What I got as results from algorithmic trading

JcGilbert

Junior member
24 4
Hi,
Wanted to share my insight on algorithmic trading, it's been now a year that I am into it, developed my own algorithms, I manage to get 20% increase on my capital monthly, What about you? do you also use algorithmic trading?
Here is an account where I've deposited 500 dollars in May and made grow to 1700 dollars, good consistency since May, +250%

Cheers
 
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Likhazar

Member
64 3
Hi,
Why you choose those currencies? What was your plan for EURAUD on 26.08.2019?
Grid strategies are good until black swan apperas ;)
Nice performance, good luck! :)
 

JcGilbert

Junior member
24 4
Hi,

I chose them for currency ring purposes.
On the 26th, it's my EA who managed that trade on EURAUD,

Thanks! How's your account going? Good performance that you have too! :)
 

Likhazar

Member
64 3
Hi,

I chose them for currency ring purposes.
On the 26th, it's my EA who managed that trade on EURAUD,

Thanks! How's your account going? Good performance that you have too! :)
How much "space" you had then on 26.08? I saw that EA opened over 0,5 lot that day, so what is the maximum lot size you can open in one grid trade?

My account is slowly growing up ;). Holidays wasn't good for me, but now it is back on track ;).
 

JcGilbert

Junior member
24 4
How much "space" you had then on 26.08? I saw that EA opened over 0,5 lot that day, so what is the maximum lot size you can open in one grid trade?

My account is slowly growing up ;). Holidays wasn't good for me, but now it is back on track ;).
Margin you mean? Well you can see that it went quite smooth in the dradown,, didn't even reach 3% that day. About the margin itself, as I have a leverage of 1:500, it must have taken around $150 blocked margin and the rest in free margin, so around $850
 
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trendie

Legendary member
6,209 996
Good for you, especially if you developed your own algorithm. (y)

How long did it take you to get it to a viable system?
How many iterations before you got it to the system you settled on?
Best of luck on it, and hope you keep the thread updated.
 

pstrusi

Junior member
19 1
Hi,
Wanted to share my insight on algorithmic trading, it's been now a year that I am into it, developed my own algorithms, I manage to get 20% increase on my capital monthly, What about you? do you also use algorithmic trading?
Here is an account where I've deposited 500 dollars in May and made grow to 1700 dollars, good consistency since May, +250%
..................
I don't know what kind of strategy is your system based on, but a Sharpe ratio of 0.14 indicates that your system is profitable in markets with high volatility taking big risks. I imagine is some kind of trend following. It's a good start but if you want to have a sustainable system in the long run, you should work on it to thrive in quiet periods too. Just a suggestion.
Keep it up
 
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JcGilbert

Junior member
24 4
Good for you, especially if you developed your own algorithm. (y)

How long did it take you to get it to a viable system?
How many iterations before you got it to the system you settled on?
Best of luck on it, and hope you keep the thread updated.
Thank you!

It took me 2 years to have a profitable system, fully automated.
I have made 4 iterations to lake that system
Absolutely, I would love to see your performances too! How are they?
 
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JcGilbert

Junior member
24 4
I don't know what kind of strategy is your system based on, but a Sharpe ratio of 0.14 indicates that your system is profitable in markets with high volatility taking big risks. I imagine is some kind of trend following. It's a good start but if you want to have a sustainable system in the long run, you should work on it to thrive in quiet periods too. Just a suggestion.
Keep it up
Thank you for your input and suggestion!
What I have found though after having iterated, is that I prefer forecast "high volatility" and develop a strategy around it rather than develop a system for low-volatility periods (had costed me some blown-up accounts when the market became more volatile)
What about you? Are you also into algorithmic trading?
 

pstrusi

Junior member
19 1
Yes, I'm a fellow algo trader trying his best, not an easy activity. So far, with high or low volatility what seems to be more robust are good trend following strategies, but no all of course.
 

trendie

Legendary member
6,209 996
Thank you!

It took me 2 years to have a profitable system, fully automated.
I have made 4 iterations to lake that system
Absolutely, I would love to see your performances too! How are they?
I have only got to the point relevant signals get emailed to me, so I can do a final eyeball check before taking a trade. (saves me being at screen, although I am till mid-mornings.)
Dont know if I will ever get that final push into full automation, without lowering R:R.
Exploring MM as a way to mitigate, but no luck so far.
But, pluggiing away nonetheless.

4 iterations to full production model is impressive.
 

JcGilbert

Junior member
24 4
Yes, I'm a fellow algo trader trying his best, not an easy activity. So far, with high or low volatility what seems to be more robust are good trend following strategies, but no all of course.
Yeah I agree insofar as you need to be in the sense of the trend to be able to make profits, and at the same time I believe, and that worked for myself, that as algorithmic traders, we should take advantage of the possibility to build more of a real algorithm rather than a human trading strategy translated into an automated system. That definitely changed the game, for me at least, when I stopped trying to create an algorithm that is a translation of my personal strategy but more of a real algorithm, that a human could not do himself, if that makes sense ahaha!
 

JcGilbert

Junior member
24 4
I have only got to the point relevant signals get emailed to me, so I can do a final eyeball check before taking a trade. (saves me being at screen, although I am till mid-mornings.)
Dont know if I will ever get that final push into full automation, without lowering R:R.
Exploring MM as a way to mitigate, but no luck so far.
But, pluggiing away nonetheless.

4 iterations to full production model is impressive.
Oh cool, are those signals yours or someone else's? What are your results so far??
Going into full automation is something quite tricky indeed, especially in terms of MM
 

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