Here is the current state of this thread's trades. I took the time to put the right commissions and fees so here you have a more accurate EC. One problem is I increased size in January and my first full sized trades were losers...It has been quite tough lately as the agricultural markets are dead, so my scalping ( 80 % of my returns ) is suffering as well. For these trades, I think I will be a lot more selective in the future. If I lose 1/2 of my peak, I will reconsider and perhaps stop trading this strategy and go back to the basics again. This strategy has been energy and time consuming so I need to gauge if it is worth it...
Your post reminded me. i created small app, maybe someone will find it interesting. it gets daily statements (from some folder or mail), import stats to database, show charts. Currently only 2 FCM are supported:dorman and gain. but if one needs another, you can write to help.ESPA at gmail.com it's written in python, code is here https://github.com/noerten/ESPA windows .exe is here https://mega.nz/#F!19kRBLZK!GTt2bg-7SKGpO_IkW8dDlg I'm a beginner in programming, so bugs can be here. functionality is on screenshot: basic principle: you get statements either from folder or email, then you import them to database. some bad things i know about: when you import/copy/add to database and program is working, it looks like it freezes. but it's not, so wait after changing some settings in order to apply them you have to click on another tab. one guy that used that program got some problem with program's database and didnt manage to import new data, unfortunately i ddint manage to solve the problem. sometimes avast think .exe is a virus because of the program i used to convert python to exe. I would appreciate any feedback)
@Vyki That's really a nice idea ! How do you get to read your email ? I know to read from a classic file. Is there some gmail API ? @TraDaToR When you left sclaping, you also left the amazing returns.. Your returns are still good compared to classic Hedge Funds strategies. What's your sharp ratio ?
there is a library in python 'imaplib' that allows to connect to email. i dont know how it works m = imaplib.IMAP4_SSL("imap.gmail.com") m.login(user,pwd) then i just search for letters from FCM and then check their content
Luckily I didn't leave scalping and it is still my bread and butter. I don't know if I would be able to stomach such drawdowns if it was my main strategy. I don't know my sharpe.
@TraDaToR A 1 SR is considered to be good (yearly returns/volality=1) on big funds and asset classes. With a 1 SR you still have a 16 % probability of having negative return on one year...