Algo Swap Anyone?
Forums › ProRealTime English forum › General trading discussions › Algo Swap Anyone?
- This topic has 13 replies, 4 voices, and was last updated 2 weeks ago by phoentzs.
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04/06/2024 at 4:24 PM #231160
Anyone like to explore options to swap an Algo – 1 for 1?
No big discussion around code or how Algo(s) works, but we show performance by posting on here and discuss as required. Then – if both sides are agreeable – we arrange a swap via email.
No need to post code and we can blank out Algo titles.
Showing performance will hopefully bring out discussions around how we – as PRT users – monitor and rate performance? This could lead onto Suggestions being put forward to PRT to provide tools to monitor and analyse performance.
04/06/2024 at 10:56 PM #23117104/07/2024 at 11:05 AM #231183For anyone who might be considering an Algo swap … would we need criteria so that Algo’s put-up for a swap are similar-ish in a few criteria that are important to us?
The sort of criteria that sprung to mind …
- Average gain per trade (factored to take account of different instruments).
- Number of trades per day.
- Length of time Algo has been under Live running test.
- Demo Live running okay?
- Maximum drawdown?
- You suggest more?
04/07/2024 at 2:54 PM #23118504/07/2024 at 6:03 PM #23118704/07/2024 at 10:49 PM #231193Coincidentally, I have an untouched version on SP500 for the same period. One last loss on April 4th, 2024… I think that was ECB. I think your short trades are pretty bold where they are. Well, I also use a completely different time frame.
04/08/2024 at 10:36 AM #23121104/08/2024 at 11:47 AM #231217Yes it will be a good swap as our modus operandi are very different … you get an Algo that you probably would not have developed and same for me.
I can’t believe others are not ‘jumping on the bandwagon‘ … given time they may come round to my ‘Swap Shop’! 😉
I figured this is a good way to cross-fertilise with strategies whilst being able to keep the code to ourselves.
It goes without saying (but I will) that we won’t share / post the code.
If (in the unlikely event) we want to sell on MarketPlace then the ‘Swappers’ come to some arrangement / split of any revenue before offering on MP?
For me, I see ‘Swap Shop’ as a way of revitalising my interest, but also to fuel discussion and chat about strategies and / or trading generally … trading can be a very solitary / lonely hobby??
04/08/2024 at 1:22 PM #231224Two thoughts from my side:
GraHal wrote:
I can’t believe others are not ‘jumping on the bandwagon‘ … given time they may come round to my ‘Swap Shop’!I am hesitating here, not jumping. Swapping with one or two co-forum-members – maybe; selling own product or obtained-by-or-given for-swapping-possibly-modified product on MP – no.
The interest for me lies in what you called the cross-fertilising.would we need criteria so that Algo’s put-up for a swap are similar-ish in a few criteria that are important to us?
I would appreciate a certain kind of normalisation in showing backtest results. Something like at least a period of 3 (or 6 or ..?) months, starting capital of 10.000, …
And also whether it’s a fixed position size strategy or with a position size calculated on the basis of the available or initial capital.1 user thanked author for this post.
04/08/2024 at 2:28 PM #231238selling own product or obtained-by-or-given for-swapping-possibly-modified product on MP – no.
Anybody not wanting above under any circumstances can state this before they do a swap.
Something like …
“Must NOT be made available on MarketPlace …
either in version as swapped
or in a code-modified version or variables-optimised version”.04/10/2024 at 7:58 PM #231372Oh yes, I now almost always use a function that only allows one trade per day per direction. In my opinion this makes my systems much more robust.
Hi.
How do you code 1 trade/day in one direction?04/11/2024 at 6:26 AM #231384Something like this?
https://www.prorealcode.com/topic/1-short-and-1-long-per-day-max/#post-229458
04/11/2024 at 9:03 AM #23139004/12/2024 at 4:14 PM #231466 -
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