Recent content by TraderCat

Trading Odds Spreadsheet Without further polish or explanation, here is an Excel spreadsheet for playing with some basic odds for various win % and risk/reward ratios and getting a sense of what the resultant equity curves may look like given those odds.

2009.12.13 - 2010.03.13: 90 Day Performance Results Loosened up risk constraints to take advantage of increased market volality. Decided not to sweep account to provide larger capital cushion for correspondingly large draw-downs (real & imagined). Capital allocation moving towards Kelly...

I saw this a couple months ago on one of the YouTube clone sites, but darned if I can remember which one. So it's out there .....

2010.01.24 - 2010.01.30: Recalibrating Flat now. Too much overall risk. Again. Volatility really picked up and I found myself behind the curve all week, trying to recalibrate the bots on the fly while manually putting on trades to attempt to hedge the equity swings. As one can see from the...

Sigh. That comment was not directed at you. A Troll in Internet parlance is one who intentionally inflames and incites others in a community using insults, taunts, and generally just poor manners. Newbs are especially vulnerable and just make things worse by feeding the Trolls. So while you...

I smell a Troll.

A little over $500K USD nominal buying power. Periodically swept.

Performance Results By Instrument Breaking down the results by instrument is an eye opener. Clearly the fully discretionary trades (currencies, oil, gold) are making a negative contribution to the P&L.

Try for 15% a month compounded with a tiny account and you'll blow up long before you make it to 30k. You might as well buy something nice for the family. Better than pissing it away on a fools gambit.

My advice: Try and get your money back. Black box systems sold to retail investors are scams perpetrated by thieves and charlatans. If that is not an option for you then you can try a workaround. There are built in strategies that come with TradeStation (with source code). One of those is called...

2009.12.13 - 2010.01.15: Performance Results to Date The good, the bad and the ugly ...

2010.01.10 - 2010.01.16: Risky Business Still taking too much risk as evidenced by the equity swings. Time to reign in the bots a little. More work on risk management needed ...

2010.01.01 - 2010.01.08: Sloppy start Posting summary results for the week as weekly stats give better picture of overall performance. All in all, not a good start. Took on too much position risk (i.e. size) to achieve results. As usual for me, discretionary GC (gold) and CL (oil) trades were...

If you wanted to incorporate the latest Complex Event Processing, AI based, Ultra Low Latency, High Frequency Superbots, with lots of technical doo-dads and other such stuff out of the reach of the average retail trader, then yes, programming competence comes in handy. Otherwise, not so much...

I develop my own. That way I know who to blame when things go awry.