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Success with Automation....Finally


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Success with Automation....Finally

  #11 (permalink)
 
mmaker's Avatar
 mmaker 
Toronto Canada
 
Experience: Intermediate
Platform: ninjatrader
Trading: es
Frequency: Several times daily
Duration: Minutes
Posts: 400 since Feb 2011
Thanks Given: 1,178
Thanks Received: 508


jeffman View Post
Let me start off by saying "thank you" to Futures.Io. After off and on of six years, after countless hours, after dabbling in many methods, both discretionary and automated, after blowing through an account or two, after giving up and walking away countless times, I believe I have finally constructed an automated strategy that is very profitable with very little drawdown.

My background is in equities. I developed, owned and and operated a very successful strategy that traded equities from 2000 through 2005. I gave it up in 2005 after dumping my profits into commercial real estate. In 2010, after finding myself with too much free time, I decided to re-enter the markets. Boy, was I in for a surprise. I never in my wildest dreams imagined that it would be so difficult. My equity strategy by then was taken over by the HFT's so I decided to get involved with futures. Now, six years later, I am happy to say I have developed a successful futures automated strategy.

Here are my rules. My system is written for Sierra Charts. The system has no parameters to optimize. The system trades from 5:00 am to 12:00 noon, pacific time. It takes all longs and shorts. It doesn't care if there is news. It makes no difference if it's a ranging day or trend day. There is 0 human intervention. My stops are generally 12 ticks. For ES, I use a 6 tick stop. I engage the strategy on about 10 instruments.

I will post Charts and P/L everyday beginning at the close on Monday. One note. I am only trading in SIM as I finalize a few things. I will be trading this strategy in real money very soon and will post when I do.

Stay tuned.

Congrats.

How long did your backtest cover?

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  #12 (permalink)
 
TheTradeSlinger's Avatar
 TheTradeSlinger 
Huntington WV
 
Experience: Advanced
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Trading: ES, CL
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I'll bite.

Any hints as to the logic behind the system?

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  #13 (permalink)
 sandptrader 
Valdosta, GA. U.S.A
 
Experience: Advanced
Platform: Sierra , TOS
Trading: 6E, ES, CL, GC
Posts: 498 since Sep 2010
Thanks Given: 1,881
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@jeffman ......Congratulations on Developing your Automated System.....i will be following along as i have been trying to learn more of how to Automate in Sierra Chart.
I wanted to ask if you used Sierra Chart "Spreadsheet System for Trading" or "ACSIL" for your Automated System?

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  #14 (permalink)
bradhouser
Northern California where the girls are warm
 
Posts: 122 since Nov 2010
Thanks Given: 15
Thanks Received: 72

I have used Sierra Chart spreadsheets to create studies, alerts, and auto trading bots. Not risking money with them yet, but i am getting good at learning my way around spreadsheets. I hope to migrate to ACSIL soon, but i learned programming with Fortran and C++ is a big step up for me.


Sent from my iPad using futures.io

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  #15 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117


sandptrader View Post
@jeffman ......Congratulations on Developing your Automated System.....i will be following along as i have been trying to learn more of how to Automate in Sierra Chart.
I wanted to ask if you used Sierra Chart "Spreadsheet System for Trading" or "ACSIL" for your Automated System?

Everything is coded with ACSIL.

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  #16 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117


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  #17 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117


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  #18 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117


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  #19 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117


Started this thread Reply With Quote
  #20 (permalink)
 
jeffman's Avatar
 jeffman 
Las Vegas NV
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117



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Last Updated on November 13, 2019


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