Sam028 EOD Robot - futures io
futures io



Sam028 EOD Robot


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one sam028 with 39 posts (11 thanks)
    2. looks_two Big Mike with 9 posts (1 thanks)
    3. looks_3 Gary with 6 posts (0 thanks)
    4. looks_4 RJay with 3 posts (0 thanks)
      Best Posters
    1. looks_one edgefirst with 1 thanks per post
    2. looks_two shodson with 0.5 thanks per post
    3. looks_3 sam028 with 0.3 thanks per post
    4. looks_4 Big Mike with 0.1 thanks per post
    1. trending_up 17,812 views
    2. thumb_up 18 thanks given
    3. group 13 followers
    1. forum 81 posts
    2. attach_file 13 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Search this Thread
 

Sam028 EOD Robot

(login for full post details)
  #1 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,732 since Jun 2009
Thanks: 3,811 given, 4,591 received

The idea of the robot is quite simple:
- try to get few ticks after the end of the regular session
- no overnight position
- very very basic MM, stop gain == stop loss (8 to 12 ticks)
- 2 contracts, on ES/NQ/TF/YM
- same strat for these 4 futures contracts, but some parameters value differs.
The backtests were quite good, maybe too good to be true, let's see what happens in the real life.

Day 1: good (490$ after commission)

Attached Thumbnails
Click image for larger version

Name:	2009-08-31_2356.png
Views:	400
Size:	41.2 KB
ID:	1537   Click image for larger version

Name:	2009-08-31_2359.png
Views:	315
Size:	25.3 KB
ID:	1538  
Follow me on Twitter Started this thread Reply With Quote
The following 2 users say Thank You to sam028 for this post:

Can you help answer these questions
from other members on futures io?
Big Mo Indicator for NT8
NinjaTrader
help with take profit several targets
TradeStation
How do I create Strategy with the Second Entry indicator
NinjaTrader
Dissect open interest data
Crypto Futures
Multi Time Frame High/Low/Median levels
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Is anyone actually making money?
123 thanks
ApexTraderFunding.com experience and review
11 thanks
Want your NinjaTrader indicator created, free?
7 thanks
Artificial Intelligence (AI) and Chat GPT
7 thanks
Dax market profile (FDAX, TPO)
7 thanks
 
(login for full post details)
  #2 (permalink)
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
 
caprica's Avatar
 
Posts: 155 since Jul 2009
Thanks: 45 given, 113 received

hello sam and good luck with this new strat. i was wondering if you have tried optimizing on van tharp system quality number [sqn] which i posted some time ago and if so if you would share with me the value. i have been trying to find someone with a good strat and compare the sqn values so i can try to see what a good value might be. most of my strats are between 3 and 5 for sqn value.

how long you backtested this for?

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

Reply With Quote
 
(login for full post details)
  #3 (permalink)
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
 
caprica's Avatar
 
Posts: 155 since Jul 2009
Thanks: 45 given, 113 received


so does strat trigger 2 contracts in each of four instruments simultaneously based on a single trigger or is the strat running separate on each instrument and may or may not trade each instrument?

nice first day good job.

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

Reply With Quote
 
(login for full post details)
  #4 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,732 since Jun 2009
Thanks: 3,811 given, 4,591 received


caprica View Post
hello sam and good luck with this new strat. i was wondering if you have tried optimizing on van tharp system quality number [sqn] which i posted some time ago and if so if you would share with me the value. i have been trying to find someone with a good strat and compare the sqn values so i can try to see what a good value might be. most of my strats are between 3 and 5 for sqn value.

how long you backtested this for?

No, I didn't played with Van Tharp SQN, just basic backtest/optimization.
2 trades on the same contract but one trigger: I use two brokers, so I can see compare them. There is one strat by instrument by broker, so 8 "same" strat running.

Follow me on Twitter Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
 vast 
Australia
 
Experience: Intermediate
Platform: Ninja
 
vast's Avatar
 
Posts: 167 since Jun 2009
Thanks: 154 given, 62 received

Hi Sam
Any screenshots of trades/setups at all? Or are they secret?
Regards

Reply With Quote
 
(login for full post details)
  #6 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,732 since Jun 2009
Thanks: 3,811 given, 4,591 received


vast View Post
Hi Sam
Any screenshots of trades/setups at all? Or are they secret?
Regards

Sorry Vast, it's secret, for various reasons.
But don't worry, I still convinced that something is wrong in the strat, the backtests results are too good, so if the strat may fail soon. About 75% profitable trades, avg win>avg loss, 1 (small) loosing week these last 3 months, works fine on different contracts, 3 max consecutive losers vs 12 consecutive winners , etc.
I've build a huge quantity of strategies, and never found something like that before, but this time, I'm unable to find what's wrong.
If a miracle happens, and the robot still profitable after few weeks, I'll find a way to share it.

day 2: -85$ before commission, and something strange, a trade take by one broker, but not by the other one (IB), nothing in the logs
day 3: +57.5$ before com

Follow me on Twitter Started this thread Reply With Quote
 
(login for full post details)
  #7 (permalink)
 vast 
Australia
 
Experience: Intermediate
Platform: Ninja
 
vast's Avatar
 
Posts: 167 since Jun 2009
Thanks: 154 given, 62 received

Hi Sam thanks for your honesty.
Hope today went well.
Good luck with it and may the strat results serve you well.

Reply With Quote
 
(login for full post details)
  #8 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,732 since Jun 2009
Thanks: 3,811 given, 4,591 received

I'm posting my yesterday's results with 2 screenshots, because I think I'll have to drop and recreate my NT database. I still have the famous "Loading data..." for longs minutes, have restarted NT few times, reboot the VirtualBox, same result, and nothing in the log files .

Day 4: +5$ before commission. But there is a bug somewhere, the robot went long on YM and NQ, but were supposed to go short, I need to add some "Print(...." in the strat...
The logical result should have been +245$ before com.

Attached Thumbnails
Click image for larger version

Name:	2009-09-03_2008.png
Views:	320
Size:	43.4 KB
ID:	1649   Click image for larger version

Name:	2009-09-03_2009.png
Views:	256
Size:	18.4 KB
ID:	1650  
Follow me on Twitter Started this thread Reply With Quote
 
(login for full post details)
  #9 (permalink)
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
 
caprica's Avatar
 
Posts: 155 since Jul 2009
Thanks: 45 given, 113 received


sam028 View Post
The idea of the robot is quite simple:
- try to get few ticks after the end of the regular session
- no overnight position
- very very basic MM, stop gain == stop loss (8 to 12 ticks)
- 2 contracts, on ES/NQ/TF/YM
- same strat for these 4 futures contracts, but some parameters value differs.
The backtests were quite good, maybe too good to be true, let's see what happens in the real life.

Day 1: good (490$ after commission)

thx for this i love strategies so love to see and learn from others and i especially like you posting the equity graph. now if you will do me the favor of optimizing it with the sqn and giving me the results of the optimization including length of period # of trades per day and the sqn itself i would really like that.

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

Reply With Quote
 
(login for full post details)
  #10 (permalink)
 Gary 
Near Dallas, Texas, US
 
Experience: Advanced
Platform: NinjaTrader
Broker: ZenFire
Trading: CL
 
Gary's Avatar
 
Posts: 1,070 since Jun 2009
Thanks: 502 given, 2,238 received


Sam,

What is the primary purpose for using 2 brokers simultaneously? Are you hedging?

Gary

Visit my futures io Trade Journal Reply With Quote


futures io Trading Community Trading Journals > Sam028 EOD Robot


Last Updated on April 24, 2010


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2023 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), 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