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Has anyone here programmed a strategy and have ran it for at least a year?
dkilmer

Member Since Jun 07, 2015  89 posts Flying Spaghetti Monster (dkilmer) Jan 21 2017 at 19:24
Hello.

I have been programming for twenty years, and studying the markets for about four years now. I have been programming a single strategy for the past few months ( I have a full time job and family, so time to work on this is not as much as I would like to devote to it ). My question is;

Have you programmed a system, and have you ran it live for a substantial amount of time ( a year or more )?

If so, can you give me some insight on the following:

My system, when back tested generates about 22% with about a 5% DD , this is true for the last 35 years. Is this a good goal?

I have avoided over optimization, but of course have spent many hours trying different combinations including watching it run while paying attention to any kind of variable I can focus on ( volume, top down, time of day, etc,.... ). Does this seem right, or am I basically over optimizing it?

Thank you for any insight you may be able to provide.
 -- THE FSM

Everything in the market is like a fart, if you have to force it, it is probably shit
togr

Member Since Feb 22, 2011  3397 posts vontogr (togr) Jan 23 2017 at 16:15
Sure,

I am trading with my EAs for years.

I like what I trade, I trade what I like
dkilmer

Member Since Jun 07, 2015  89 posts Flying Spaghetti Monster (dkilmer) Jan 23 2017 at 16:27
Great, Thank You. Looking for insight into the process and what you are trying to achieve. I have been programming for years, but only been doing mql4 and trading for about four.

Thanks in advance

Everything in the market is like a fart, if you have to force it, it is probably shit
togr

Member Since Feb 22, 2011  3397 posts vontogr (togr) Jan 25 2017 at 07:37
dkilmer posted:
Great, Thank You. Looking for insight into the process and what you are trying to achieve. I have been programming for years, but only been doing mql4 and trading for about four.

Thanks in advance


I use following setup
Have a trading idea --> code it --> run BT --> test on demo 3months --> test on small real 3 months --> put on bigger real --> make money. It takes about a year to get stable income from idea so you need to have many ideas:)

I like what I trade, I trade what I like
dkilmer

Member Since Jun 07, 2015  89 posts Flying Spaghetti Monster (dkilmer) Jan 25 2017 at 13:43
That is great to hear, Thank you.

What kind of percentages ( return, profit factor, DD ) are you aiming for?

Everything in the market is like a fart, if you have to force it, it is probably shit
crpytoadvice1

Member Since Dec 08, 2017  12 posts crpytoadvice1 Dec 17 2017 at 08:21
Nowadays, the vast majority of trading platforms have powerful strategies optimization tools. Both the popularization of these tools (especially genetic algorithms), as well as the strong development of hardware for average users, with efficient machines with powerful processors and high calculation capacity, have been key factors in the spread of automatic trading.

TradingtheCloud

Member Since Apr 11, 2015  21 posts GENESIS ASSET (TradingtheCloud) Jan 02 at 08:27
togr posted:
Have a trading idea --> code it --> run BT --> test on demo 3months --> test on small real 3 months --> put on bigger real --> make money. It takes about a year to get stable income from idea so you need to have many ideas:)


I agree with this advice strongly. Always build up your system in small steps...move to the next phase only if it passes the expected performance or criteria.

togr

Member Since Feb 22, 2011  3397 posts vontogr (togr) Jan 02 at 15:37
TradingtheCloud posted:
togr posted:
Have a trading idea --> code it --> run BT --> test on demo 3months --> test on small real 3 months --> put on bigger real --> make money. It takes about a year to get stable income from idea so you need to have many ideas:)


I agree with this advice strongly. Always build up your system in small steps...move to the next phase only if it passes the expected performance or criteria.

exactly

I like what I trade, I trade what I like
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