And for clarity purposes... They didn't actually give me money.... But set me up with a sub account from their main IB account.
Well, "little seed money" is relative for a hedge fund. Anyway, to begin with it was in the hundreds of thousands of dollars And yes I seeded my...
LOL..
With a max drawdown of 12%....79% YTD
This year its first full year trading their account... and their account is up around 79% YTD...
Hey... Am surprised this post is alive and still kicking. .. Anyway 2 years down the line improved on the code significantly to generating average...
I had the same problem sometime back. But I realized I was putting the FIRST stop order through the IB app.. I reverted to putting the FIRST stop...
Well I didn't say you must put the idle money in treasury bills or here in Kenya.. That is how we would do it... Considering Kenya 1 yr tbill can...
Well we did not overfit the data... Considering the algo is forward looking... You can even see open positions as of now and how much the open...
Well since we are dealing with returns in 2 denominations... While converting the total return for the Kenyan shilling to USD you have to factor...
That was one trade which I implemented.. So I don't see the problem... As for the rest I know why I said what I said...
Yes... That's me... Thats the company... Well I didn't see the point of including the company so I just substituted... The returns is 2 pronged...
Sound advise... I will definately enquire about it with ninjatrader considering I have also done live trades with them based on system...
LOL... Richard Dennis eventually blew up... I hedge my risks by investing 70% in treasury bills...
Well that's not a problem because I can use my own money... However, I am limited by the number of markets you trade if you are not well...
Thanks for the reply. Yes I agree with you totally... All this can be modeled by reducing leverage in the system to suit investors needs....
Hi guys I would like to partner with someone who can get access to good trading capital. We have developed a system for trading futures,...
Thanks all..... Will try all of those different tweaks and see which sticks...
I have a coded entry filter ....if(Opens()==0) { if(sma50.LookBack(1)>sma150.LookBack(1) && Close.LookBack(1) > Highest())...
Sorry for that...I wrote the amount instead of the %. Well the maximum drawdown is 16%....so the 4 mill represents maximum peak to valley which is...
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