w00t! IB Trading Olympiad begins

Discussion in 'Automated Trading' started by follow, Jan 9, 2007.

  1. You can't seriously expect someone to divulge details of their strategy knowing the competition is reading this thread???
     
    #71     Jan 25, 2007
  2. I don't see how anyone will use that information...... updated results will be posted on monday anyway. Don't see that giving anyone an edge. Might let some of the contenstants sleep easier at night.. but I doubt it would do much more than that. Just becuase some guys strategy is risky doesn't mean it will allow someone else to capitalize on it.. at least in my view..

    I am very interested in auto trading.. and when I see results such as what was posted on monday, I like to find out more about the strategy's dynamics.. such as risk level to achieve those results and how well those strategies hold up over a duration such as this.....

    If people chose not to answer right now because of the competion, then thats fine... hopefully when the competion is over they will be more open to talking about the strategies' dynamics....
     
    #72     Jan 25, 2007
  3. Kohanz

    Kohanz

    Stating whether a strategy is "high risk" or not is hardly "divulging" it.
     
    #73     Jan 25, 2007
  4. jtnet

    jtnet

    down 10 grand from where i was, i screwed up, will get it back though.
     
    #74     Jan 25, 2007
  5. jtnet,

    Sorry to hear that. Was it a screw up in your code where the bot took a trade it shouldn't have? Or did you do what follow did and tinker with your parameters a bit?

    I understand some of you may not want to divulge information.. and I respect that.. but in any area that you feel wouldnt' give any advantage to other competitors I would love to hear about it...

    Good luck to all the competitors
     
    #75     Jan 25, 2007
  6. follow

    follow

    No, no explanation. They just mailed me the link and said they revised the rankings. I see they added someone else in the revision too.

    I think I've rode out my first big drawdown. Since Wednesday, I've been performing alright. Now that I've had a chance to see my strategy trading live, I see places where I need to change some things about it. But, alas, I wasn't sufficiently vague in my trading plan so I have to stick with my strategy like it is.

    Current balance = $111,000.
     
    #76     Jan 26, 2007
  7. follow

    follow

    Grr, I come home to see I'm down to $99,000. That makes up my mind for me that I need to set smaller targets and even smaller stops so a few trades can't wreck my account.

    This weekend, I plan to backtest looking for high Sharpes instead of decent PFs with insane compounding.
     
    #77     Jan 26, 2007
  8. so you entered a competition about the market and you've never really followed it... that's what happens.
     
    #78     Jan 27, 2007
  9. princetontiger....

    How did your week go for you? Do you expect to be in the top 10 this week?
     
    #79     Jan 27, 2007
  10. ozzie123

    ozzie123

    Apparently in the end he does make it to the list and you're not (although he faced a lot of draw down this week). Geez, so much negative energy in this forum...
     
    #80     Jan 27, 2007