Removing the golden handcuffs

Discussion in 'App Development' started by fan27, Jul 2, 2018.

  1. tommcginnis

    tommcginnis

    That is a fanTAStic set of developments.
    Fingers crossed for ya -- you've certainly paid the dues.
    Way big :thumbsup::thumbsup::thumbsup:.
     
    #191     Aug 21, 2019
    qlai and fan27 like this.
  2. fan27

    fan27

    Thanks! Even if these two opportunities do not materialize it is good evidence that I am on the right track.
     
    #192     Aug 21, 2019
    tommcginnis likes this.
  3. What other options did you consider before taking a loan?

    If your strategies are not dependent on large amounts of capital, why not just scale your account/trade size down to where it needs to be? Then once your strategies work on your dinky account, you can ask to scale it with your partners.
     
    #193     Aug 21, 2019
  4. fan27

    fan27

    When volatility picks up, my strategies need about $120k to handle the wider stops, otherwise, trades will be skipped because they exceed my risk limits per trade.
     
    #194     Aug 21, 2019
    tommcginnis likes this.
  5. I do hope that you only had to borrow a really small amount of money. And that your trade profits will be sufficient to pay back the loan very soon. I wouldn’t like to see that your trading spirals out of control, taking you down.
     
    #195     Aug 21, 2019
  6. Can't you just divide by 5? The goal that I think you should target is proof that your process works. Then people will throw money at you. The actual dollar amount won't matter until you reach capacity for the trades, which I expect is far, far away.
     
    #196     Aug 21, 2019
  7. fan27

    fan27

    It is a relatively small amount to supplement my AlgoTerminal dev work. No worries.
     
    #197     Aug 21, 2019
    HobbyTrading likes this.
  8. fan27

    fan27

    No...you can't. My approach uses volatility based stops where the stop point distance from entry is based on current volatility. My algos will calculate the stop distance and then determine how many contracts can be traded based on account size and max risk per trade which is currently at 1.75% of account. If one contract means that the max risk is exceeded, then the trade is skipped.
     
    #198     Aug 21, 2019
    tommcginnis likes this.
  9. Ah I wasn't clear, I'm saying divide trade size by 5. I have code that looks like this:

    Code:
      quantity = (self.state.maxRiskAmount/self.state.optionForTradeQuote.askPrice)//100
    
    I risk the entire risk amount (i.e., that the option goes to zero) which I can scale up or down. But that risk amount is dinky relative to the portfolio size.
     
    #199     Aug 21, 2019
  10. fan27

    fan27

    Not going to work. 1 divided by 5 is .20. Can't trade .2 contracts. I am all set with my current approach as my goal is to grow my account and trade more capital, not less.
     
    #200     Aug 21, 2019