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Sam028 EOD Robot


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Sam028 EOD Robot

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  #21 (permalink)
 sam028 
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Posts: 3,732 since Jun 2009
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Big Mike View Post
lol

I am guessing it compares the close to the open, high and low of the day and then takes some action. Might also be based on a gap.

Mike

Or I'm using a 168 2.4ghz Xeons proc computing farm, with its 10 Tb historical stock options tick database, coupled with fuzzy logic algorithms, neural networks for pattern recognition, some genetic stuff for optimization, a piece of Lorenz attractor, some Laplace and Fourier transforms (French mathematician rocks !!!), and a lot of coffee.

Who knows ?

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  #22 (permalink)
 wh 
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i do not believe this but you can send me secret ...

good night sam

if yes so he do not tell
if no so he do not tell
it nes he tell

wh

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  #23 (permalink)
 Big Mike 
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sam028 View Post
Who knows ?

You?



Mike

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  #24 (permalink)
 websouth 
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sam028 View Post
Or I'm using a 168 2.4ghz Xeons proc computing farm, with its 10 Tb historical stock options tick database, coupled with fuzzy logic algorithms, neural networks for pattern recognition, some genetic stuff for optimization, a piece of Lorenz attractor, some Laplace and Fourier transforms (French mathematician rocks !!!), and a lot of coffee.

Who knows ?

Yeah well that's how you roll....
I'm usually chanting come on red. All on red.

best of luck my friend

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  #25 (permalink)
 sam028 
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Day 10: -165$

One more time, one of the orders has not be sent by the robot to one of the broker, nothing in the logs, strange...
Maybe NT don't like having two brokers and two data feeds, I'll maybe build another VirtualBox, and 1 NT/broker/datafeed per Virtualbox.



Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
From the beginning: +1107.5$ (+1397.5) before com

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  #26 (permalink)
 sam028 
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Day 11: +420$

Some modifications today:
- YM has been replaced by EMD. YM should have been profitable for today, just like EMD was (+13 ticks), but based on my backtests, YM was the worst contract for this robot, and EMD was the best of future contracts tested, so it was logical to swap them.
- I replaced market orders with limit orders ( EnterShortLimit(DefaultQuantity, GetCurrentAsk(), ... ), and no fill for the TF contracts. With market orders, it should have be +10 easy ticks, but that's life...

The logic will keep the same, but I think I'm going to change some parameters tomorrow, I finally think that some of my robot's parameters are a bit too optimized.



Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
Week 3: +420$ before com
From the beginning: +1527.5$ (+1817.5) before com

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  #27 (permalink)
 sp139214 
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Sam, this looks really good. You refer to a Virtualbox. Do you have someone hosting this for you? if so who. Keep up the good work and the thread.

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  #28 (permalink)
 sam028 
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sp139214 View Post
Sam, this looks really good. You refer to a Virtualbox. Do you have someone hosting this for you? if so who. Keep up the good work and the thread.

As I'm developping strategies and indicators on my main workstation, use it for backtesting and for discretionary trading, I don't want a "production" strategy to be disrupt by beta indicators/strategies, or any other sort of potential issues.
That's why I use a VirtualBox, with a very light XP installation (no antivirus, no extra-packages/services, ...), only with "production" strategies/indicators.
An other interesting aspect, the VirtualBox production host DD takes only few gb, so easy to backup, easy to put on another physical host if the first one have an hardware problem.

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  #29 (permalink)
 sam028 
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Day 12: +580$


Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
Week 3: +1100$ before com
From the beginning: +2107.5$ (+2397.5) before com

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  #30 (permalink)
 Big Mike 
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Bravo!


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