My algo trading daily performance

[NJ23]

Hi, can you tell me the configuration of your VM? Is this VM offered by Symphony or your broker?

 

[mechtrader]

Hi, can you tell me the configuration of your VM? Is this VM offered by Symphony or your broker?

Hi,

The VM is provided by symphony.

Thanks,
MT

 

[throwawayacc123]

Overall Jan was a good month.:thumb::thumb:
Few improvements to be made in the system to get it ready for February.
Working on some positional ideas also.

From now on I will be posting weekly updates on this thread.

Thanks,
MT

Hey Mechtrade,

nice performance there. From the graph i can see that from jan 1-15 your algo performance was trending when markets were in range condition and then from jan 15-29 it was moving sideways but markets were in trend. So i m assuming your algo follows some kind of range market strategy.Its making money only in range condition and losing in trend condition.

if you want to optimize this curve you will basically need two algos one of range which you already do and one for trending condition which you may have to incorporate in your plan. I could be totally wrong in my assumptions but this is what i gather from your performance.

 

[mechtrader]

Hey Mechtrade,

nice performance there. From the graph i can see that from jan 1-15 your algo performance was trending when markets were in range condition and then from jan 15-29 it was moving sideways but markets were in trend. So i m assuming your algo follows some kind of range market strategy.Its making money only in range condition and losing in trend condition.

if you want to optimize this curve you will basically need two algos one of range which you already do and one for trending condition which you may have to incorporate in your plan. I could be totally wrong in my assumptions but this is what i gather from your performance.

Hi t...123,

The thing is I that the algo trades on stock futures. The trend of stocks can be entirely different from that of the general market.
I would not consider any changes in it as of now coz:
1) 1 month period is too short to draw any conclusions
2) The performance is as per the expectations.
3) I more focused on the approach that we need to build more and more trading systems rather than making one perfect (coz that wont happen ever).
If we are live with decent amount of trading systems we dont have to worry about the performance.. they will take care of themselves.

P.S. Thanks for the inputs. Keep them comin.

Thanks,
MT^

 

[NJ23]

Hi,

The VM is provided by symphony.

Thanks,
MT

Can you check the amount of RAM and processor actually consumed when you're running your algos next time? TIA.

 

[mechtrader]

Can you check the amount of RAM and processor actually consumed when you're running your algos next time? TIA.

Thanks,
MT

 

[suhas.bhayekar]

Hi sir, your perform is good,please say me how much capital invest in it?

 

[mechtrader]

Hi sir, your perform is good,please say me how much capital invest in it?

I have started the account with 5l keeping drawdown and margin requirements in mind.

Thanks,
MT

 

[mechtrader]

I am continuing to update this thread as it was helping me to control discretion.

I am listing some useful blogs which have helped me immensely. If someone is interested in system development, these are a very good read.

http://systemtradersuccess.com/
http://www.quantifiedstrategies.com/
https://cssanalytics.wordpress.com
www.automated-trading-system.com

Thanks,
MT

 

[mechtrader]

https://www.quantopian.com/posts/trading-strategy-ideas-thread

Thanks,
MT