My algo trading daily performance

[Trader987]

waiting for latest performance....!!!!

 

[mechtrader]

Its been quite a time since i have made an update. I was busy in some personal activities.
Trading has been going good.May was a good month to trade. I will make a detailed post later, when i compile the data and analyse the month.

Good luck to all for June.

MT

 

[mechtrader]

Hi all,

May was a good month to trade. Last 4 months have been very testing in many aspects. I had to deal with situations which i have not dealt so far.

It all started after Feb ending. Feb was my first loss month and i was in a DD of around 2l. I thought that i should go full model in march as the tested DD is 10l and i am already under 2l. So the risk was 8l. MOreover, if i loose this 8l then also i would loose 5.6l in reality as 2.4l was going to go in taxes after march. Hence, I thought going full with a risk of 5.6l was a good option.

March was a bad month, actually very bad. Nothing seemed to go right.Also, trading a full portfolio was very taxing on me. I was emotionally drenched. Around 21st march after a 7 day loosing streak i thought i cant handle it anymore and decided to again go half positions henceforth. I was under a loss of around 6.5l at that time. Why i went on to trade half positions and what was the logic behind it, i have already explained earlier.

April was again a negative month and the DD increased to 7.5l. I ran many studies on the viability of the strategies and everything seemed ok. I held on tightly.

Finally may gave some solace. Recovery has started, about 50% done.

Now looking back:

1) If i had traded the half position model throughout i would have been in profit.
2) If i had traded the full position model throughout from march start, i would have been in profit.

Reality is i am under a DD still. So, what was the fault? Going full model (no, i had reasons for that). Going half positons (no, i had reasons for that too). I have thought about it alot and found that my scaling up criteria was flawed on many levels. I should have scaled up like add 5 more add 5 more...I should not have doubled my portfolio overnight.

This was an important learning.

There were some other unfortunate incidents that happened against me during this period. I was out for a week, and was trading remotely. After a week when i reached home and analysed the trades, i found that i GFDL had been stuck in 10-12 of my symbols and they didnt give any trades. Upon correcting i found they would have given 2l in profits. These woes added to my misery.

Currently i am trading 15 stocks only and will try to slowly scale up. Recovering fully might take another 2 months, but its ok.

May month stats.

All the best for June to all.
MT

 

[DSM]

Thanks Mechtrader for sharing your experience and learnings. And ofcourse your raw emotions too... As a trader, can much relate. :thumb::thumb::thumb:

Hi all,

May was a good month to trade. Last 4 months have been very testing in many aspects. I had to deal with situations which i have not dealt so far.

It all started after Feb ending. Feb was my first loss month and i was in a DD of around 2l. I thought that i should go full model in march as the tested DD is 10l and i am already under 2l. So the risk was 8l. MOreover, if i loose this 8l then also i would loose 5.6l in reality as 2.4l was going to go in taxes after march. Hence, I thought going full with a risk of 5.6l was a good option.

March was a bad month, actually very bad. Nothing seemed to go right.Also, trading a full portfolio was very taxing on me. I was emotionally drenched. Around 21st march after a 7 day loosing streak i thought i cant handle it anymore and decided to again go half positions henceforth. I was under a loss of around 6.5l at that time. Why i went on to trade half positions and what was the logic behind it, i have already explained earlier.

April was again a negative month and the DD increased to 7.5l. I ran many studies on the viability of the strategies and everything seemed ok. I held on tightly.

Finally may gave some solace. Recovery has started, about 50% done.

Now looking back:

1) If i had traded the half position model throughout i would have been in profit.
2) If i had traded the full position model throughout from march start, i would have been in profit.

Reality is i am under a DD still. So, what was the fault? Going full model (no, i had reasons for that). Going half positons (no, i had reasons for that too). I have thought about it alot and found that my scaling up criteria was flawed on many levels. I should have scaled up like add 5 more add 5 more...I should not have doubled my portfolio overnight.

This was an important learning.

There were some other unfortunate incidents that happened against me during this period. I was out for a week, and was trading remotely. After a week when i reached home and analysed the trades, i found that i GFDL had been stuck in 10-12 of my symbols and they didnt give any trades. Upon correcting i found they would have given 2l in profits. These woes added to my misery.

Currently i am trading 15 stocks only and will try to slowly scale up. Recovering fully might take another 2 months, but its ok.

May month stats.

All the best for June to all.
MT

 

[icy.smack]

Hey Mech Nice to hear from you , I have recently signed up for the ALgos! In PT mode currently .

1. How did you handle slippages ? and did you ever get positively rewarded in Slippage

2. when you do a backtest of your strategies whats the Duration of data you take / consider.

3. Did you face repainting issues from AMibroker ?

Regards,
Niranjan

 

[mechtrader]

Hi icy,

1) please read the thread entirely. i have explained everything in detail.

2) backtest from 2011. live from dec 2014

3) if it repaints, there is no incentive in taking it live. Its flawed.

MT

 

[iTrade]

Thank you for sharing your experience. Glad to know I am not the only one facing issues with third party tools.
Even I have strategy which has shown good results in backtesting.
But NEST issues, lack of a good end to end automation tools without manual intervention, data feed issues are really causing problems and profitable days are missed.
I try to do automated trades on a VPS so that atleast I ensure that there are no connectivity issues.

Indian trading industry really needs a technology revolution. Trading platforms which are good are too costly for retailers to end up in profit and those which come with less cost do not have everything we need. But anyways, we will keep trying

Hi all,

May was a good month to trade. Last 4 months have been very testing in many aspects. I had to deal with situations which i have not dealt so far.

It all started after Feb ending. Feb was my first loss month and i was in a DD of around 2l. I thought that i should go full model in march as the tested DD is 10l and i am already under 2l. So the risk was 8l. MOreover, if i loose this 8l then also i would loose 5.6l in reality as 2.4l was going to go in taxes after march. Hence, I thought going full with a risk of 5.6l was a good option.

March was a bad month, actually very bad. Nothing seemed to go right.Also, trading a full portfolio was very taxing on me. I was emotionally drenched. Around 21st march after a 7 day loosing streak i thought i cant handle it anymore and decided to again go half positions henceforth. I was under a loss of around 6.5l at that time. Why i went on to trade half positions and what was the logic behind it, i have already explained earlier.

April was again a negative month and the DD increased to 7.5l. I ran many studies on the viability of the strategies and everything seemed ok. I held on tightly.

Finally may gave some solace. Recovery has started, about 50% done.

Now looking back:

1) If i had traded the half position model throughout i would have been in profit.
2) If i had traded the full position model throughout from march start, i would have been in profit.

Reality is i am under a DD still. So, what was the fault? Going full model (no, i had reasons for that). Going half positons (no, i had reasons for that too). I have thought about it alot and found that my scaling up criteria was flawed on many levels. I should have scaled up like add 5 more add 5 more...I should not have doubled my portfolio overnight.

This was an important learning.

There were some other unfortunate incidents that happened against me during this period. I was out for a week, and was trading remotely. After a week when i reached home and analysed the trades, i found that i GFDL had been stuck in 10-12 of my symbols and they didnt give any trades. Upon correcting i found they would have given 2l in profits. These woes added to my misery.

Currently i am trading 15 stocks only and will try to slowly scale up. Recovering fully might take another 2 months, but its ok.

May month stats.

All the best for June to all.
MT

 

[CommoBro]

Do you think commodity gives better returns if, auto traded?

 

[CommoBro]

Commodity is tricky. It gives you so much returns that you take it for granted and feel relaxed and it takes a lot, I mean a lot when things are in bad phase...!!!!

But definitely worth to try.!! Try crude oil as it follows trend like butter..!!! very smooth, most of the time..

Thanks for your input. If you had option of trading between equity and commodity, which one you would prefer for algo trading?

 

[icy.smack]

Hi,

is the bar replay feature in amibroker replicate signals correctly in symphony ? or do you see a difference when in realtime.