Robots Unleashed - a beginners algotrading journey - futures io
futures io



Robots Unleashed - a beginners algotrading journey


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one FastNCurious with 55 posts (60 thanks)
    2. looks_two vmodus with 26 posts (16 thanks)
    3. looks_3 kevinkdog with 18 posts (31 thanks)
    4. looks_4 SMCJB with 17 posts (28 thanks)
      Best Posters
    1. looks_one kevinkdog with 1.7 thanks per post
    2. looks_two SMCJB with 1.6 thanks per post
    3. looks_3 FastNCurious with 1.1 thanks per post
    4. looks_4 vmodus with 0.6 thanks per post
    1. trending_up 9,160 views
    2. thumb_up 147 thanks given
    3. group 19 followers
    1. forum 125 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Search this Thread
 

Robots Unleashed - a beginners algotrading journey

(login for full post details)
  #91 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 134 since Oct 2017
Thanks: 90 given, 147 received

My algo trading has started off horribly this year. I learned a valuable lesson that proper capitalization is extremely important for applying multiple strategies. I turned on several strategies that naturally increased position size and in one week I took a massive hit to my account. I trimmed everything back for now until I have proper capital to withstand the drawdowns because they are sure to happen.

Luckily, whatever losses I sustained in my TS account I made up for in my Crypto accounts.

I have also switched back to my old way of trading one strategy per symbol in one account. For the longest time I was testing out using a new way to trade multiple strategies on one symbol in one account and I have had to scratch that for now. The system I was using works better for intra-day systems but most of my systems are swing trading systems.

One day I would love to have 5-15 intraday systems all for one symbol but that is far off in the future if at all.

Overall I am still very happy with my algo trading but not to thrilled with how I have implemented new strats this year. Currently I am in saving mode to get my account to the proper level to trade all the systems I want to trade.

Visit my futures io Trade Journal Started this thread Reply With Quote
The following user says Thank You to FastNCurious for this post:

Can you help answer these questions
from other members on futures io?
What is your favorite indicator for algotrading ?
EasyLanguage Programming
Google sheets or Excel templates?
The Elite Circle
nt8 indicator showing stock relative strength to an index
NinjaTrader
Can anyone help convert this pine script to EasyLanguage?
EasyLanguage Programming
Calculating Support Resistance Levels based on custom fo …
Traders Hideout
 
 
(login for full post details)
  #92 (permalink)
 Adapter 
Douglas, Isle of Man
 
Experience: Intermediate
 
Posts: 3 since Jan 2019
Thanks: 4 given, 4 received


FastNCurious View Post
So here is what I have written now but I am getting an unknown identifier.

 
Code
If time =1516 then begin

Print(date, time, getrtaccountequity(strAccountNumber);

end;

I tried putting my actual account number in there but it didn't work either. If anyone knows the answer to this issue please post it here.

Instead of strAccountNumber try Getaccountid (example: Getrtpurchasingpower(Getaccountid)

Reply With Quote
The following user says Thank You to Adapter for this post:
 
(login for full post details)
  #93 (permalink)
 SMCJB 
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: Trading Technologies
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little GE, GC, SI & Bitcoin
 
Posts: 4,278 since Dec 2013
Thanks: 3,590 given, 8,543 received


With print do you need to convert it to a number?

Reply With Quote
The following user says Thank You to SMCJB for this post:
 
(login for full post details)
  #94 (permalink)
 Adapter 
Douglas, Isle of Man
 
Experience: Intermediate
 
Posts: 3 since Jan 2019
Thanks: 4 given, 4 received


SMCJB View Post
With print do you need to convert it to a number?

Not sure but this worked for me (if you'll excuse the mixing of 'margin' and 'purchasingpower'):

 
Code
var: MarginAvail(0), MarginReqd(2200);
 
MarginAvail = Getrtpurchasingpower(Getaccountid);
 
print("PurchasingPower: ", MarginAvail, " Num Contracts: ", Intportion(MarginAvail/MarginReqd));

Reply With Quote
The following user says Thank You to Adapter for this post:
 
(login for full post details)
  #95 (permalink)
 kevinkdog   is a Vendor
 
 
Posts: 3,096 since Jul 2012
Thanks: 1,649 given, 6,161 received


FastNCurious View Post
So here is what I have written now but I am getting an unknown identifier.

 
Code
If time =1516 then begin

Print(date, time, getrtaccountequity(strAccountNumber);

end;

I tried putting my actual account number in there but it didn't work either. If anyone knows the answer to this issue please post it here.


You were missing a closing parantheses

try this

If time =1516 then begin

Print(date, time, getrtaccountequity("22222222"));

end;


where 2222222 is your account number

Follow me on Twitter Reply With Quote
The following 2 users say Thank You to kevinkdog for this post:
 
(login for full post details)
  #96 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 134 since Oct 2017
Thanks: 90 given, 147 received


kevinkdog View Post
You were missing a closing parantheses

try this

If time =1516 then begin

Print(date, time, getrtaccountequity("22222222"));

end;


where 2222222 is your account number

This works perfectly! Ty.

Visit my futures io Trade Journal Started this thread Reply With Quote
The following user says Thank You to FastNCurious for this post:
 
(login for full post details)
  #97 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 134 since Oct 2017
Thanks: 90 given, 147 received


SMCJB View Post
With print do you need to convert it to a number?


yes the daily acct equity number is what I am looking for so i can keep track of total portfolio performance and the day to day swings in account equity.

Visit my futures io Trade Journal Started this thread Reply With Quote
The following user says Thank You to FastNCurious for this post:
 
(login for full post details)
  #98 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 134 since Oct 2017
Thanks: 90 given, 147 received

I have been working with Renko bars for the first time this week. I'm familiar with tick charts but renko almost seems like cheating. We shall see. I have a strat I "Unleashed" today on MNQM21 and so far performs as expected from the very limited backtest I ran. Keep in mind I have not done WFO on it but am simply watching it live trading a live micro. Very interesting to watch it do its thing.

Visit my futures io Trade Journal Started this thread Reply With Quote
The following 2 users say Thank You to FastNCurious for this post:
 
(login for full post details)
  #99 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: IB
Trading: Energies, Grains, Fixed Income
 
vmodus's Avatar
 
Posts: 1,121 since Feb 2017
Thanks: 2,572 given, 2,363 received


FastNCurious View Post
I have been working with Renko bars for the first time this week. I'm familiar with tick charts but renko almost seems like cheating. We shall see. I have a strat I "Unleashed" today on MNQM21 and so far performs as expected from the very limited backtest I ran. Keep in mind I have not done WFO on it but am simply watching it live trading a live micro. Very interesting to watch it do its thing.

Since Renko bars do not show 'true open' on TradeStation, you may consider using Momentum bars instead. You will get accurate backtests that Renko cannot provide. There are some other Renko limitations, so let me know if you have questions. I have done a ton of work on Renko both in TS and MultiCharts..

~vmodus

Enjoy everything!
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to vmodus for this post:
 
(login for full post details)
  #100 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 134 since Oct 2017
Thanks: 90 given, 147 received


I realize now that TS backtest with renko is bogus unless you code your strat to fill orders on close of current bar instead of open of next bar.

Visit my futures io Trade Journal Started this thread Reply With Quote
The following user says Thank You to FastNCurious for this post:


futures io Trading Community Trading Journals > Robots Unleashed - a beginners algotrading journey


Last Updated on July 28, 2021


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), 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