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autotrading the eminishark journal


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autotrading the eminishark journal

  #21 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

and here is why I say one should trade a basket with it...

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  #22 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

these are the charts for ES,EMD,CL for this past week that triggered the trades taken by the system.

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  #23 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009


The plan for this coming week is to continue gathering data for ES, CL, EMD... and focus on grains, debt, metals, currencies, and remainder of energies. The plan is to have another busy week testing and gathering data. I will post the results for Week 16 on Saturday 4/23.

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  #24 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

I wanted to post some of the results for NQ, which I started with this monday. I will post the remainder of the instruments over the weekend, but I wanted to share some status at the very least.

I started with NQ because in all honesty if I turn the system live I would be using NQ to test it out first, as such I wanted to see what it would do and what kind of drawdown I could expect.

You will notice that on Tuesday I traded a lot more contracts, I wanted to see what trading 20 contracts would to do my account. I am back to 2 contracts for the remainder of the week.

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  #25 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

I wanted to provide clarification to all though it was asked via PM..

eminishark does not run on any platform other than atrader.

though I am trading very short term, the system is not always scalping... the systems trade management can and will keep you in a trade longer if no opposing signals are generated, as it will go with the trend... which is why on CL last week there were a few full point+ winners...

One can customize or adapt to ones trading and risk preferences the system fully.. meaning..
  • you can take every single signal and see what chop does to you ... I have tried that ...
  • you can filter out trades based on prior signal and the trend direction... It will limit the number of trades, but it will also allow your capital to last... that is what I am doing this week...
  • you can configure it so that it will trade during certain times only, and take the signals during those times only... I have done that as well.. works perfectly fine.. too well sometimes..
  • you can configure it to stop after you lose or gain certain amount per strategy/instrument, and per total pct of account as well... I tried it, disabled it since I wanted trade data...
  • you can configure it to not take a signal if it is within a certain range from the prior signal (again to avoid chop)..
  • you can enable trailing stops, it will take you out if ever hit...normal behavior...
and a few other ways that I have not yet worked with that I plan to eventually..

the most important thing that I am learning is to just let it play out.. P&L will be negative some times, but then you will see it climb up and keep going, and then retrace back, etc... if one has a goal based system, that can be a double edge sword ... I am finding it best to just let it trade..

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  #26 (permalink)
Esmaniac
Miami
 
Posts: 3 since Aug 2010
Thanks Given: 2
Thanks Received: 1

FYI.

They have added a movie of the algorithmic trader on that eminishark site.

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  #27 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

I have been busy lately with personal stuff, and in no mood to do much homework.. I started testing the system again, this time focusing on FX.. here are the trades for today... this week I am testing trading with a goal in mind.. so after certain profit it shuts off... taking every single trade is not a good idea all the time, needless to say it works on some instruments, it kills you on others... I will post more later on..

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  #28 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

here are the trades the system took this morning... the big losers where AUD and EUR.. net per FX follows... CHF was the biggest winner... system was very much in sync there..

AUD -429.64
CAD -149.88
CHF 1032.86
EUR -369.76
GBP 105.24

ended up making some changes to address the counter trades, which were the ones that lead to the losses..

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  #29 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

overall, here are the trading results for the system over the past two days... I am expecting the change made to address counter trend trades will save some equity tomorrow and keep the system out of trades that it should not be taking.

The goal is to see the system ending +2% to 3% for the week... and I plan to let it running FX for another 2-3 weeks and just see what it does.. I am looking at also testing it on the spot fx, that would make it much easier to test live by using mini lots..

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  #30 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009


here are some charts... I am still trying to find the right time to operate in the fx fut markets.. I am planning to have the FX currencies trading only during the times their respective countries are operating (open) and no other time...

I have been toying around with turning strategies off once they loose certain amount of $$$... so I am enabling those options slowly..

I missed the trades from after the FOMC meeting.. they would have brought EUR into possitive territory, but one nerver knows in the end which way it would all work anyhow..

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Last Updated on July 12, 2011


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