My algo trading daily performance

[mechtrader]

Dear SRJC,

All the algos are different depending on what purpose they are designed for. if your afl caught the move, it is very much possible that was trading against it and got my stop loss hit.

As per your other doubt, what would someone get by posting wrong figures. If posting wrong figures on a free public forum gives you an advantage, i will be interested to know that advantage.

Thanks,
MT

 

[mechtrader]

Slippage: 800

Thanks,
MT

 

[Cubt]

Hi Mech,

What is your capital?

 

[mechtrader]

Hi Cubt,

I have kept my initial capital as 5l.

Thanks,
MT

 

[classifiedindian]

Trades = 4
Slippage = 100

Thanks,
MT

What does slippage here mean?

 

[classifiedindian]

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

Wouldn't impact cost depend upon lot size?

 

[mechtrader]

Thanks,
MT

 

[hmp]

Hi
If you look at canbk and lt 5 min chart, you would observe even with 10 point swing afl you should have made Rs 25,000.00 profit.
It is now clear that either you are providing wrong figures or committing 'hara-kiri' with some obscene algo system. Either way it is your pleasure.
Regards.
SRJC

SRJC Sir
Can you pl. share this afl? Looks interesting.
Regards

 

[SRJC]

Hi
Kindly do not call me Sir. I am just a member of forum like you.
Disclaimer: The AFL below is an combination of various AFLS provided by senior members.

AFL


icol = IIf ( MA (Close,20) > Ref (MA (Close,20),-1),colorGreen,colorRed);

Plot( MA( close, 20 ),"", icol, styleThick,styleDots);
//Plot( MA( Low, 20), "",icol, styleThick);

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();

_SECTION_BEGIN("swing1");
no=Param( "Swing", 10 , 1, 55 );
//no=20;
res=HHV(H,no);
sup=LLV(L,no);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
supres=IIf(avn==1,sup,res);

Buy=a=Cross(C,supres);
Sell=b=Cross(supres,C);
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes(shape, IIf(Buy,colorBlue,colorRed), 0, IIf(Buy,Low,High));

//Plot(supres,"Swing",colorWhite,styleStaircase,styleThick);
Plot (supres,"Swing",colorRed,styleStaircase+styleDots,styleThick,styleDots);

_SECTION_END();

_SECTION_BEGIN("Tops and bottom");

pd = Param("Periods",13,5,144,1);
pds = 2*pd-1;// (Adjustment for Wilders MA)
aa = Close-Ref(Close,-1);
uu = EMA(Max(0,aa),pds);
dd= EMA((Max(0,0-aa)),pds);

rf = IIf(C>2,1000,10000);

c1 = Param("Upper Level",70,50,90,1);
qq1 =100/(100-c1)-1;
ff1 = qq1*dd-uu;
ff2 = ff1/qq1;
f1 = Max(ff1,ff2);
UL = Close + f1*(pds-1)/2;
UL = IIf(UL>C,floor(UL*rf),ceil(UL*rf))/rf;

c2 = Param("Equilibrium",50,50,50,0);
qq2 =100/(100-c2)-1;// [=1]
ff = dd-uu;
MM = Close + ff*(pds-1)/2;
MM = IIf(MM>C,floor(MM*rf),ceil(MM*rf))/rf;

c3 = Param("Lower Level",30,10,50,1);
qq3 =100/(100-c3)-1;
ff1 = qq3*dd-uu;
ff2 = ff1/qq3;
f3 = Min(ff1,ff2);
LL = Close + f3*(pds-1)/2;
LL = IIf(LL>C,floor(LL*rf),ceil(LL*rf))/rf;

band = Param("band width",4,0,15,0.25);
mmu = MM+band;
mmd = MM-band;


Buy=X=Cross( C,LL);
Sell=Y=Cross(UL,C);



PlotShapes(shapeCircle*Buy,colorBlue,0,L,-15);
PlotShapes(shapeCircle*Sell,colorRed,0,H,15);
_SECTION_END();

======================================================

 

[mechtrader]

Thanks,
MT