My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

Discussion in 'Data Sets and Feeds' started by julian0625, Mar 27, 2011.

  1. HAHAH! I sure hope I don't have grey hairs ;) lololol

    Yea for sure, I have yet to put any money in an automated strategy, so we will have to see.

    I probably going to have to teach my mom about trading so she could watch the strategy when I'm at school lol.

    I just gotta hope now that my strategy is perfect :D :D :D
     
    #111     Jul 11, 2011
  2. I have limited experience in anything (ATS space) other than turn-key systems, but there is a lot more low-hanging fruit in spreading delta-one instruments or vol-trading. I would look to spreading futures over taking outright spot trades.

    IMO I would look into FI yield-curve trading or switches and cracks in CL and products. Or go into equity options.
     
    #112     Jul 11, 2011

  3. Agree 100%. Forward walk is very important, it is all too easy to fool oneself with something that backtests great. I haven't read the entire thread but if data is 3 years 2007 - 2010, try testing the same strategy for 3 years 2003 - 2006 or any other untested 3 year period, while not a forward walk that will at least yield some clue as to the validity of the strategy over out-of-sample time periods.
     
    #113     Jul 11, 2011
  4. TraDaToR

    TraDaToR

    Julian,

    -Don't spend all your time backtesting. I lost 3 years of my life doing it only to finally find success trading discretionarily. A simple system exploiting market inefficiencies or a known bia of a market beats any indicator based optimized trading system. Backtesting can be useful but only to validate something that "should" work IMO...

    -15K for "education" at 14??? Listen here, you just need free platform, free histos, free backtester right now. Don't pay anything until you are a consistently profitable trader. All the best information or at least the one you need is free. Personally, after 5 years trading professionally, I use a platform that cost 500$ a month and a charting website for 200 $ a year... That's all, and you don't really need more.

    -Starting trading at such a young age can be really promising. If you do it right, at 20, you will have the money, the girls, the house...All the really successful people I know are not typical college grads who dreamed about corporate life. They are more self made business owner that had a passion for something and started doing it really young.
     
    #114     Jul 12, 2011
  5. About the education... I agree. Complete waste of money, and I wish my parents could get it back. Unfortunately, at the time, I was naive and thought that it was necessary. Turns out because of my story being on tv and the newspaper (being 12 when I joined OTA) they racked up 100k in sales, and when I asked for something in return, I got no response.

    Thanks for the compliment!
     
    #115     Jul 12, 2011
  6. So, how is the results from sim-testing this working out? Is it going as expected?
     
    #116     Jul 21, 2011
  7. So far execution (which is what I've been focusing on the last 2 weeks), have been fantastic. I've actually had a few trades that were entered better than what a limit order would have given, as it enters against the momentum usually.

    P/L wise it made about $200 this week. Normally you would see + or - 1-3k so this week was kinda a non event, given how choppy oil has been.

    So definitely no worries so far on execution.

    I am now going to focus on all the potential hazards that can arise while the system is running.

    Thanks for asking!

    Julian
     
    #117     Jul 21, 2011
  8. andrewj

    andrewj

    Just another message of encouragement Julian: don't let the haters/doubters get you down. Hate/doubt comes from jealousy, pure and simple. People also interpret confidence as arrogance when they feel threatened. You obviously have intelligence and a bright future, so stick to your guns and don't let your ideas and ambitions be swayed by those who lack the desire and intellect to achieve their own.

    I wish I had started in my teens instead of having a great idea for 8 years and then finally starting to act on it in my 20s.
     
    #118     Jul 22, 2011
  9. Thanks for the kind words! I really appreciate it. I am grateful that my parents have allowed me the freedom to follow this passion.
     
    #119     Jul 22, 2011
  10. Nice! when will you start live trading?
     
    #120     Jul 23, 2011