NexusFi: Find Your Edge


Home Menu

 





Sam028 EOD Robot


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one sam028 with 39 posts (11 thanks)
    2. looks_two Big Mike with 9 posts (1 thanks)
    3. looks_3 Gary with 6 posts (0 thanks)
    4. looks_4 caprica with 3 posts (0 thanks)
      Best Posters
    1. looks_one dsherman with 1 thanks per post
    2. looks_two edgefirst with 1 thanks per post
    3. looks_3 sam028 with 0.3 thanks per post
    4. looks_4 Big Mike with 0.1 thanks per post
    1. trending_up 19,588 views
    2. thumb_up 18 thanks given
    3. group 13 followers
    1. forum 81 posts
    2. attach_file 13 attachments




 
Search this Thread

Sam028 EOD Robot

  #21 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629


Big Mike View Post
lol

I am guessing it compares the close to the open, high and low of the day and then takes some action. Might also be based on a gap.

Mike

Or I'm using a 168 2.4ghz Xeons proc computing farm, with its 10 Tb historical stock options tick database, coupled with fuzzy logic algorithms, neural networks for pattern recognition, some genetic stuff for optimization, a piece of Lorenz attractor, some Laplace and Fourier transforms (French mathematician rocks !!!), and a lot of coffee.

Who knows ?

Follow me on Twitter Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Futures True Range Report
The Elite Circle
Online prop firm The Funded Trader (TFT) going under?
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
24 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #22 (permalink)
 
wh's Avatar
 wh 
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
Posts: 538 since Jun 2009
Thanks Given: 298
Thanks Received: 512

i do not believe this but you can send me secret ...

good night sam

if yes so he do not tell
if no so he do not tell
it nes he tell

wh

Reply With Quote
  #23 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,175
Thanks Received: 101,539



sam028 View Post
Who knows ?

You?



Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #24 (permalink)
 
websouth's Avatar
 websouth 
Perdido Beach, AL
Market Wizard
 
Experience: Intermediate
Platform: graph paper
Trading: The shiny stuff
Posts: 1,209 since Jul 2009
Thanks Given: 1,116
Thanks Received: 1,335


sam028 View Post
Or I'm using a 168 2.4ghz Xeons proc computing farm, with its 10 Tb historical stock options tick database, coupled with fuzzy logic algorithms, neural networks for pattern recognition, some genetic stuff for optimization, a piece of Lorenz attractor, some Laplace and Fourier transforms (French mathematician rocks !!!), and a lot of coffee.

Who knows ?

Yeah well that's how you roll....
I'm usually chanting come on red. All on red.

best of luck my friend

Visit my NexusFi Trade Journal Reply With Quote
  #25 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629

Day 10: -165$

One more time, one of the orders has not be sent by the robot to one of the broker, nothing in the logs, strange...
Maybe NT don't like having two brokers and two data feeds, I'll maybe build another VirtualBox, and 1 NT/broker/datafeed per Virtualbox.



Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
From the beginning: +1107.5$ (+1397.5) before com

Follow me on Twitter Started this thread Reply With Quote
  #26 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629

Day 11: +420$

Some modifications today:
- YM has been replaced by EMD. YM should have been profitable for today, just like EMD was (+13 ticks), but based on my backtests, YM was the worst contract for this robot, and EMD was the best of future contracts tested, so it was logical to swap them.
- I replaced market orders with limit orders ( EnterShortLimit(DefaultQuantity, GetCurrentAsk(), ... ), and no fill for the TF contracts. With market orders, it should have be +10 easy ticks, but that's life...

The logic will keep the same, but I think I'm going to change some parameters tomorrow, I finally think that some of my robot's parameters are a bit too optimized.



Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
Week 3: +420$ before com
From the beginning: +1527.5$ (+1817.5) before com

Attached Thumbnails
Click image for larger version

Name:	2009-09-14_2237.png
Views:	252
Size:	10.1 KB
ID:	2094   Click image for larger version

Name:	2009-09-14_2240.png
Views:	300
Size:	33.5 KB
ID:	2095  
Follow me on Twitter Started this thread Reply With Quote
  #27 (permalink)
 sp139214 
Norcross, Ga
 
Experience: Advanced
Platform: NinjaTrader, Tradestation, Think Or Swim
Broker: Mirus Zen-Fire
Trading: ES
Posts: 15 since Sep 2009
Thanks Given: 5
Thanks Received: 1

Sam, this looks really good. You refer to a Virtualbox. Do you have someone hosting this for you? if so who. Keep up the good work and the thread.

Reply With Quote
  #28 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629


sp139214 View Post
Sam, this looks really good. You refer to a Virtualbox. Do you have someone hosting this for you? if so who. Keep up the good work and the thread.

As I'm developping strategies and indicators on my main workstation, use it for backtesting and for discretionary trading, I don't want a "production" strategy to be disrupt by beta indicators/strategies, or any other sort of potential issues.
That's why I use a VirtualBox, with a very light XP installation (no antivirus, no extra-packages/services, ...), only with "production" strategies/indicators.
An other interesting aspect, the VirtualBox production host DD takes only few gb, so easy to backup, easy to put on another physical host if the first one have an hardware problem.

Follow me on Twitter Started this thread Reply With Quote
  #29 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629

Day 12: +580$


Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
Week 3: +1100$ before com
From the beginning: +2107.5$ (+2397.5) before com

Follow me on Twitter Started this thread Reply With Quote
  #30 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,175
Thanks Received: 101,539


Bravo!


We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on April 24, 2010


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts