Recent content by facevalue

Well, first real trades to disscuss. Yesterday - short positons were out of luck. Yet, we still keep such days in trading. Nov will end up with profits onebillionpercent. But we fight to find a solution to avoid bad trades. Any useful help? Again, I'm open - real trades are @ algoprop.com...

On the other hand, you wouldn't make some trades that might seem "bad" to you yet the algo would. ))) Every algo makes mistakes, and that's the part of trading. ))) You see, like yesterday - my algo had some good and bad trades (PRU - had +50c, yet closed @ -47, AXP was twice more than the algo...

Please, check your price feed. PFG: b7acaafc2ad5d89d9446feb9b890507c.png - higher line is, as you may see, today's high. The second line lower: Entry price 5M bar. PRU: bc95687d36dbc76f2b0324c0e6a4956d.png - higher line was, as you may see, today's high at that moment. The second line lower...

One of the reasons I decided to post trades online is to eliminate suspicions about fitting curves. )) You will be able to see all updates including Sharpe ratio of the protfolio on the web. Can't wait to finish coding and begin posting all that info real time.

Since August, with backtests back to June'10. Sharpe ratio with weekly results will be posted some time later on the web.

Well, I fought for 6 months. ))) I consulted with hedge fund managers and Managed futures fund manages to get and idea when they stop and close their positions or reverse. The one that helped me to overcome turnovers and successfuly shut down stocks with broken perfomance is combination of...

Well, I've got one. Fully automated as for now and profitable. You may even follow it @ algoprop.com during market time. It may loose of course, there are several periods when a week could be negative but all monthly statements are positive.

Hey, Meet my automated "kid" @ algoprop.com. It updates open positions each 10 seconds. No delays. The position size is set to minimum (100 shares), we are in progress to develop automated position amount placement. Yet, it's already on real account and you will see duplicates of real trades...

Hey, I'm here to find friends and meet someone who develop automated strategies. I have one already working, you may check its perfomance everyday at algoprop.com - stat's updated real-time. Well, that's it! )