@Gary: 2 brokers for multiple reasons, but here the main one is because I want to sleep in peace. The robot is buying/selling 4 different contracts, and is flat before the european night. So, no overnight allowed. If, bad luck, broker A have a problem, and the robot is unable to close these positions, I can manualy hedge with broker B.
@Caprica:I don't have all my historical data right now, I've just checked the strat with 09/09 contracts, 1 trade/day/contract/broker, SQN from 4.07 (on YM) to 5.95 (on NQ). I'm not sure it's the infos what you want...
Can you help answer these questions from other members on futures io?
Day 1: +520$
Day 2: -85$
Day 3: +57.5$
Day 4: +5$ (+245$ without bug)
Day 5: +480$
Week 1: +977.5$ (+1217.5) before com.
Good first week, without yesterday's bug (found it), the results is +1217.5$ (so +977.5$ with the bug).
Until now, the results looks similar to the backtests (win/loss ratio, average winning/losing trade, etc).
Not good, but if losses stays small, and profits much bigger than losses, and win/loss ratio > 70%, fine.
I've also found the EMD contract (E-mini S&P MidCap 400), which seems to be a good contract for this robot. The first backtest without any optimization looks really good (see screenshots).
As the YM is not on the podium in backtests and in real life, I think I could replace it by EMD. I'm just a bit scared by the volumes (and the spread) of the EMD.
Week 1: +977.5$ (+1217.5) before com week 2: +295$ before com From the beginning: +1272.5$ (+1562.5) before com
I thought for sure this would have been a big UP day for the bot as there was a pretty big move at the close.. Maybe I dont understand the method.. I will re-read..
