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Has anyone here programmed a strategy and have ran it for at least a year?
Jan 21, 2017 at 19:24
824 Zobrazení
7 Replies
Členom od Jun 07, 2015
92 príspevkov
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
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
Členom od Feb 22, 2011
4573 príspevkov
Jan 23, 2017 at 16:15
Sure,
I am trading with my EAs for years.
I am trading with my EAs for years.
Členom od Jun 07, 2015
92 príspevkov
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
Thanks in advance
Everything in the market is like a fart, if you have to force it, it is probably shit
Členom od Feb 22, 2011
4573 príspevkov
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:)
Členom od Jun 07, 2015
92 príspevkov
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?
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
Členom od Dec 08, 2017
12 príspevkov
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.
Členom od Apr 11, 2015
36 príspevkov
Jan 02, 2018 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.
Členom od Feb 22, 2011
4573 príspevkov
Jan 02, 2018 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
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