My algo trading daily performance

[Sybarite]

The option to trail is always there. The question always is " how much is too much". The stop should not be too tight nor too loose.
I have tested that too tight trail seems to hamper the performance of the portfolio.
Today was just not a good day is all I can say.

Thanks,
MT

Its only been few months i started trading, I felt today was one of the most volatile market days.

 

[mechtrader]

Thanks,
MT

 

[mechtrader]

No trades triggered.

Thanks,
MT

 

[onlinegtrash]

No trades triggered.

Thanks,
MT

Today is one of the volatile day index swinging 200 pts but no trades triggered!???
perhaps rules say: stay out of volatile markets?

 

[mechtrader]

Today is one of the volatile day index swinging 200 pts but no trades triggered!???
perhaps rules say: stay out of volatile markets?

Yes. It was one of the reasons.
a) I tend to trade in direction of the long term trend. take longs only when c> long term moving average and vice versa.
b) I also try to enter before the action i.e during low volatility and hoping to see some volatility in the direction of the trend.
So, I had a short bias for today and hence no longs were triggered in the morning and due to high volatility no shorts triggered in the afternoon session.

Thanks,
MT

 

[mechtrader]

Thanks,
MT

 

[mithoon]

Yes. It was one of the reasons.
a) I tend to trade in direction of the long term trend. take longs only when c> long term moving average and vice versa.
b) I also try to enter before the action i.e during low volatility and hoping to see some volatility in the direction of the trend.
So, I had a short bias for today and hence no longs were triggered in the morning and due to high volatility no shorts triggered in the afternoon session.

Thanks,
MT

Do you have a method to calculate Volatility or do you use indicators on Amibroker.

 

[mechtrader]

Do you have a method to calculate Volatility or do you use indicators on Amibroker.

I use indicators.
Average true range and width of ( bbhigh - bblow) can give you a good idea about volatility.

Thanks,
MT

 

[Cubt]

MT,
Hope you are doing good. Just have a question, do you limit your entries based on specific time, like entering the trades only between 10 to 10.15am if conditions are satisfied? And skipping the signals if it occurs after the specified time?

 

[mechtrader]

MT,
Hope you are doing good. Just have a question, do you limit your entries based on specific time, like entering the trades only between 10 to 10.15am if conditions are satisfied? And skipping the signals if it occurs after the specified time?

Hi cubt,
I don't do that. I don't think it makes much sense. How will one know what time duration is best to enter trades??

Thanks,
Mt