Sam028 EOD Robot - Trading Journals | futures io social day trading
futures io futures trading


Sam028 EOD Robot
Updated: Views / Replies:9,931 / 81
Created: by sam028 Attachments:13

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 13  
 
Thread Tools Search this Thread
 

Sam028 EOD Robot

  #51 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received

or can also add another time frame in initialize

Add(PeriodType.Minute, 30);

and then submit the limit order to that time frame so it will last 30 minutes before being canceled or etc.

Second you can use limit orders but set it to never cancel.

Third you can use market orders.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #52 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,367 since Jun 2009
Thanks: 3,574 given, 3,983 received


Big Mike View Post
or can also add another time frame in initialize

Add(PeriodType.Minute, 30);

and then submit the limit order to that time frame so it will last 30 minutes before being canceled or etc.

Second you can use limit orders but set it to never cancel.

Third you can use market orders.

Mike

Sure for first and third, the second is supposed to be an "advanced method variation reserved for experienced programmers ...", hmm...

The fourth solution: keep it like this, it's not so crazy, if the order is not filled during the current bar, well, it's maybe a bit risky to keep the order open.
Anyway, now I know .

ps: I'm not sure to know what this crazy pilot smiley really means, but I like it .

Reply With Quote
 
  #53 (permalink)
Elite Member
Wrocław, Poland
 
Futures Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
 
gregid's Avatar
 
Posts: 651 since Aug 2009
Thanks: 321 given, 605 received



sam028 View Post
Ok, why not, now I know it. This detail was a 4 ES pts detail (200$), but that's a good lesson: I'll go back to market orders next week.

Sorry if I'll ask silly question, but could you please elaborate a bit more on "what you know now", as I don't understand what went wrong so that your order was not filled. Is what happened against the design of a limit order - a bug in ninjatrader handling of limit orders or you simply didn't know how limit orders work.
Thanks

Reply With Quote
 
  #54 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,367 since Jun 2009
Thanks: 3,574 given, 3,983 received


gregid View Post
Sorry if I'll ask silly question, but could you please elaborate a bit more on "what you know now", as I don't understand what went wrong so that your order was not filled. Is what happened against the design of a limit order - a bug in ninjatrader handling of limit orders or you simply didn't know how limit orders work.
Thanks

I didn't realize the method I use, EnterLongLimit(arg1,arg2,arg3), has this behavior (the order, submit during bar x, was canceled on bar x+1 if not filled).

Reply With Quote
The following user says Thank You to sam028 for this post:
 
  #55 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
Hartford, CT. USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG, Kinetick
Favorite Futures: TF
 
RJay's Avatar
 
Posts: 677 since Jun 2009
Thanks: 726 given, 740 received


sam028 View Post
I didn't realize the method I use, EnterLongLimit(arg1,arg2,arg3), has this behavior (the order, submit during bar x, was canceled on bar x+1 if not filled).

sam028,

I have a thought,

If you placed the order on a separate chart, say with month bars or range bars set to a thousand, your orders won't get canceled becouse the bar won't complete with the order pending.

RJay

Reply With Quote
 
  #56 (permalink)
Elite Member
Florida
 
Futures Experience: Intermediate
Platform: NT7
Favorite Futures: CL, NQ, NG
 
Posts: 456 since Jun 2009
Thanks: 1,359 given, 383 received

Sam028,

I'm curious if you're using IOrder or not...

Also, if you're using something similar to check status of limit orders:
 
Code

// If the order state is terminal, reset the order id value
if (status1[2] == "Filled" || status1[2] == "Cancelled" || status1[2] == "Rejected")
{
orderId1 = string.Empty;
}
 
or
 
Code

if (status1[2] == "Working" &&//THIS IS ALL NEW TO BE CHECKED
FirstTickOfBar &&
//Uptrend == true && 
status1[2] != "Filled"//&&
//StochUp == true &&
//StochDown != true
)
{
AtmStrategyCancelEntryOrder(orderId1);
 
if (triggerLong
)
{
 
AtmStrategyCancelEntryOrder(orderId1);
// LongTrigger3=((Math.Round(Medians[2][1]*10))/10 + TriggerOffset*TickSize);
// AtmStrategyChangeEntryOrder(LongTrigger3, 0, orderId);
atmStrategyId1 = GetAtmStrategyUniqueId();//testing turned on or off
}
I'm still playing with the above code (was trying to get a "simple" limit order strat working) but still having trouble getting the unfilled limit order reset to a new level if not filled in 1 or 2 bars. I believe the strat where I pulled this out of was having problems due to the attempted use of 2 independent contracts so that 1 could have a target profit and the second could have a trailing stop with it. Still on the "drawing board". Do you have any "resetting of limit orders" types of strats that could be shared?


reminds me of the Wright Brothers ... sometimes I feel like I'm still in the bicycle shop - dreaming of future days of flying above the clouds ...

Kirk

Reply With Quote
 
  #57 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,367 since Jun 2009
Thanks: 3,574 given, 3,983 received


RJay View Post
sam028,

I have a thought,

If you placed the order on a separate chart, say with month bars or range bars set to a thousand, your orders won't get canceled becouse the bar won't complete with the order pending.

RJay

@RJay: Sure, this is what Big Mike says in post #51
@Zeller4: no, sorry, I don't have examples for this. So many thing can go wrong in an ATS, if you can keep order management as simple as possible, it's better.

Reply With Quote
 
  #58 (permalink)
CL Assassin
Near Dallas, Texas, US
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: ZenFire
Favorite Futures: CL
 
Gary's Avatar
 
Posts: 1,070 since Jun 2009
Thanks: 504 given, 2,230 received

- Sorry, couldn't resist. Feel free to remove this post.


Last edited by sam028; September 24th, 2009 at 02:15 PM. Reason: we won't delete it, shame on you Gary !!!
Reply With Quote
 
  #59 (permalink)
 Vendor: www.probabletrades.com 
OC, California, USA
 
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
 
shodson's Avatar
 
Posts: 1,860 since Jun 2009
Thanks: 480 given, 3,255 received

@sam028 - You say you put on the trade at the close of the market (I'm assuming 4pm NY time) but the Globex session on index futures closes at 4:15pm NY time so basically you have 15 minutes to do what it's going to do, correct? Otherwise you're technically holding it overnight if you're still in a position at the beginning of the next Globex session at 5pm, correct? Take the ES as an example.

Reply With Quote
 
  #60 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,367 since Jun 2009
Thanks: 3,574 given, 3,983 received


Day 18: +152.5$

But, I've been very lucky, and it should have been a negative day. I've been freezing the Virtualbox which host this NT instance, then wake it up, refresh the charts, connect the second broker, add the strats... But it seems that this is not a good idea, because when one robot was buying a contract for one broker, the other robot was selling the same on the broker. So it should have been a flat day, but 2 contracts were not filled (limit orders).
So, another lesson: restart NT every days

Week 1: +977.5$ (+1217.5) before com
Week 2: +130$
before com
Week 3: +1180$ before com
Week 4: -152.5
$ before com
From the beginning: +1994.5$ (+2255) before com

Reply With Quote

Reply



futures io > > > Sam028 EOD Robot

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
EOD DATA PHELIX EEX ?? Locust Reviews of Brokers and Data Feeds 2 March 25th, 2011 07:57 AM
Who tried the free EOD futures data for NinjaTrader? Fat Tails Reviews of Brokers and Data Feeds 2 May 21st, 2010 08:07 PM
MultiCharts outside US with EOD Data Sharkie MultiCharts 2 April 28th, 2010 05:16 PM
BigDog's Robot BigDog Trading Journals 12 August 31st, 2009 06:46 PM


All times are GMT -4. The time now is 09:01 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, 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
Page generated 2017-12-18 in 0.17 seconds with 20 queries on phoenix via your IP 107.20.115.174