Frosty's trading bot goes live part 2

Discussion in 'Automated Trading' started by frostengine, Jun 18, 2007.

  1. Here is the PL chart from the strategy I ran 6 months ago. I circled the area in which I was running live. As you can see the strategy would have rewarded me very well if I just stuck with it.

    In the next message I will include the PL chart for this new strategy.
     
    #21     Jun 19, 2007
  2. Here is the PL for the current strategy that I am running live with. Notice how much smoother this strategy is compared to the one I ran 6 months ago.
     
    #22     Jun 19, 2007
  3. very impressive. whats the timeline on that graph?
     
    #23     Jun 19, 2007
  4. Both of those charts are from late August last year until yesterday
     
    #24     Jun 19, 2007
  5. I notice that your equity curve is nearly never flat. does that mean you choose to always be exposed to the market in one direction or the other? flipping between the two based on signals? or is that just a byproduct of how the equity graph is rendered?
     
    #25     Jun 19, 2007
  6. Byproduct of how the equity curve is rendered. The numbers at the bottom are the trade number. So since a new point on the curve is only added when a trade occurs it produces the result of not having any flat regions.
     
    #26     Jun 19, 2007
  7. i can't think of many things cooler than a successfully functioning ATS.

    :p
     
    #27     Jun 19, 2007
  8. EricP

    EricP

    I have to disagree. I've been successfully daytrading stocks since late 1998, all fully automated and the path I followed was similar to what Frosty is doing.

    While I am able to trade profitably with manual trading, I can only do this with small niche strategies that are not conducive to automation. Some of the most powerful automated strategies, IMO, are those that would be impossible to successfully trade manually.
     
    #28     Jun 20, 2007
  9. agreed. iv been automated trading for a year now and couldn't trade manually to save my life. being able to trade by hand is definitely not a prerequisite to being able to make a successful automated system.
     
    #29     Jun 20, 2007
  10. Not a day I want to talk about.... unlike last time I wont turn it off just cus of a bad day.. but today -$1200....
     
    #30     Jun 20, 2007