Today's trades. Bot setup: 2 bots buying at random time with a fixed spread. 2 bots buying below 90 sec and 15 min SMA using a fixed spread. Each bots operates a lot of 50 stocks. Summary: 65 buyes x50 stocks, avg price 174.05 = 565,662.5 57 sells x50 stocks, avg price 174.19 = 496,441.5 400 open, plan to sell for 175+ = 70,000 Total profit I might get one days is: 70,000 + 496,441.5 - 565,662.5 = $779 If I sell 400 stocks for its avg price of 172.31, then the total loss would be $297. 400 stocks left open with avg price 172.31, last price is 169.64. I'll sell them for around 175-177 once (or if, heh-heh) it grows to this point again. Currently I'm full and bots will be waiting for the closing of existing position of 400 stocks. Bots got stuck with open positions when TQQQ price went down from $176 to $169, it is an expected behavior because we assume a bear market and don't do stop loss. I started a new set of bots when market stabilized a bit. P&L below is not real, because it mixes orders. Code: Time Symbol Action Qty Price Bot Fee P&L 12:04:16 TQQQ BOT 50 171.91ave90 1 12:01:14 TQQQ SLD 50 172.1ave90 1.2 -14.31 12:00:58 TQQQ SLD 50 171.92ave90 1.2 -26.61 12:00:58 TQQQ BOT 50171.8799ave90 1 12:00:26 TQQQ BOT 50 171.79ave90 1 11:55:54 TQQQ SLD 50 172.32ave90 1.2 -11.03 11:45:09 TQQQ BOT 50 172.19ave90 1 11:45:04 TQQQ SLD 50 172.23ave90 1.2 -17.71 11:44:17 TQQQ BOT 50 172.1ave90 1 11:32:37 TQQQ SLD 50 172.42ave90 1.21 -11.36 11:11:22 TQQQ BOT 50 172.29ave90 1 11:11:21 TQQQ SLD 50 172.35ave90 1.21 -17.1 11:11:05 TQQQ BOT 50 172.22ave90 1 11:10:12 TQQQ SLD 50 172.35ave90 1.21 -20.15 11:09:35 TQQQ SLD 50 172.21ave90 1.2 -30.64 11:09:35 TQQQ BOT 50 172.22ave90 1 11:09:27 TQQQ BOT 50 172.08ave90 1 11:08:46 TQQQ SLD 50 172.44ave90 1.21 -24.13 11:01:38 TQQQ BOT 50 172.31ave90 1 11:01:37 TQQQ SLD 50 172.33ave90 1.2 -33.7 11:01:00 TQQQ BOT 50 172.2ave90 1 10:57:52 TQQQ SLD 50 172.59ave90 1.21 -26.12 10:55:41 TQQQ BOT 50 172.46ave90 1 10:54:26 TQQQ SLD 50 172.7ave90 1.21 -24.97 10:50:14 TQQQ BOT 50 172.57ave90 1 10:43:08 TQQQ SLD 50 172.83ave90 1.21 -22.65 10:39:38 TQQQ BOT 50 172.7ave90 1 10:38:31 TQQQ SLD 50 172.88ave90 1.21 -24 10:32:29 TQQQ BOT 50 172.75ave90 1 10:19:08 TQQQ SLD 50 173.13ave90 1.21 -15.54 10:14:56 TQQQ BOT 50 173ave90 1 10:03:34 TQQQ SLD 50 173.1ave90 1.21 -19.87 10:02:53 TQQQ BOT 50 172.97ave90 1 9:59:00 TQQQ SLD 50 173.37ave90 1.21 -9.83 8:34:30 TQQQ BOT 50 173.24ave90 1 8:33:52 TQQQ SLD 50 173.41ave90 1.21 -9.85 8:26:34 TQQQ BOT 50 173.28ave90 1 8:26:33 TQQQ SLD 50 173.32ave90 1.21 -16.37 8:26:19 TQQQ BOT 50 173.19ave90 1 8:25:45 TQQQ SLD 50 173.49ave90 1.21 -10.82 8:22:10 TQQQ BOT 50 173.36ave90 1 8:22:06 TQQQ BOT 50 173.47ave900 1 8:19:09 TQQQ BOT 50 173.75rnd0.3 1 8:18:32 TQQQ BOT 50 173.8rnd0.1 1 8:11:39 TQQQ SLD 50 173.85rnd0.1 1.21 3.82 8:11:32 TQQQ SLD 50 173.82rnd0.3 1.21 2.32 8:10:04 TQQQ BOT 50 173.72rnd0.1 1 8:10:00 TQQQ SLD 50 173.67rnd0.1 1.21 -5.27 8:09:37 TQQQ BOT 50 173.53rnd0.1 1 8:09:35 TQQQ SLD 50 173.57rnd0.1 1.21 -12.28 8:09:21 TQQQ BOT 50 173.44rnd0.1 1 8:09:18 TQQQ SLD 50 173.51rnd0.1 1.21 -18.6 8:09:16 TQQQ SLD 50 173.42ave90 1.21 -23.1 8:09:09 TQQQ BOT 50 173.29ave90 1 8:09:02 TQQQ BOT 50 173.38rnd0.1 1 8:08:42 TQQQ BOT 50 173.48rnd0.3 1 8:08:31 TQQQ SLD 50 173.53rnd0.3 1.21 -34.65 8:08:16 TQQQ SLD 50 173.38rnd0.1 1.21 -42.14 8:07:49 TQQQ BOT 50 173.24rnd0.1 1 8:07:16 TQQQ SLD 50 173.32rnd0.1 1.21 -54.53 8:07:08 TQQQ BOT 50 173.19rnd0.3 1 8:07:08 TQQQ BOT 50 173.19rnd0.1 1 7:46:24 TQQQ SLD 50 174.62ave90 1.21 -23.61 7:46:24 TQQQ BOT 50 174.675ave90 1 7:46:21 TQQQ BOT 50 174.49ave90 1 7:45:58 TQQQ BOT 50 174.98rnd 1 7:45:51 TQQQ SLD 50 175.07rnd 1.21 -16.76 7:44:03 TQQQ BOT 50 174.93rnd 1 7:44:02 TQQQ SLD 50 174.95rnd 1.21 -33.54 7:43:57 TQQQ BOT 50 174.81rnd 1 7:42:39 TQQQ BOT 50 174.99ave900 1 7:25:01 TQQQ BOT 50 176.93rnd 1 7:21:57 TQQQ SLD 50 176.99rnd 1.21 14.79 7:14:35 TQQQ BOT 50 176.65rnd 1 7:13:56 TQQQ SLD 50 176.55rnd 1.21 14.79 7:12:49 TQQQ BOT 50 176.21rnd 1 7:12:22 TQQQ SLD 50 176.28rnd 1.21 51.39 7:12:22 TQQQ SLD 50 176.28rnd 1.21 51.39 7:12:20 TQQQ SLD 50 176.23rnd 1.21 48.89 7:12:20 TQQQ SLD 50 176.24rnd 1.21 49.39 7:12:20 TQQQ SLD 50 176.24rnd 1.21 49.39 7:11:31 TQQQ BOT 50 175.89rnd 1 7:10:14 TQQQ SLD 50 176.09rnd 1.21 50.41 7:09:18 TQQQ SLD 50 175.94rnd 1.21 42.91 7:07:14 TQQQ BOT 50 175.6rnd 1 7:07:12 TQQQ SLD 50 175.61rnd 1.21 32.03 7:06:15 TQQQ BOT 50 175.27rnd 1 7:06:14 TQQQ SLD 50 175.3rnd 1.21 19.98 7:04:16 TQQQ BOT 50 174.96rnd 1 7:04:11 TQQQ SLD 50 175.05rnd 1.21 8.52 7:04:07 TQQQ SLD 50 174.9rnd 1.21 1.02 7:03:34 TQQQ SLD 50 174.65ave90 1.21 -11.48 7:03:06 TQQQ BOT 50 174.47ave90 1 7:03:05 TQQQ SLD 50 174.43ave90 1.21 -25.09 7:02:55 TQQQ BOT 50 174.3ave90 1 7:01:11 TQQQ BOT 50 174.76rnd 1 7:01:09 TQQQ SLD 50 174.81rnd 1.21 -12.05 7:00:49 TQQQ BOT 50 174.67rnd 1 7:00:46 TQQQ SLD 50 174.69rnd 1.21 -20.86 7:00:41 TQQQ BOT 50 174.55rnd 1 7:00:35 TQQQ BOT 50 174.7rnd 1 7:00:33 TQQQ SLD 50 174.73rnd 1.21 -27.52 7:00:30 TQQQ SLD 50 174.6rnd 1.21 -34.02 7:00:28 TQQQ SLD 50 174.48ave90 1.21 -40.02 6:59:26 TQQQ BOT 50 174.35ave90 1 6:59:21 TQQQ BOT 50 174.47rnd 1 6:59:17 TQQQ SLD 50 174.53rnd 1.21 -51.29 6:58:31 TQQQ BOT 50 174.39rnd 1 6:58:31 TQQQ BOT 50 174.39rnd 1 6:47:05 TQQQ BOT 50 175.95rnd 1 6:46:59 TQQQ SLD 50 176.12rnd 1.21 5.64 6:46:19 TQQQ BOT 50 175.98rnd 1 6:46:17 TQQQ SLD 50 176.04rnd 1.21 1.86 6:45:08 TQQQ BOT 50 175.9rnd 1 6:45:08 TQQQ BOT 50 175.9rnd 1 6:43:57 TQQQ BOT 50 176.1rnd 1 6:43:55 TQQQ SLD 50 176.1rnd 1.21 5.46 6:41:07 TQQQ BOT 50 175.96rnd 1 6:41:07 TQQQ BOT 50 175.94rnd 1 6:41:07 TQQQ BOT 50 175.94rnd 1 6:39:21 TQQQ SLD 50 176.17rnd 1.21 4.79 6:39:07 TQQQ BOT 50 176.03rnd 1
03/01/18 Trades: 22 Profit: $137.5 Code: SymbolDate/Time Buy/SellQuantity Price Proceeds Commission TQQQ 3/1/2018 9:39 BUY 50 166.01 -8300.5 -1.00 TQQQ 3/1/2018 10:27 SELL -50 166.26 8313 -1.20 TQQQ 3/1/2018 10:27 BUY 50 166.1 -8305 -1.00 TQQQ 3/1/2018 10:27 SELL -50 166.35 8317.5 -1.20 TQQQ 3/1/2018 10:27 BUY 50 166.28 -8314 -1.00 TQQQ 3/1/2018 10:29 SELL -50 166.53 8326.5 -1.20 TQQQ 3/1/2018 10:29 BUY 50 166.39 -8319.5 -1.00 TQQQ 3/1/2018 10:30 SELL -50 166.64 8332 -1.20 TQQQ 3/1/2018 10:30 BUY 48 166.57 -7995.36 -1.00 TQQQ 3/1/2018 10:30 BUY 2 166.57 -333.14 0.00 TQQQ 3/1/2018 10:30 SELL -50 166.82 8341 -1.20 TQQQ 3/1/2018 10:30 BUY 50 166.75 -8337.5 -1.00 TQQQ 3/1/2018 10:32 SELL -50 167 8350 -1.20 TQQQ 3/1/2018 10:33 BUY 50 166.95 -8347.5 -1.00 TQQQ 3/1/2018 10:33 SELL -50 167.2 8360 -1.20 TQQQ 3/1/2018 10:33 BUY 50 167.14 -8357 -1.00 TQQQ 3/1/2018 10:33 SELL -50 167.39 8369.5 -1.20 TQQQ 3/1/2018 10:33 BUY 50 167.31 -8365.5 -1.00 TQQQ 3/1/2018 10:33 SELL -50 167.56 8378 -1.20 TQQQ 3/1/2018 10:33 BUY 50 167.5 -8375 -1.00 TQQQ 3/1/2018 10:34 SELL -50 167.75 8387.5 -1.20 TQQQ 3/1/2018 10:37 BUY 50 167.7 -8385 -1.00 TQQQ 3/1/2018 10:41 SELL -50 167.95 8397.5 -1.20 03/02/18 Trades: 14 Profit: $77 Code: Symbol Date Time Buy/Sell Quantity Price Proceeds Commission TQQQ 3/2/2018 12:29 BUY 50 159 -7950 -1 TQQQ 3/2/2018 12:29 SELL -50 159.25 7962.5 -1.19 TQQQ 3/2/2018 12:31 BUY 50 158.94 -7947 -1 TQQQ 3/2/2018 12:47 SELL -50 159.19 7959.5 -1.19 TQQQ 3/2/2018 12:58 BUY 50 160 -8000 -1 TQQQ 3/2/2018 12:58 SELL -50 160.25 8012.5 -1.19 TQQQ 3/2/2018 13:01 BUY 50 159.81 -7990.5 -1 TQQQ 3/2/2018 14:17 BUY 50 159.97 -7998.5 -1 TQQQ 3/2/2018 14:17 SELL -50 160.06 8003 -1.19 TQQQ 3/2/2018 14:46 BUY 50 160.04 -8002 -1 TQQQ 3/2/2018 14:46 SELL -50 160.22 8011 -1.19 TQQQ 3/2/2018 14:49 SELL -50 160.29 8014.5 -1.19 TQQQ 3/2/2018 14:52 BUY 50 160.1 -8005 -1 TQQQ 3/2/2018 15:25 SELL -50 160.14 8007 -1.19
03/05/18 Trades: 26 Net: +$119 Commissions: $26.35 Code: Symbol Date/Time Buy/Sell Quantity Price Proceeds Commission TQQQ 3/5/2018 9:54 BUY 50 159.73 -7986.50 -1.00 TQQQ 3/5/2018 9:54 SELL -50 159.93 7996.50 -1.19 TQQQ 3/5/2018 10:02 BUY 50 160.03 -8001.50 -1.00 TQQQ 3/5/2018 10:03 SELL -50 160.22 8011.00 -1.19 TQQQ 3/5/2018 10:10 BUY 50 159.65 -7982.50 -1.00 TQQQ 3/5/2018 10:27 SELL -50 159.85 7992.50 -1.19 TQQQ 3/5/2018 10:32 BUY 50 160.25 -8012.50 -1.00 TQQQ 3/5/2018 10:36 SELL -50 160.44 8022.00 -1.19 TQQQ 3/5/2018 10:55 BUY 50 161.91 -8095.50 -1.00 TQQQ 3/5/2018 10:56 SELL -50 162.11 8105.50 -1.19 TQQQ 3/5/2018 11:06 BUY 20 163.26 -3265.20 -1.00 TQQQ 3/5/2018 11:06 BUY 30 163.26 -4897.80 0.00 TQQQ 3/5/2018 11:07 SELL -50 163.46 8173.00 -1.19 TQQQ 3/5/2018 11:18 BUY 50 163.48 -8174.00 -1.00 TQQQ 3/5/2018 11:19 SELL -50 163.68 8184.00 -1.20 TQQQ 3/5/2018 11:56 BUY 50 166.19 -8309.50 -1.00 TQQQ 3/5/2018 11:57 SELL -41 166.39 6821.99 -1.16 TQQQ 3/5/2018 11:57 SELL -9 166.39 1497.51 -0.04 TQQQ 3/5/2018 12:10 BUY 50 167.22 -8361.00 -1.00 TQQQ 3/5/2018 12:58 SELL -50 167.42 8371.00 -1.20 TQQQ 3/5/2018 13:21 BUY 50 168.05 -8402.50 -1.00 TQQQ 3/5/2018 14:56 SELL -50 168.25 8412.50 -1.20 TQQQ 3/5/2018 15:12 BUY 50 168.41 -8420.50 -1.00 TQQQ 3/5/2018 15:19 SELL -50 168.61 8430.50 -1.20 TQQQ 3/5/2018 15:33 BUY 50 168.52 -8426.00 -1.00 TQQQ 3/5/2018 15:43 SELL -50 168.72 8436.00 -1.20 Definitely not the smartest bot on the planet
03/06/18 Tested random bot with 11 cent spread for fast in and out, 11 cents for a lot of 50 shares can barely cover commissions. Added dumb constraints on last trades and bars. Added market recorder collecting data for back testing. Commit 726f901. As usual, the bot stuck on the highest hill. Need to add a trend analysis and capability to go long/short. Trades (buy/sell pairs): ~23 Net: $147.40 Commissions: $57.24 Profit: $90.16 = $147.40 - $57.24 = 90.16 Code: Symbol Date/Time Buy/Sell Quantity Price Proceeds Commission TQQQ 3/6/2018 10:33 BUY 50 171.40 -8570.00 -1.00 TQQQ 3/6/2018 10:33 SELL -50 171.51 8575.50 -1.20 TQQQ 3/6/2018 10:57 BUY 50 168.64 -8432.00 -1.00 TQQQ 3/6/2018 11:02 SELL -50 168.75 8437.50 -1.20 TQQQ 3/6/2018 11:11 BUY 50 168.50 -8425.00 -1.00 TQQQ 3/6/2018 11:11 SELL -50 168.61 8430.50 -1.20 TQQQ 3/6/2018 11:11 BUY 50 168.36 -8418.00 -1.00 TQQQ 3/6/2018 11:13 SELL -50 168.47 8423.50 -1.20 TQQQ 3/6/2018 11:13 BUY 50 168.49 -8424.50 -1.00 TQQQ 3/6/2018 11:14 SELL -50 168.60 8430.00 -1.20 TQQQ 3/6/2018 11:15 BUY 46 168.19 -7736.74 -1.00 TQQQ 3/6/2018 11:15 BUY 4 168.19 -672.76 0.00 TQQQ 3/6/2018 11:15 SELL -50 168.30 8415.00 -1.20 TQQQ 3/6/2018 11:15 BUY 50 168.57 -8428.50 -1.00 TQQQ 3/6/2018 11:18 SELL -20 168.68 3373.60 -1.08 TQQQ 3/6/2018 11:18 SELL -30 168.68 5060.40 -0.12 TQQQ 3/6/2018 11:20 BUY 50 168.73 -8436.45 -1.00 TQQQ 3/6/2018 11:58 SELL -50 168.84 8442.00 -1.20 TQQQ 3/6/2018 12:04 BUY 50 168.85 -8442.50 -1.00 TQQQ 3/6/2018 12:04 SELL -50 168.96 8448.00 -1.20 TQQQ 3/6/2018 12:08 BUY 50 168.74 -8437.00 -1.00 TQQQ 3/6/2018 12:09 SELL -50 168.85 8442.50 -1.20 TQQQ 3/6/2018 12:09 BUY 50 168.84 -8442.00 -1.00 TQQQ 3/6/2018 12:09 SELL -50 168.95 8447.50 -1.20 TQQQ 3/6/2018 12:09 BUY 50 168.90 -8444.75 -1.00 TQQQ 3/6/2018 12:11 SELL -50 169.01 8450.50 -1.20 TQQQ 3/6/2018 12:15 BUY 50 168.91 -8445.50 -1.00 TQQQ 3/6/2018 12:16 SELL -50 169.07 8453.50 -1.20 TQQQ 3/6/2018 12:16 BUY 50 169.07 -8453.50 -1.00 TQQQ 3/6/2018 12:17 SELL -50 169.18 8459.00 -1.20 TQQQ 3/6/2018 12:18 BUY 50 169.07 -8453.45 -1.00 TQQQ 3/6/2018 12:18 SELL -50 169.18 8459.00 -1.20 TQQQ 3/6/2018 12:22 BUY 50 168.98 -8449.00 -1.00 TQQQ 3/6/2018 12:42 SELL -50 169.09 8454.50 -1.20 TQQQ 3/6/2018 12:42 BUY 20 169.07 -3381.40 -1.00 TQQQ 3/6/2018 12:42 BUY 30 169.07 -5072.10 0.00 TQQQ 3/6/2018 12:43 SELL -50 169.18 8459.00 -1.20 TQQQ 3/6/2018 12:47 BUY 50 169.38 -8469.00 -1.00 TQQQ 3/6/2018 12:47 SELL -50 169.49 8474.50 -1.20 TQQQ 3/6/2018 12:48 BUY 50 169.39 -8469.45 -1.00 TQQQ 3/6/2018 12:49 SELL -50 169.51 8475.50 -1.20 TQQQ 3/6/2018 12:54 BUY 50 169.68 -8484.00 -1.00 TQQQ 3/6/2018 12:56 SELL -50 169.80 8490.00 -1.20 TQQQ 3/6/2018 12:57 BUY 50 170.17 -8508.50 -1.00 TQQQ 3/6/2018 12:57 SELL -50 170.28 8514.00 -1.20 TQQQ 3/6/2018 13:03 BUY 50 170.46 -8523.00 -1.00 TQQQ 3/6/2018 13:06 SELL -50 170.57 8528.50 -1.20 TQQQ 3/6/2018 13:06 BUY 10 170.44 -1704.40 -1.00 TQQQ 3/6/2018 13:06 BUY 40 170.44 -6817.60 0.00 TQQQ 3/6/2018 13:06 SELL -45 170.55 7674.75 -1.18 TQQQ 3/6/2018 13:06 SELL -5 170.55 852.75 -0.02 TQQQ 3/6/2018 13:09 BUY 50 170.40 -8520.00 -1.00 TQQQ 3/6/2018 13:10 SELL -50 170.52 8526.00 -1.20 TQQQ 3/6/2018 13:12 BUY 50 170.51 -8525.50 -1.00 TQQQ 3/6/2018 13:16 SELL -50 170.62 8531.00 -1.20 TQQQ 3/6/2018 13:17 BUY 50 170.36 -8518.00 -1.00 TQQQ 3/6/2018 13:17 SELL -50 170.47 8523.50 -1.20