If you're referring to the lower graph (backtest) yes, it includes slippage and fees. Actually slippage isn't a problem, considering the typical...
Thank you. The IB equity curve (upper graph) clearly shows the difference between the two algos, before and after the flat segment at the center....
This *is* actual money, although my account is very small. The balance is currently 41k.
+++ Update +++ Just closed out three positions opened during the last four days. Currently 35.5% up from the beginning (November 14). Comparing...
I tried that but got no encouraging results from backtests, by using small and not so small WFO windows. I'm loosing faith in the idea that...
Just don't try that with oil :sneaky:
Meaning that trading would otherwise be a riskless activity?
Because of the rollover problem. I get historical data directly from IB and I'm not willing to write code to cut and paste different contracts....
Realtime scan and trading are both performed on MNQ. QQQ only used for backtests.
Today, 6 months have passed since the system went into operation. A new high reached. I am cautiously satisfied for now. [ATTACH]
Well, no I don't use Sharpe ratio. I prefer recovery factor (total profit divided by max drawdown) which is currently 5 since the beginning.
Thanks. I used to use WealthLab 4.0, but currently less and less. I now develop and use my own platform, a Microsoft Access app with C++ algo and...
Do you trade manually or automated?
I get the data from IB, historical and real time. I use QQQ as a proxy for backtesting. The system is on 24h, but during extended hours it's only...
Scalability - Yes, absolutely. Just consider that if instead of micro E-minis I was using E-minis, I would be trading 10x as much and the...
Almost back to pre-Corona-Chan. [ATTACH] All positive months so far, despite the March slump: [ATTACH] My son decided to join me and put 8k...
+1.83% last week, slowly recovering back to pre-virus level. [ATTACH] Increased contracts no. to 2. I decided to take up the challenge by...
Maybe in the future. For now, my time is limited because in addition to this project I have to carry on my own professional activity and I prefer...
1-2 trades per day on average.
Yes, 1 MNQ contract currently. Started with 3 contracts, but due to higher volatility I reduced it.
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