Robo Futures Trader Is Back Alpha Portfolio and Blog Restart
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Back, Bigger Better Stronger
Original Post on RFT – https://robofuturestrader.com/robo-futures-trader-is-back/
Summary:
- Alpha Portfolio restarted last week based on the new Phoenix indicator systems
- Development System Library added for site members
- Discord Community Started
- Alpha Talks restarting next week
Alpha Portfolio Restart
I have restarted the portfolio again at £5k following a review of all the previous codes. Following on from the previous prorealtime codes I have moved onto higher time frames that should offer more reliable signals as such most of the new codes will now trade between one and two times per month.
The Phoenix indicator has proven to produce reliable high risk reward trades across a number of products and time frames on both long and short trades and as such at the moment I have around 50 systems that have been tested and added to the demo account with 18 finalised and live in the Alpha Portfolio
At the moment due to only starting some of the systems at the end of last week only five trades have been taken with four winners and an overall return of 2.52%
Development Library Access
I have decided to add any codes that I add to my demo account into a development library on the website that will allow site members (free) to download the indicator and program and do their own testing. To start off with I am going to add them with a 2-3 month expiry date built into the indicator so for example on the 18th May the code would expire on the 31st July
As I need to take lots of screen shots for each system it may take me a while to get them all on but there should be at least two systems added each day for the next month and then probably two new systems per week following that
The video below shows how to import and active the systems once downloaded
How to import and activate systems from the dev library
Discord Community Started
I have started a Discord sever at RFT Discord Community that is available for anyone who wants to talk pro real time, propose collaborations with others etc. This is not a professional programming group, just a place to chill out and geek out
Alpha Talks Restarting
I will be restarting the Alpha Talks Vlog next week where hopefully the Alpha Portfolio will have been kind and given plenty to discuss
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Hi
just as an update I added a couple more systems yesterday.
Last night I did some work on the stops so that they would use a lower time frame for the trail and rather than using a stop of X% from max profit I am moving to one which would only allow a pullback of X% of the price as if the system was up 4% then at the moment some of them would allow for a 2% pullback. The flat% is great at lower profits but for the higher timeframe trades I need a sharper tool
The new stops appear to increase the profitability of the systems by 2-4 times, so once I have the new stops ironed out I will first reissue those systems already published and then issue V7 versions of those not yet published
Thanks
Ruark
1 user thanked author for this post.
Hi,
thanks for the feedback no not you that was me in both cases, I have updated the post and the downloads should work for you now
https://robofuturestrader.com/phoenix-dax-2-hour-l245-v6/
https://robofuturestrader.com/phoenix-usdjpy-1hour-s245-v6/
I have got hold of PRT Premium and can now do much longer but quicker backtests. The new stop is working really well so I should have some more systems up soon with shiny new V11 reports that you can customise
Thanks
1 user thanked author for this post.
Hi
thanks for that, a couple of the posts had images that had been left over from a copied post as the featured image that have now been corrected. At the moment I have dropped that particular system as the spread in the early hours of Sunday is huge
At the moment I haven’t decided between licencing systems, having a paywall on the site or just keeping it as a part of helping my development. At the moment I am focusing on maximising the systems for my own P&L and once the site has more members I will conduct a survey to see what people would like to do. The initial aim was to answer the question is anyone actually making money which kept coming up on the forum as some systems did not perform the same in real life as they did in back test and hopefully I am showing that.
Just to note I have updated the menus (see attached screenshot) with all the dev systems still being under the same menu but I am also adding links to the systems that I am running under the live systems tab, this will populate as I add the version 8 upgraded system posts the first two of which are here:
https://robofuturestrader.com/phoenix-dax-30m-l245-v8/
https://robofuturestrader.com/phoenix-dax-15m-l245-v8/
Version 8 vs Version 6
- Money Management Rules Updated To Calculate Margin
- Trading Time Periods Updated
- Trailing Stop Upgraded
- Added Hold Over Weekend Switch
In those cases the stop has not dropped to a lower time frame so the improvement in P&L is not as great as some of the other systems that I will publish later.
The new money management rules which use the calculate margin rather than a fixed sum may change the overall totals versus a version 6 back test as they will start the first trade with more or less money and then it snowballs from there
Thanks
Ruark
1 user thanked author for this post.
Hi @Grahal
thanks for taking the time to look into this, I have been looking at a bunch of code in the snippet library and stops that I have liked for example in the Pathfinder system for inspiration on the point at which it initiated the break even function.
The early tests that I did made the RR levels over 40 which was ridiculous but reduced the overall P&L, given the improvement of the V8 stop I wanted to get all of the system updated first and then revisit the break evens but also look at if a further indicator ie VWAP could be used to eliminate those trades that never got started. I also tested the function to close the trade if not profit in X candles but found that overall it was better to not have that code on. What I can do is prepare something and put it into the dev library or perhaps use a flag for the break even functionality. There are I think 5 more systems to get to V8 and then I can start looking at further improving the code. I have enough systems running now to not really need any new time/product combinations at the moment.
Speaking of V8 system I have added the system listed below. Please note that for a system dropping from running on a 2 hour time frame to now running on a 30 minute time frame that there will be less time covered by the V8 backtest. The entries will be the same as on the original system so the results can be informative as to how the V8 system would perform on a time frame larger than the test can be performed on in PRT V10.3
https://robofuturestrader.com/phoenix-usdjpy-2h30m-s245-v8/
https://robofuturestrader.com/phoenix-usdjpy-2h30m-l245-v8/
https://robofuturestrader.com/phoenix-dax-30m-l245t-v8/
Hi everyone, thanks for taking the time to check out the post.
For the past couple of weeks I have been working on upgrading the current Phoenix systems to Version 9 which has taken up most of my free time so I haven’t been posting as often as I would like.
With the evolving lock down situation getting around to working with Prorealtime full time is taking longer than hoped by the current plan is to be developing systems and content full time from September when the kids will both be back at school barring a second wave of the Corona virus putting us all back into lock down. At the moment though we have unfortunately lost many people the government does seem to have things under control now.
Although I have not been posting, I have been working to develop better systems and resources for ProRealTime users and this article is really an update on new and planned content with more detail in the linked posts.
Summary:
Current Content:
Full Live Systems Back Test Results
Future Content:
Pegasus Systems – ProRealTime Automated Trading July Project
The Final Version Phoenix Systems Will Begin Being Posted On Monday
Following three months of development I have the Phoenix systems in a place that I am happy with, following the first month of developing the signal and then two months developing the exits and filters to bring the system on to it’s final form. On Monday I will be publishing the final versions of the systems that I will be running, some of the system from V4-V8 have been dropped from the live portfolio as thought they are profitable they are not the best use of capital for the size of account that I am currently running. The V9 versions have far greater performance than the V4 or even V8 systems and I hope you will enjoy them.
It has been a great learning experience an exercise producing the system and along the way have achieved one of my objectives in building an Alpha Container, I should be able to take the filters and stop coding of the V9 Phoenix systems and simply swap out new signals and re optimise the stops, so new system versions should hopefully take around one month rather than three.
Full Pegasus And Phoenix Systems Back Test Results
When adding and updating systems one of the processes that I undertake is to see how the systems would have performed historically in the context of the whole portfolio running. I look to analyse the systems running both at level stakes and with money management turned on. Typically I run systems with a 50% reinvestment of profits but more recently I have performed this testing with money management turned on but with no reinvestment of profits.
For those who are not familiar the money management system that I use allocates a bank to the system, then calculates the stakes to use based on margin requirements and 2x the max draw down from back testing at £1 per point. By doing this I can back test the systems with an effective risk weighting as the stakes consider the margin which directly relates to the value of the underlying product and the max draw down. At level stakes for example the Dow Jones is around 5x larger than the Cac 40 so testing at £1 per point is not a good reflection of how the two systems would perform with equal weighting.
As of now I will not be making any further changes to the Phoenix series of systems and will be able to provide results for both their back tests and live trading in a more consistent manner. The current V9 systems are so much more efficient than the original systems that having an Alpha Portfolio with results from systems undergoing changes did not make sense as some past results would be present from trades that would not be taken by the V9 systems or may have been more or less profitable. So from now I will only report on portfolios of final version systems.
Pegasus Systems – ProRealTime Automated Trading July Project
Following completion of the Phoenix series on systems I will be moving onto the Pegasus series based around an RSI Divergence indicator. At the moment I am running the first system on the Nasdaq 100 market and it has been showing great results. The system had been running for the last six months at version 1 but upgrading it to V9 has greatly increased the P&L and consistency of the system.
How To ProRealTime Series
During the time that I have been using ProRealTime I have developed some skills in creating and testing code and doing it efficiently. I would like to make videos both long and short form with hints and tips to help code creators skill up as soon as possible.
In the series I will also have a sub series on taking a code from the library and working step by step to develop a new system
2 users thanked author for this post.
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