My algo trading daily performance

[mechtrader]

Hi all,

Was not able to update the thread for quite a while, my bad.
March was a good trading month for the strategies.

Henceforth I will be sharing some useful links for strategy building.
Hope you will find some useful.

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

Thanks,
MT

 

[mrageish]

Hi all,

Was not able to update the thread for quite a while, my bad.
March was a good trading month for the strategies.

Henceforth I will be sharing some useful links for strategy building.
Hope you will find some useful.

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

Thanks,
MT

nice.... thanks

 

[mechtrader]

Its a great podcast.

http://traderspodcast.com/episode56/

Thanks,
MT

 

[mrageish]

Its a great podcast.

http://traderspodcast.com/episode56/

Thanks,
MT

nice find....i am having a hard time finding a working strategy for automation without repainting...i forward tested some of the strategies but all of them repaint at some point or the other...can u suggest some stuff where i can buy a ready made strategy ?

 

[mechtrader]

nice find....i am having a hard time finding a working strategy for automation without repainting...i forward tested some of the strategies but all of them repaint at some point or the other...can u suggest some stuff where i can buy a ready made strategy ?

No dear i cant help you.
There are no good strategies for sale.
Just think, if the are good then would someone sell them.
You are the only one who can make strategies for yourself. Dont fall prey to tricksters.

Good luck,
MT

 

[mrageish]

No dear i cant help you.
There are no good strategies for sale.
Just think, if the are good then would someone sell them.
You are the only one who can make strategies for yourself. Dont fall prey to tricksters.

Good luck,
MT

thanks for replying...need to try more combinations with an edge then...

 

[TradeOptions]

Hi all,

Was not able to update the thread for quite a while, my bad.
March was a good trading month for the strategies.

Henceforth I will be sharing some useful links for strategy building.
Hope you will find some useful.

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

Thanks,
MT

Thanks for sharing the link mechtrader :thumb:

Here is one another good website for Algos related info -

http://www.quantstart.com/articles/How-to-Identify-Algorithmic-Trading-Strategies

Regards

 

[NJ23]

MechTrader,
What has been the highest drawdown of your strategy? I'm just curious. If you have any resources on how to identify when a strategy is breaking down, please do share.

 

[mechtrader]

MechTrader,
What has been the highest drawdown of your strategy? I'm just curious. If you have any resources on how to identify when a strategy is breaking down, please do share.

Diff strategies have diff drawdowns. I cant give a value. As a rule I keep my CAR/MDD >4 for intraday strategies and >3 ffor positional systems for the entire backtest period.

No strategy stops working abruptly. 90% of the strategies resume their backtested equity curve if they are diligently tested (No curve fitting) before flattening out. Here as a general rule I keep reviewing my models every three months and keep the threshold for the strategy at 1.5*MDD (from the most recent peak.

Thanks,
MT

 

[Investor86]

Has anyone ever used Symphony Presto APIs for automated trading ?
Would like to know its feedback in terms of ease of use, connectivity, reliability etc.