PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy - Trading Journals | futures io social day trading
futures io futures trading


PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy
Updated: Views / Replies:559 / 10
Created: by PlayingGoFish Attachments:12

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 12  
 
Thread Tools Search this Thread
 

PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy

  #1 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received

PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy

The week I started working and receiving a paycheck I began to ask questions about how I could invest what I was earning. I have always found a fascination in the idea that you can take money and have it accrue into additional dollars by making the right investment choices.

I began trading in the stock market when I was naive to say the least. Asking friends and family about investment ideas usually resulted terribly so I began to read about trends, sentiment, indicators all claiming to be the holy grail. Some years I made good profit but the anxiety and large swings of positions both in and out of profit kept me up at night. When positions turned or the holy grail indicators no longer worked I would deny reality and my strategy became that of hopes and prayers. It was a lesson I am glad I learned at a young age.. It has helped lead me down the path I am currently on and highlighted the necessities of risk management in trading.

After many years of the ups and downs I began looking into automated strategies. At first, I started playing with backtesting programs and modeling simple strategies based on the known and available indicators. I focused my efforts on large cap & small cap stocks. After modeling every holy grail system I could think of and trying countless approaches with the majority ending in failure in the long run I started to think outside of the box.

I began employment at a medium sized software company after college. It required me to live for a year over seas in the middle east and I had little to no access to the markets. It was here that I began developing an automated futures scalping strategy because I wanted a reliable system that I could be hands off if I was over seas that could generate additional income. Its been 4 years since I decided to take a shot at automated trading. The modeling process has been a lot of trial and error. The goals and expectations I have for the strategy are fairly high. A strategy that is profitable on all forms of futures (index, commodity, and currency), a strategy that day trades only, it does not require optimization of parameters and to never have a peak to valley draw down greater then 20% on the account.

I am modeling my strategies on three different types of futures portfolios each portfolio consists of a starting balance of $25,000. Portfolios are as follows: Index Futures, Commodity Futures, Currency Futures.

I am still testing my strategy and have not committed physical money to it. This journal is to track progress of my strategy as well as any future changes and the notes for those changes.

Currently the strategy is a mixture of trend following, mean reversion and light machine learning. Its foundation is built on multiple indicators that I have coded myself and it does not use the typical indicators for looking for entries/exits. It performs better in volatile markets, the most difficult part has been generating profit in flat markets. The entries and stops are generated dynamically and not based on a target. The strategy uses range, better renko, and one minute bars.

I have built the strategy with the goal to limit as much risk as possible and still be very profitable. It is designed with trading a single lot per future and does not chase or martingale for higher percentage wins. It can be opened up to adding additional lots in the future but currently with the model accounts having a $25,000 starting capital I will maintain single lot contracts and will not open it up to adding positions to winners or losers.

Feel free to ask any questions. We will see where this journey goes .

I will be posting profit/loss summaries daily and the creation of this journal is to compete in the FIO challenge for Sept 2016.

If you like the journal thread give me a like in this forum starting Sept 2016.
https://futures.io/feedback-announcements/40234-fio-journal-challenge-september-2016-a.html


Last edited by PlayingGoFish; August 30th, 2016 at 09:18 PM.
Reply With Quote
The following user says Thank You to PlayingGoFish for this post:
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received


Trading Results - 30th, August, 2016

Attached Thumbnails
PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-2016-30-summary.png   PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-2016-30-trades.png  
Reply With Quote
The following user says Thank You to PlayingGoFish for this post:
 
  #4 (permalink)
Membership Temporarily Revoked
Boston, MA
 
Futures Experience: Intermediate
Platform: NT7
Favorite Futures: CL, RB, LE
 
Posts: 264 since Apr 2014
Thanks: 102 given, 174 received

I will be VERY interested to see how your auto-trading thingy works after 8-12 months or so of data. The one-day results are impressive, but if the system can stand the test of time, I will be all over it. I like the stats!

Reply With Quote
 
  #5 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received

Starting this up again...

I made some major changes to the auto-trader in the last few months and decided to drop the ball on the journal as there was a lot I wanted to do to it. I mainly wanted to take the underlying system and develop it to try and pass the 50k combine. I have put into place some strict rules to limit draw downs that match with what the combine offers.

Changes:
-JTEconNews: Modified this to track an event area to exit positions (this is part of the FTP rules)
-rfkPositionMonitor: Modified this to track open profit loss and the number of positions that are open (this is for combine)
-Daily Loss limit of $1,000.
-Email alerts to open/closed positions and P/L of each position


I needed to track combined open/close profit loss and to limit the max positions open to 5 contracts per the rules of the combine.

I ran into some issues with the JTEconNews modifications but corrected them and am now seeing that it is functioning correctly. I am going to post daily results here to track the journey and be more diligent of this journal from now on. If I do not run into issues and the system is showing success after 30-60 days I will be looking to take part in the 50k combine.

Results of 3/20/17 - $+198.75
I am running a basis of $14 commissions round trip (this is high) but helps with slippage as well. Would be more profitable with around $4 (commissions + exchange fee's)

Attached Thumbnails
PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-20-summary.png   PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-20-trades.png  

Last edited by PlayingGoFish; March 20th, 2017 at 06:52 PM.
Reply With Quote
 
  #6 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received

System didnt perform well today given the large moves across a lot of indexes. The sell offs were sharp and didnt allow for much pull back to enter a trade.
3/21/17 Results: $-371.75

Attached Thumbnails
PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-21-summary.png   PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-21-trades.png  
Reply With Quote
 
  #7 (permalink)
Elite Member
Seattle
 
Futures Experience: Intermediate
Platform: MultiCharts 10
Broker/Data: InteractiveBrokers, IQFeed
Favorite Futures: ES
 
Posts: 46 since Nov 2015
Thanks: 18 given, 2 received

Is this on Sim101 account?

How much slip are you applying?

GuppyDRV

Reply With Quote
 
  #8 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received


GuppyDRV View Post
Is this on Sim101 account?

How much slip are you applying?

GuppyDRV

I created an account called TT, but yes its a sim.

It is executing market entries/exits with no slippage but I worked in high commissions of $7 each side to account for that since it trades a wide range of contracts I figured this would work best.


Last edited by PlayingGoFish; March 22nd, 2017 at 04:31 PM.
Reply With Quote
 
  #9 (permalink)
Elite Member
Denver
 
Futures Experience: Intermediate
Platform: NinaTrader 7
Favorite Futures: ES, Gold, Oil
 
PlayingGoFish's Avatar
 
Posts: 21 since May 2016
Thanks: 3 given, 11 received

3/21/17 - Add on
Had an additional 4 trades last night for
+$152.75

3/22/17: +$292

Attached Thumbnails
PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-22-summary.png   PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-22-trades.png   PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy-3-21-additionaltrades.png  
Reply With Quote
 
  #10 (permalink)
Elite Member
Seattle
 
Futures Experience: Intermediate
Platform: MultiCharts 10
Broker/Data: InteractiveBrokers, IQFeed
Favorite Futures: ES
 
Posts: 46 since Nov 2015
Thanks: 18 given, 2 received


Cool, might add a tick and buy/sell off the bid/ask to really drill down. Looks interesting though! Please keep us informed of any additional lessons learned and best of luck!

GuppyDRV

Reply With Quote

Reply



futures io > > > PlayingGoFish Trade Journal - Ninjatrader Automated Futures Strategy

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Introducing daytradr by Jigsaw, new stand-alone platform

Oct 19
 

RandBots: AutoTrading Bots to diversify your trading

Oct 24
 

TopstepTrader: Profiting Without Risking Your Own Money

Oct 26

Building Open Source Indicators for NT8 w/Fat Tails @ Lizard Indicators

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Gambit88's Trade Journal- Learning Profitable Futures Trading Gambit88 Elite Trading Journals 21 July 22nd, 2016 12:21 AM
What broker can I use to trade futures with NinjaTrader? chakspin Reviews of Brokers and Data Feeds 4 April 16th, 2015 06:40 PM
Automated Strategy Development - add-in product for Ninjatrader elitetradernyc NinjaTrader 19 March 7th, 2015 08:45 AM
Journal - Preparing to trade futures again. JonnyB Elite Trading Journals 1 April 15th, 2013 02:51 PM
Murrey Math automated strategy for NinjaTrader Big Mike Elite Automated NinjaTrader Trading 22 October 2nd, 2012 09:18 AM


All times are GMT -4. The time now is 09:13 AM.

Copyright © 2017 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
Page generated 2017-10-18 in 0.13 seconds with 20 queries on phoenix via your IP 23.20.120.3