GC Swing Trading Algo - futures io
futures io futures trading



GC Swing Trading Algo


Discussion in Commodities

Updated
      Top Posters
    1. looks_one Massive l with 2 posts (0 thanks)
    2. looks_two addchild with 1 posts (2 thanks)
    3. looks_3 SMCJB with 1 posts (2 thanks)
    4. looks_4 jokertrader with 1 posts (1 thanks)
      Best Posters
    1. looks_one addchild with 2 thanks per post
    2. looks_two SMCJB with 2 thanks per post
    3. looks_3 jokertrader with 1 thanks per post
    4. looks_4 vmodus with 1 thanks per post
    1. trending_up 1,763 views
    2. thumb_up 6 thanks given
    3. group 4 followers
    1. forum 5 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

GC Swing Trading Algo

(login for full post details)
  #1 (permalink)
Legendary Market Wizard
Portland, OR
 
Experience: None
 
Massive l's Avatar
 
Posts: 1,977 since Mar 2011
Thanks: 1,642 given, 3,993 received

Curious which GC algo you'd trade if you had to pick one. RTYvolumeRTY is not one of the choices.

https://docs.google.com/spreadsheets/d/e/2PACX-1vQtYMx9Hv0frX-JtJzR8f94lXq_XDiCFJ0kXYYnoFMaltY8NIviqngw0b77-D402QWgJP8P9DR449Wj/pubhtml?gid=1074872722&single=true

Visit my futures io Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Help Needed: TOS Options Chain IV & IMPL MOVE Calcul …
ThinkOrSwim
Work with historical tcks data on MUltichart NET PowerLa …
MultiCharts
Webinar: Finding your own way in trading w/Adam Grimes
The Elite Circle
Automatic pattern research with NT
Elite Algorithmic NinjaTrader Trading
SimplerOptions
Trading Reviews and Vendors
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Battlestations: Show us your trading desks!
137 thanks
Want your NinjaTrader indicator created, free?
32 thanks
Big Mike in Ecuador
30 thanks
Saturday Morning Market Replay!
20 thanks
Selling Options on Futures?
19 thanks
 
(login for full post details)
  #2 (permalink)
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
vmodus's Avatar
 
Posts: 1,016 since Feb 2017
Thanks: 2,170 given, 2,095 received


Massive l View Post

For me, there is not enough data. Give me 10 years of trades and then I can make a call. This entire year is a black swan year in my humble opinion, so the results are going to be skewed. The other problem I see here is the ROE is not realistic, as you can't trade gold on an account that size.

RTYvolumeRTY looks the best to me. I strongly consider profit factor, but I work from 'adjusted profit factor', which is a number TradeStation spits out as a worse-case scenario profit factor. However, I would also want to run these trades through Monte Carlo analysis, take a look at max drawdown and risk of ruin. Other points of concern is in-sample versus out-of-sample data.... trying to avoid curve fitting.

But that's just me.

~vmodus

Enjoy everything!
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to vmodus for this post:
 
(login for full post details)
  #3 (permalink)
Bay Area California
 
Experience: None
Platform: TT T4
Broker: Phillip Capital
Trading: Futures
 
Posts: 802 since Nov 2011
Thanks: 878 given, 884 received



Massive l View Post

If I HAD to pick i'd probably go with "RTYvolumeGC_3+4" as it has the largest sample size and looks like it has the smallest std dev (though just did back of the envelope based on your avg win and avg loss).

.
Reply With Quote
The following 2 users say Thank You to addchild for this post:
 
(login for full post details)
  #4 (permalink)
NYC, NY
 
Experience: Intermediate
Platform: Sierra Qtrader TT
Broker: Amp/CQG/TT, Optimus, ADM
Trading: Mainly CL. Spread researcher currently
 
Posts: 633 since May 2013
Thanks: 535 given, 338 received

I would look at the ratio of the largest loss to average win all things being equal


Sent using the futures.io mobile app

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to jokertrader for this post:
 
(login for full post details)
  #5 (permalink)
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: Trading Technologies
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little GE, GC, SI & Bitcoin
 
Posts: 3,979 since Dec 2013
Thanks: 3,284 given, 7,796 received

RTYvolumeGC_2 had a starting capital of $10,000 made $50,150 and had a largest loss of $18,700 but has a risk of ruin of 0? With 32 trades that trade is 3.1% of your trades so I would have expected the risk of ruin to be quiet high?

Reply With Quote
The following 2 users say Thank You to SMCJB for this post:
 
(login for full post details)
  #6 (permalink)
Legendary Market Wizard
Portland, OR
 
Experience: None
 
Massive l's Avatar
 
Posts: 1,977 since Mar 2011
Thanks: 1,642 given, 3,993 received


SMCJB View Post
RTYvolumeGC_2 had a starting capital of $10,000 made $50,150 and had a largest loss of $18,700 but has a risk of ruin of 0? With 32 trades that trade is 3.1% of your trades so I would have expected the risk of ruin to be quiet high?

The don't have the formula for risk of ruin defined yet.

Visit my futures io Trade Journal Started this thread Reply With Quote


futures io Trading Community Traders Hideout Commodities > GC Swing Trading Algo


Last Updated on October 14, 2020


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

Journal Challenge w/Jigsaw

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts