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

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

  1. 14 yrs old...damn i wish i started when i was that age
     
    #121     Jul 23, 2011
  2. hah..

    hershey,is that you??

    :eek:
     
    #122     Jul 23, 2011
  3. Uhhh...who?
     
    #123     Jul 23, 2011
  4. Currently I am in the process of starting a hedge fund of some sorts (obviously not under my name, legal issues) in which when I get it up and running, I am going to probably have 10-20% allocated to the strategy, with the rest mixes of directional stock/future/fx centered around a global macro foundation.

    It may take another few months before I have the fund working, so it may be a while before I actually start trading it live.

    I do have some investors interested, although I cannot mention any names.

    So until thats all over with... I am just going to be honing my directional trading skills, and continue improving and creating new strategies.

    Julian
     
    #124     Jul 23, 2011
  5. Adding one tick of slippage will turn this strategy into the negative, and the profit factors are very low.
     
    #125     Jul 23, 2011
  6. Yes my strategy has drastically changed since then.

    PF is now 1.6

    Avg Trade is $180 including comm and 1 tick slippage.
     
    #126     Jul 23, 2011
  7. Yeah I wish was where you are now at your age. I did start investing in stocks around 14 as well, but it was mostly nonsense. Didn't really do anything meaningful until after 21. You seem to be doing some pretty impressive stuff here. Keep us posted on how your strategy works out.
     
    #127     Jul 23, 2011
  8. Yes, quite a bit different. PF is still low.
     
    #128     Jul 23, 2011
  9. Does your strategy scale well enough to accommodate your hedge fund ambitions?
     
    #129     Jul 23, 2011
  10. So you became a vendor now and Elitetrader is your free marketing tool right?

    Glad your daddy helps you cheat people.
     
    #130     Jul 24, 2011