My algo trading daily performance

[mechtrader]

Hi all,

In this thread I would be posting my daily performance as per my algo. The sole purpose is to keep analyzing the output of the algo and improving it further.

Thanks,
MT

 

[dell]

sir , have some system's in amibroker , wanted to use auto route , which is budget oriented good solution available for it , plz give some suggestion's , what problems we can face while trading through auto route ?

 

[mechtrader]

The only auto solution on which i can comment is the one which i am using personally. I use Symphonys Presto for autotrading.

Cost involved: 25k annual fees and datafeed charges as applicable to you.
Cant comment on other services as I have not used them.

Problems: There is only one problem in autotrading and that is impact cost and noone can be spared from that.

Other problem like connection issues can be dealt.

Hope it helps
Thanks,
MT

 

[mechtrader]

Trades = 4
Slippage = 100

Thanks,
MT

 

[mechtrader]

Trades = 5
Slippage = 200

Thanks,
MT

 

[mechtrader]

Trades = 5
Slippage = 250

Thanks,
MT

 

[onlinegtrash]

is this live trade or paper trades happening in simulation environment?
Have you tested your strategy in algo paper trading first?

 

[mechtrader]

These are live trading results.
Yes, the strategy was also tested in simulation for 2 months.

Thanks,
MT

 

[onlinegtrash]

These are live trading results.
Yes, the strategy was also tested in simulation for 2 months.

Thanks,
MT

All the best!

 

[prakash2010]

Trades = 5
Slippage = 250

Thanks,
MT

Iam unable to digest your trades. iam having a weak heart.

You are having a strong heart. carry on.

All the best.