Real Money Automated Trading Journal

Discussion in 'Automated Trading' started by frostengine, Jul 19, 2012.

  1. After 1440 trades, I am up about 500 pips.Its been a roller coaster of up and downs.

    The good:
    - Survived slippage and commission over the course of half a year and almost 1500 trades. That is challenging
    - I am profitable, albeit only about 15% at my current leverage
    - The 10 minute bar strategy appears relatively stable

    The bad:
    - Had a huge down swing the last week of December and first week of January. I think the fiscal "cliff"was partly to blame ending up on the wrong side a few times. Dropped around 10% during this time.
    - Only being up 15% is not that reassuring considering I lost nearly 10% at end of year.
    - My 4 range bar strategy is not performing so well. In fact, looking at the chart since starting back in July and I believe that strategy is due for retirement. Maybe I will do a 15 minute bar strategy to go with the 10 minute

    A lot of work is still in front of me. I can see where I want to be and can tell that I am on the right track... If I was on the wrong track after 1500 trades I would not be net positive after commission and slippage.
     
    #161     Jan 27, 2013