Wednesday, 25 July 2012

Flo Trades the ES

This is the same basic algo that I use for most FloBots, but with a few extra tweaks that improves performance and robustness.

The stats below show what happens after testing ES on data to June 30, 2012 and then running it on the UNSEEN JULY data. Look at the win rate, drawdown and profitability. And that includes the July month of unseen data.

I retest once a month unless some black swanish event occurs.

If you don't want to sit in front of your PC all day or are unable to control your emotions enough to maintain discipline, or perhaps you are just approaching old farthood like me and have better things to do than sit ALL day, then look into algo trading. But, and this is an elephant size "but", unless the algo passes proper forward walking and maintains profitability and robustnes, you'll probably be taking many steps back.

Algo trading alows you to really try before you risk. The algo will trade with real money the same way it does in SIM if you program it correctly.

I run Flo unattended on a VPS. I do have alerts if the black swan arrives. I also have a maximum loss per day programmed so that she shuts down if things to flash.

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