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BigDog's Robot


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BigDog's Robot

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  #1 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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In this journal I will be tracking my robot's performance... hopefully it's a fun and green journey!

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  #2 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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Here's August 17th, 2009

Ending P&L was $412.5

Assuming $1 roundtrip in commissions, still walked away with about $400.00....

not bad for 10 minutes of trading for my robot on his first day

still plan to keep tweaking etc so he can play for more than 10 minutes

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  #3 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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<-----------

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  #4 (permalink)
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
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BigDog,

Sorry, I couldn't resist!!! I just removed my comment.

Question,

Is this an automated strategy?

RJay

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  #5 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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RJay,

yes, its fully automated to the point I just turn it on and monitor to make sure ninja doesn't misbehave on me.... in all honesty its nothing more than just money management, there's no real indicator setup or anything like that.... although i do plan to work on that aspect in the near future (starting today! )

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tradeguy24
San Diego, CA
 
 
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hope it goes well big dog. money management is the most important part of trading so getting that aspect down should put you ahead of most traders. what is your general money management strategy?

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  #7 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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scaling orders, making sure i have positive expectancy that's reasonably attainable, small losers

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  #8 (permalink)
 caprica 
USA
 
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BigDog View Post
scaling orders, making sure i have positive expectancy that's reasonably attainable, small losers

BigDog are you using van tharp's expectancy formula? if so would you mind sharing a few things:

expectancy value #, length of period for backtest, total number of trades

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

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  #9 (permalink)
BigDog
Chicago
 
 
Posts: 60 since Jun 2009
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caprica View Post
BigDog are you using van tharp's expectancy formula? if so would you mind sharing a few things:

expectancy value #, length of period for backtest, total number of trades


i'm not using van tharp's method


but in terms of backtest and what not... Jan 2nd till August 12th

about 20,000 trades (actually sat through each day of market replay to do backtests)

expectancy is about $13.00 per trade after roughly $1.00 commission per round trip

considering this is market replay and i get generous fills.... if i walk away with $7.00/trade post commission i'll be a happy panda!

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  #10 (permalink)
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
 
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Posts: 155 since Jul 2009
Thanks: 45 given, 113 received



BigDog View Post
i'm not using van tharp's method


but in terms of backtest and what not... Jan 2nd till August 12th

about 20,000 trades (actually sat through each day of market replay to do backtests)

expectancy is about $13.00 per trade after roughly $1.00 commission per round trip

considering this is market replay and i get generous fills.... if i walk away with $7.00/trade post commission i'll be a happy panda!

thx. if you ever try van tharp's method for expectancy i'd like to see those results. $1 r/t for commission... wow, never heard of anything remotely that cheap before even with 2,500 trades a month. which broker?

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

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Last Updated on August 31, 2009


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