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LET'S TALK ABOUT ALGO TRADING


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LET'S TALK ABOUT ALGO TRADING

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  #1 (permalink)
New York, New York
 
Experience: Intermediate
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Posts: 142 since Feb 2016
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I understand all kinds of trading and investing, economics, and business arithmetic (what I call it). I do not understand where to start to transform my trading and risk aversion techniques into algos.

What are some basic strategies for algo traders such as:

HFT
Mean reversion
Break-out
Momentum
Other ?


I'm a trader. My friend is a scripter. So we're going to put our heads together. LOL, but guess we need some kind of ideology here to link the two of our ideologies. I'm very informational oriented philosophically in all of practices, so I'll catch on quickly.

Thanks a ton for the help.

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  #3 (permalink)
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Do not make another post with your CAPS LOCK on, or it will be deleted. It's considered RUDE because you are YELLING at people.

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  #4 (permalink)
Gits (Hooglede) Belgium
 
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Trader2016 View Post
WHAT ARE SOME BASIC STRATEGIES FOR ALGO TRADERS?

CAN YOU JUST TURN ON THE SWITCH, AND LET THEM RUN ALL YEAR?

DO YOU NEED TO MONITOR EVERY DAY, AND USE SOME ALGOS FOR SOME TRADES, AND USE OTHER ALGOS FOR OTHER TRADES DEPENDING ON THE MARKET AND THE TYPE OF TRADING PATTERNS YOU SEE IN THE MARKET?

It depends on the type of strategy...

What type or strategy are you talking about ?
  1. HFT
  2. Mean reversion
  3. Break-out
  4. Momentum
  5. Other ?

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  #5 (permalink)
Philadelphia
 
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@Trader2016 Do you intentionally write in CAPS LOCK to gain the readers attention or is it completely unintentional. I know some people do this unintentionally when entering in a sentence or small post, but how is it possible for a multi-paragraph post? I don't mean to owe any disrespect, I'm genuinely just curious because i've seen other people do this not just on this forum but across the internet and never really understood it. I've also thought that some people do write in capital letters with their handwriting and maybe that transitions onto the computer. Please get back to me on this, thank you.

R.I.P. Joseph Bach (Itchymoku), 1987-2018.
Please visit this thread for more information.
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  #6 (permalink)
Gits (Hooglede) Belgium
 
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Trader2016 View Post
Okay. I just like all caps.


Please don't do it ;-)
Try...try hard... try harder...

write normal, don't yell
thank you

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  #7 (permalink)
New York, New York
 
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rleplae View Post
It depends on the type of strategy...

What type or strategy are you talking about ?
  1. HFT
  2. Mean reversion
  3. Break-out
  4. Momentum
  5. Other ?

Honest with ya. All of them.

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  #8 (permalink)
Gits (Hooglede) Belgium
 
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Trader2016 View Post
Honest with ya. All of them.

The answer is as simple as the question

If we are in a break-out market, you put 'on' your momentum strategy
If we are in a consolidating market, you put 'on' your mean-reversion strategy

etc...

Most people/institutions have multiple robots/strategies, that are able to cope with different
market conditions, they will activate the strategies that correspondent to the market conditions

Does that make sense ?

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  #9 (permalink)
New York, New York
 
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Sorry about the alarms.

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  #10 (permalink)
New York, New York
 
Experience: Intermediate
Platform: MetaTrader
Trading: ES
 
Trader2016's Avatar
 
Posts: 142 since Feb 2016
Thanks: 20 given, 42 received



rleplae View Post
The answer is as simple as the question

If we are in a break-out market, you put 'on' your momentum strategy
If we are in a consolidating market, you put 'on' your mean-reversion strategy

etc...

Most people/institutions have multiple robots/strategies, that are able to cope with different
market conditions, they will activate the strategies that correspondent to the market conditions

Does that make sense ?

Yes, that makes sense to me. I'm a trader of several years. I figured that's how it was done not just a flip it on, and leave it on full time.

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