Wednesday, December 26, 2018

Wed. 12/26 +5.9%

2:55pm CST - Holy Boxing Day Bounce in the indexes! Crude up 9% today too!  A couple mistakes trading signals and a missed trade today cost me 62 ticks or so.  But at least I flipped back to green on the year.

I was able to finally get my new system coded, sort of, in Ninja. It's not exact but really close.  The 2nd half of 2018 looks great!  The 1st half, not so much.  Perhaps it will continue to do well for a bit, or it may die an ugly death? No way to know.  I may try to improve things with some walkforward optimization or perhaps I can figure out a way to trade other markets with it.
NQ Contracts:16
Net $P/L: 847
Wins: 10
Losses: 6
Avg$Win: 193
Avg$Loss: -180

In other news Algos Broke the Market?

No comments:

Post a Comment