My algo trading daily performance

amandeep86

Well-Known Member
I have a built in stop loss of 10k on any position that I trade and I also have a portfolio stop loss as the Max loss that I can take in a day.
Both stop losses are part of my execution algorithm.. These are apart from my afl. These are for emergency scenarios.

MT
How do place such risk limits ,are they at the broker's end on the trading terminal...I m using NEST
 

copypasteaee

Humbled by Markets
Trade wise loss limits or script wise loss limit?
 

mithoon

Active Member
Will there be a market order exit as soon as P&L hits -10k or is it a limit order ?




I have a built in stop loss of 10k on any position that I trade and I also have a portfolio stop loss as the Max loss that I can take in a day.
Both stop losses are part of my execution algorithm.. These are apart from my afl. These are for emergency scenarios.

MT
 
I have borrowed some of my ideas from this mans blog. This article is somewhat related. http://www.systemsontheroad.com/#!H...ING-SITUATIONS/c18q6/56ac81780cf231794c631bb0

Thanks,
MT

Hey, new to this forum,but trading for years.I've always been interested in Algo trading and enjoyed reading your log here,yes every page.

That being said,I clicked on the link in your post to read the blog and the guy is just selling his system for $.Seems shady.


I think you posted the wrong link by mistake,can you post the correct link ?
 

humble

Well-Known Member
Hey, new to this forum,but trading for years.I've always been interested in Algo trading and enjoyed reading your log here,yes every page.

That being said,I clicked on the link in your post to read the blog and the guy is just selling his system for $.Seems shady.


I think you posted the wrong link by mistake,can you post the correct link ?
Tomas has given a pretty good framework for testing strategies here: http://systemtradersuccess.com/the-anatomy-of-a-breakout-automated-trading-strategy-the-concept/. It looks like he also leases out his strategies.
 
Hi MT ,

I am talking to symphony guys currently , would personally want to connect to you as you are using it , They say Amibroker Feed is free but i am not sure about the Amibroker Software license is that part of the deal ?