Offering auto-trading long-only options system "sys13"

Discussion in 'Trading' started by botpro, Jan 20, 2016.

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  1. botpro

    botpro

    This was already done, but the conclusion is: MDD is higher the smaller the acct is.
    An acctsize of 600k seems ideal in many aspects.
     
    #51     Jan 21, 2016
  2. botpro

    botpro

    This was already answered in the previous postings. Main reason is: lack of capital :-(
     
    #52     Jan 21, 2016
  3. Showing proof of a 5% MaxDD for returning 100% profits would be already absolutely outstanding! imo
     
    #53     Jan 21, 2016
    dartmus likes this.
  4. botpro

    botpro

    This is possible, just need to find the right params:

    $ ../periodpct1.exe 100 252 0
    PeriodPct = 0.275437038

    But, the question is: how big should the initial account size be?...
     
    #54     Jan 21, 2016
  5. Huh?? Actual data not actual trading capital.
     
    #55     Jan 21, 2016
    VPhantom likes this.
  6. Just 2 cents:

    Perhaps open several simulation accounts with $100,000 each, from different brokers.

    However, start trading only with $80,000 as initial capital size, setting aside $20,000 as FX.
     
    #56     Jan 21, 2016
    dartmus and VPhantom like this.
  7. botpro

    botpro

    Oh sorry, you mean testing on a paper account using real data?
    If someone can provide an API I can do it.
    But the question is: how many days/weeks has it to run?
    Isn't GBM much better?
     
    #57     Jan 21, 2016
  8. botpro

    botpro

    More than a broker and API is too much work.
    Best would be a testacct of size 600k at a brokerage house with an API.
    But as said: how many days/weeks to trade?
     
    #58     Jan 21, 2016
  9. Take your time! Perhaps!
     
    #59     Jan 21, 2016
    dartmus likes this.
  10. botpro

    botpro

    Ok, here's the results of a 6th run, together with the distribution of the trade durations:
    Code:
    Profit in 1 year                    1012.00%
    Avg Monthly Rate of Return (ROR):     22.23%
    Avg Weekly Rate of Return:             4.90%
    Avg Daily Rate of Return:              0.96%
    Highest Daily Gain of AV:             18.49%
    Highest Daily Loss of AV:             -3.63%
    Max Drawdown of AV:                  -10.38%
    
    Code:
    Trade durations in days:               
        days    trades    cumul_trades    cumul_percent
        1    888    888    44.98
        2    300    1188    60.18
        3    194    1382    70.01
        4    156    1538    77.91
        5    106    1644    83.28
        6    80    1724    87.34
        7    55    1779    90.12
        8    42    1821    92.25
        9    22    1843    93.36
        10    29    1872    94.83
        11    49    1921    97.32
        12    17    1938    98.18
        13    13    1951    98.83
        14    6    1957    99.14
        15    9    1966    99.59
        16    4    1970    99.80
        17    1    1971    99.85
        19    1    1972    99.90
        20    2    1974    100.00
    
     
    Last edited: Jan 21, 2016
    #60     Jan 21, 2016
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