My trade-ideas automated trading daily journal

Discussion in 'Journals' started by bandit, Dec 23, 2008.

  1. garyb

    garyb

    really interesting journal. I've been looking into this too. Keep updating in the new year!:D
     
    #11     Dec 31, 2008
  2. Happy New Year, Bandit! Look forward to seeing your results in '09. Should be an interesting year...
     
    #12     Dec 31, 2008
  3. bandit

    bandit

    I am on vacation in TN. Running bot remotely. Will give screen shots when back in town

    Yesterday. +20 on 400 shares
    Today. +33 on 200 shares

    Will start detail in new year
     
    #13     Dec 31, 2008
  4. bandit

    bandit

    Friday was +44.00 on 200 shares

    today was -56.40 on 400 shares

    I now have 3 other guys that are trading the bot as well. It was just a lowsy day all around. No one was green.

    If I get some questions about the automation from people who have automated stuff, I would love the feedback.

    thx Bandit
     
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    #14     Jan 5, 2009
  5. NOVA88

    NOVA88

    This automated trading is BULL%H!#
     
    #15     Jan 5, 2009
  6. trom

    trom

    How close are your actual results vs. the Oddsmaker backtest results?
     
    #16     Jan 5, 2009
  7. bandit

    bandit

    Depends on the strat. If you use real tight spreads in the filters, the results are close... +/-.05. If you use limits on the triggers, you can take a strat that is +.20/share, and double it.

    And ohh yeah automation is bull$%^&. keep believing it buddy
     
    #17     Jan 5, 2009
  8. Looks like the Standard Deviation Long trades got worked on the open today. The short fades seemed to work better. Is that what you saw today?

    What do you mean "spreads" on your filters? bid ask spread?

    What do you use? 100 penny max? 50 penny max?
     
    #18     Jan 5, 2009
  9. bandit

    bandit

    The biggest problem with today was Assents short list. I got rejected on 18 shorts, and that was where the money was.

    As far as spreads... Yes max spread on the stock. I like using tighter spreads, .20 max, the results mirror the OM closer.
     
    #19     Jan 5, 2009
  10. bandit

    bandit

    Same problem today, 12 rejects on shorts.... oh well

    +12.50 on 300

    I am gunna do some retooling tonight, hopefully be better tom.
     
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    #20     Jan 6, 2009