Real Money Automated Trading Journal

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

  1. The software can be thought of as a type of neural network. Essentially it searches through raw data looking for "patterns". Once patterns are identified, I have NinjaTrader perform backtests using each pattern to determine which are viable.

    I wrote a DLL that reads in the "pattern" file and then executes it within NinjaTrader.

    Concerning experiences with NinjaTrader. Since my system is flat by the end of each trading session, I do not believe the bug you are referring to affects me. I have not personally seen it.
     
    #41     Jul 31, 2012
  2. Today's Results:
    P/L: $-3.81
    Pips: -38
    Account: 1013.78
     
    #42     Aug 1, 2012
  3. When you look at a nice pretty equity curve that seemingly goes straight up, your mind misses these "slow" periods where the P/L goes up and down and seemingly gets no where.

    I am assuming that this is just normal, and because I am seeing it on such a micro timeline I am missing the big picture... Only time will tell. That is the benefit of trading these micro lots, I can let this run for years if need be to gain confidence in the system.
     
    #43     Aug 1, 2012
  4. Today's Results:
    P/L: $+4.70
    Pips: +47
    Account: 1018.48
     
    #44     Aug 2, 2012
  5. Frostengine,

    With your EC2 instance, how many cores are you running and how much RAM? Also does your RAM allowance include the RAM required for windows server or is this separate? and how much is EC2 costing you approximately per month?

    thanks in advance,

    Runningbear
     
    #45     Aug 2, 2012
  6. I am running the "small" instance:
    Small Instance (Default) 1.7 GB of memory, 1 EC2 Compute Unit (1 virtual core with 1 EC2 Compute Unit), 160 GB of local instance storage, 32-bit or 64-bit platform

    I did a 1 year reservation, so I will pay roughly $30 a month. I have 8 strategies running and seem to have plenty of room to grow.
     
    #46     Aug 2, 2012
  7. After tweaking the strategies this weekend,it may be time to ratchet up the risk profile slightly.

    If I trade 1k lot per $333 in the account, I could move up to trading 3 lots. I believe this should be "relatively" safe based on historical results.

    Any thoughts?
     
    #47     Aug 2, 2012
  8. It looks like you've only made $5 so far...and now you want to ratchet up???


    Correct me if i'm wrong on the profit to date.
     
    #48     Aug 3, 2012
  9. I am up $18 since starting on $500. The second $500 I have added to get to 1018, has not been utilized. Which is part of the reason for increasing. At the very least I need to move to 2 contracts to keep the original ratio the same.
     
    #49     Aug 3, 2012
  10. Today's Results:
    P/L: $-3.37
    Pips: -33
    Account: 1015.11

    Weekly Results:

    Week 1 results: +164 pips
    Account value: $516.40

    Week 2 results: -40 pips
    Account value: $1012.38

    Week 3 results: +27 pips
    Account value: $1015.11


    These oscillating returns are driving me nuts.
     
    #50     Aug 3, 2012