Placed a Market order before the open. Order did not execute for 20 minutes. Ended up 35K. Extreme example. In hindsight, I should have placed the night before. "Get in Line buddy"

    Delay 15 minutes later it is all "very orderly".

    Just recently I had a 4 day old, GTC LMT BUY order execute at 4.03, but the lowest print was 4.06 or something. I did not check the tape but I got filled. I figure it was some sort of "sweep to fill" algo went off and I got consolidated into it. That was real money.

    Paper or Live, you are still "out in the boondocks" compared to where the action is taking place. I figure I am 500-600 ms away from the exchange servers. 250ms of that is from IB to the exchange. I have an advantage there for sure with paper. For sure a 15 minute delay quote give you an "orderly market" advantage.
     
    Last edited: Aug 15, 2020
    #15     Aug 15, 2020
  6. Millionaire

    Millionaire

    You can take big paper risks and let losses run and still sleep at night.

    In a real account, your amygdala will make you puke up your position at your subconscious max loss point :vomit:
     
    Last edited: Aug 15, 2020
    #16     Aug 15, 2020
  7. GotherL

    GotherL

    I think you might've misunderstood the wording. The sim is set to mimmick everything in the real-time platform but 15 minutes in the past. It's not like you place an order and it gets filled 15 min later or the charts/lvl 2 are showing 15m delayed data from what the price currently is. I don't see how that is giving me an advantage as longest I am not looking at real-time quotes, current news or social media. Which would be essentially cheating.
     
    Last edited: Aug 15, 2020
    #17     Aug 15, 2020
  8. Overnight

    Overnight

    The sim did give you an advantage. You mentioned it in the same post..

    See bold #1

    Stop using the sim, since it gave you an advantage. See bold #2
     
    #18     Aug 15, 2020
  9. GotherL

    GotherL

    Exactly, that was for tradingsim. (Reason, I don't use it anymore.) Not the current sim I am using. It does not have those features.
     
    #19     Aug 15, 2020
  10. Overnight

    Overnight

    Go live, Monday. These are the most exciting times you are seeing in price action across many instruments, in forever.

    Just give it a whirl. I got it all sucked into my brain during the VIX slow times of 8-12. Now we're in 20-100 range. GO FOR IT!
     
    #20     Aug 15, 2020