My algo trading daily performance

[pkgmtnl]

How much does cost involve in taking in the Strategy into Presto / approving and then trading it in actual market.

Can U please advise more on to it?

 

[mechtrader]

How much does cost involve in taking in the Strategy into Presto / approving and then trading it in actual market.

Can U please advise more on to it?

Plz refer post no.57.

Thanks,
MT

 

[mechtrader]

Thanks,
MT

 

[niftytaurus]

Hi Mech Trader
Thanks for this valuable thread..we got lot of information about automated trading..
I dont know much about amibroker & AFL..I trade on Price action..can we code strategies on PA also?
I dont know much about coding or AFL.. Do Presto have their own readymade automated system or strategies, so I can back test & paper test them...
Thanks

 

[pkgmtnl]

Plz refer post no.57.

Thanks,
MT

Thanks.
How much VPS is costing U per month & what should be bare minimum configuration for Algo?

thanks.

 

[mechtrader]

Hi Niftytaurus,

If you trade on price action setups and if all the rules those can be defined objectively then you can definately code an afl for that. So, the main task is to clearly define the rules.

Yes they should have some strategies with them but those strategies are not useful in making any money.

Dear pkgmtnl,
I guess u didnt look at post 57. Everthing is mentioned there.

Thanks,
MT

 

[rmike]

Hi Purusharth, nice thread with useful info

Just out of curiosity, would be interested to know the rationale behind system modelling upon sharpe ratio instead of the conventional 'thumb metric' RAR/DD

Regards,

 

[mechtrader]

Hi Rmike,

I dont know how did you get the notion that I dont use the annual return/DD.
I certainly deem it as one of the foremost parameters while system designing.

Thanks,
MT

 

[rmike]

Hi Rmike,

I dont know how did you get the notion that I dont use the annual return/DD.
I certainly deem it as one of the foremost parameters while system designing

Probably got unintentionally misled by your quoted post below

The reason for running this baseline version is , it alone without any filter for market regime offers a good sharpe ratio and avg profit per trade for over 5 years. Also the baseline system has passed the montecarlo simulation and out of sample backtesting. MT

Since found this to be an interesting variation, hence the query

 

[DSM]

Mechtrader,

Just a thought. Since you have to give your strategy for coding to Symphony guys, and they have access to your performance as well, what prevents them from trading and profiting from your strategy or marketing the same to others (thereby removing the efficacy of the same over time)? Have you taken any precaution/measures to ensure that your strategy remains yours?