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Robots Unleashed - a beginners algotrading journey


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Robots Unleashed - a beginners algotrading journey

  #31 (permalink)
 
FastNCurious's Avatar
 FastNCurious 
saint louis MO
 
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kevinkdog View Post
Is this with a VPS, by chance? I know someone else with that issue with VPS - the order gets sent once they log into the VPS. Sounds similar to your experience.

One solution might be to make sure you run TS 9.5 as an administrator. You can right click on the desktop icon and select "run As Administrator"

See if that helps. Also, if it does not, keep a log with details (screenshots).

I can collect your info, and info from others, I'll then approach TS upper mgmt to get it resolved. Upgrading to TS 10 MIGHT solve it too (I don't know).

I have never experienced this issue, by the way.

This is not a vps but I will try your method of started TradeStation in administrator mode

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  #32 (permalink)
 kevinkdog   is a Vendor
 
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jburke75 View Post
This is not a vps but I will try your method of started TradeStation in administrator mode

If Admin mode does not fix it, try upgrading to TS 10, and see if that cures it. If not, let me know.

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  #33 (permalink)
 
FastNCurious's Avatar
 FastNCurious 
saint louis MO
 
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vmodus View Post
Just my 25 cents.... we've never had a problem through our VPS (Azure VM), running TS 10. The only problem we've had on the VPS is that if we connect using a PC with High DPI (e.g. Surface Book), that will sometimes kill TS (not errors.... flat out kill it like it wasn't even running).

Not to hijack @jburke75 's journal, but is TS Support still actively supporting 9.5?

I will never update until I absolutely have to. 9.5 is fine for now. Just can’t trade blindly. You have to Make sure the programs are cooperating. I was just curious if anyone has had this exact thing happen where orders are sent when clicking the chart. Maybe it only occurs after restarting TS and not refreshing the chart. I will test this out.

9.5 is what I will keep for now. Until I get a laptop and can test 10.0 out. Ultimately I want a computer specifically for testing and one for trading live. Right now I do both on my desktop I built.

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  #34 (permalink)
 
FastNCurious's Avatar
 FastNCurious 
saint louis MO
 
Experience: Intermediate
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Trading: NQ, ES, YM, CL, GC
Posts: 149 since Oct 2017
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I just watched Andrea Unger video of how to trade energies

sum up his video with this:


CL responds well to trend following and counter trend strategies.
RB and HO are good for intraday breakout and trend following systems
NG is good for mean reverting counter trend strategy

stop losses are roughly around 1000 - 1500

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  #35 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
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jburke75 View Post
I just watched Andrea Unger video of how to trade energies

sum up his video with this:


CL responds well to trend following and counter trend strategies.
RB and HO are good for intraday breakout and trend following systems
NG is good for mean reverting counter trend strategy

stop losses are roughly around 1000 - 1500

Thanks. This confirms my recent study of these four, specifically. RB and HO seem to work well with the same strategies. Is this video available to the general public? I would like to watch.

~vmodus

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  #36 (permalink)
 
FastNCurious's Avatar
 FastNCurious 
saint louis MO
 
Experience: Intermediate
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vmodus View Post
Thanks. This confirms my recent study of these four, specifically. RB and HO seem to work well with the same strategies. Is this video available to the general public? I would like to watch.

https://ungeracademy.com/blog/trade-the-energy-market

I think he has several free videos there. Good stuff and glad most come with a transcript because it’s hard to make out every word.

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  #37 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
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jburke75 View Post
https://ungeracademy.com/blog/trade-the-energy-market

I think he has several free videos there. Good stuff and glad most come with a transcript because it’s hard to make out every word.

Awesome, thank you very much! I have wanted to read his book for a while, but it is written in Italian and my Italian is pretty rough. I see that Wiley is publishing an English language translation slated for publication next year, and according to the reviews, the first part of it is geared towards system traders. I've pre-ordered, but probably won't see it until June.

~vmodus

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  #38 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
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jburke75 View Post
I will be in Cleveland in April as well (don’t know which week yet) and I hope to see you there! You are ending your algo journal journey and I am just starting mine. I take my keys from you in many ways. I even named my journal after yours with a robot theme. What a great example you have laid out for us beginners. So much to learn from each other. I hope you keep it alive even if it’s a once a month check in.

I'll be there as well and trying to coordinate with @vmodus to be there at the same time. The last one was excellent.

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  #39 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
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kevinkdog View Post
I have run walkforward tests with 3 different approaches:

1. Manual walkforward
2. StratOpt WFP walkforward tool (my preferred option)
3. Tradestation WFO tool

None of them agree with each other. They all make different assumptions, and do calculations slightly differently, so I would not expect them to be exactly the same.

I think the key is to use the same method in live trading as you did during development. Don't use Stratopt in backtest, but then manually do it live - for example.


jburke75 View Post
I spoke with the developer of strat opt WFP and he primarily uses it to create intraday trading strats. He has told me that an in sample period of around 10 trades is a good place to start.

I can see how walkforward testing is great for intraday systems, and theoretically should yield the same results no matter how you do it. The problem comes when you start using walkforward testing on swing systems. How do you treat an open trade at the end of the walkforward period? If you close it at the end of the period you might get different optimization results than if you close it when the system would close it. Another issue with walkforward is trade count. They less trades you have in each walkforward period the less significant the results are. I have a tendency to develop systems that have low trade counts - and the resulting walkforward results are extremely unstable.

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  #40 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
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jburke75 View Post
Currently developing different ways to initiate a buy on either a certain date of the month or possibly some trading day of the month. the difference being that one strategy may use a specific date of the month. Say I pick the 5th of every month sometime the 5th will fall on a weekend and thus the next trading day may get filled. This is one idea that has been proposed to me recently but I am not sure how to code that in tradestation yet.

I have however developed a strategy to buy on the 5th trading day of the month. Still I am struggling to wrap the idea of the code in my head.

Something like this will only trade on the 5th trading day of the month
If month(current bar) > month(last bar) then counter = 0 else counter = counter + 1
If counter = 5 then run your trade code

jburke75 View Post
I just realized at the end of his book Art has all the code to create these strategies and right after I wrote the code for the first strategy I decided to check the back of the book and it was right there staring me in the face. My way of coding it was pretty much exactly how he wrote it. That part was encouraging.

Someone recently burst my bubble and told me that the strategies in the book don't work anymore. Still I think good concept can be learned from back testing so many combinations of different ideas.

So I assume you mean this...
Beating the FINANCIAL FUTURES MARKET: Combining Small [AUTOLINK]Biases[/AUTOLINK] Into Powerful Money Making Strategies

Well he also wrote this
Beating the Financial Futures Market: 2017 Almanac
which updates the results of the original strategies. While not all terrible most of the strategies no longer work as they used to but I think all did make money over the 11 year period between the original and the Almanac.

Linking these two books though, I see he has now added
BEATING THE FINANCIAL FUTURES MARKET: The 2020 Almanac
which I haven't read, so maybe some of them started working again. i did just order it though.

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Last Updated on November 11, 2021


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