Algo trading, live account

Discussion in 'Journals' started by GGB, May 19, 2013.

  1. GGB

    GGB

    I am going to start with 7700 USD
    I have 3 robots
    my favorite market is FGBL, FDAX, ES
    My expected result more than 65%p.a
     
  2. GGB

    GGB

    0
    0
    -324
    -229
    +525
     
  3. GGB

    GGB

    We want to share our experience and the signals that we use to trade – we create alert journal.
    Markets are evaluated with our robots (algorithms) and the result is a simple alert system.
    Alerts will be updated every day until: 10:00 UTC +1.
    Time limit for input command: 11:00 UTC +1.
    Time limit for cancel command: 17:00 UTC +1.
    What is Alert System:
    • Our robot finds the opportunity according to the statistical edge
    • Checks future macro news
    • Robot defines the size of the stop-loss and profit-target
    • Specifies the size of the money management position
    Example Alert:
    • Position 1: small position
    o Alert # 1: 1659 Long
    o Stop-loss: 2 points = 8 tcks: 1657
    o Profit-target: 5 points: 1664
    o Other conditions - cancellation of the order: no
    • Position 2: big position
    o Alert # 2: 1657.25 Long
    o Stop-loss: 2 points = 8 tcks: 1,655.25
    o Profit-target: 5 Points: 1,662.25
    o Other conditions - cancellation of the order: no
    Number of trades in the month, according to statistics for 2013: 4 trades / month
    Success rate: 50%
    Risk Revard Ratio: 2,5
     
  4. GGB

    GGB

    today 20.5. entry no fill
     
  5. GGB

    GGB

    21.5.2013, ES 500

    · Position 1: small position

    o Alert #1: 1660 Long
    o Stop-loss: 2 points = 8 tcks: 1657
    o Profit-target: 4 points: 1664

    · Position 2: big position

    o Alert #2: 1657.25 Long
    o Stop-loss: 2 points = 8 tcks: 1655.25
    o Profit-target: 5 points: 1662.25
     
  6. GGB

    GGB

    21.5. - price attacked ours entry 1660.00 - small position but No fill

    22.5. without alert
     
  7. GGB

    GGB

    Algo trading
    FDAX = +350Eu
    time:16.10
    8523 lg
     
  8. GGB

    GGB

    Aler for 23.5.2013 ES500
    position: small position
    alert: 1653 sh
    SL = 1655
    PT = 1635
     
  9. GGB

    GGB

    Algo trading
    entry 10:20 FDAX, 8317
    TSL + 200
     
  10. GGB

    GGB

    Price attacked ours entry but No fill - like 2 days ago
    I think ours "robot" need biger offset for entry
     
    #10     May 23, 2013