Last monthly IB statement follows. [ATTACH] [ATTACH]
You're running the risk of upsetting Maestro Taleb. He's fond of anything Lindy.
Furthermore, if I manage to achieve a relatively small drawdown (high recovery factor) I can make better use of leverage. So even with less...
Exactly. Impossible in my case, I'm trading 1 micro e-mini contract at a time.
I'd dare to say fundamentally important. All strategies that I've deployed so far try their best to reduce output volatility (equity curve), and...
I was kidding too (although not sure up to what extent). Both positions closed yesterday at 10062.75, +89$ and +282$ respectively. New position...
Ok thank you for your warning, I'll stop then.
Position added @ 9921.50.
Mmh... no. This algo could also work decently on SPY and DIA, but it's optimized for QQQ/MNQ. Any different combination other than MNQ-only tests...
Go ahead, don't let laziness stop you.
As for programming languages: Efficiency is a refined form of laziness. Any good programmer is a lazy, mildly arrogant SOB. RAD environments...
My current algo core is exactly 80 lines of commented C++ code, 5 entry conditions, 2 exit conditions, 15 constant numeric parameters. Standard...
See above. My current algos treat all trades as independent events, meaning that none of the algos that I developed so far work as a reversal...
I use stops, profit targets, trailing stops or time stops depending on the specific algo. I don't use hard stops, i.e. stop loss orders sitting on...
Yes, I currently trade MNQ only. Likely so, but my estimation is that the Nasdaq 100 has more potential compared to other stock indexes and...
I forgot to mention that the new algo works on 5min bars. Last entry: yesterday 12:55 long @10017.50.
Hi 1. It's a Microsoft Access 2000 app on a custom designed DLL. 2. I wrote my own platform because I'm a coder, so this is my "recommended" way...
This is the bot live trading window. I took this picture a few minutes ago. Shortly after the two positions were closed. [ATTACH]
Automation: this is certainly an automated trading system. However, intervening on it by designing/modifying/enabling/disabling algos is still...
Compounding: I started with 25k and the balance is currently 41k (also thanks to my son's 8k that he added along the way). If and when I hit 50k,...
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