What are your setups?

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  • #154436

    I’m fairly new to this algo trading and I’ve always wondered how the experienced coders in this forum are doing it. I think it’ll be a useful discussion and helpful to new ‘programmers’ like me.
    Mainly what I wanted to ask is –

    1. How many algos do you having running live and how many are you testing?
    2.  What percentage of your algos are profitable?
    3.  How long do you take from inception of a strategy to deploying it live?
    4. where do you get inspiration for your strategies?
    5.Do you do this full time/part time and do you manual trade as well?

    #154532

    Interesting questions. I hope you get some more useful/inspiring answers than mine :

    3.  How long do you take from inception of a strategy to deploying it live?

    A year.

    4. where do you get inspiration for your strategies?

    Manual trading and observing graphs for ages.

    5.Do you do this full time/part time and do you manual trade as well?

    Part time (with ups for good ideas and downs for them not working out). Yes, manual as well. At least that works out. Haha.

    And the key question :

    2.  What percentage of your algos are profitable?

    With the one I work on only (but in different incarnations) : 100%* with net profit including commissions or spread. And after some first rough optimisations, hardly optimsed at all.

    *) In backtests.

    As said, I hope that others will be more inspiring. … And that you get honest answers, like mine. But the point is :

    As a life time systems programmer I am here to beat the system(s). And well, there is no nicer system to beat than …
    the $ system ?
    It is so enormously cool to code your stuff better and better, and see more and more profit. All systems green.

    Have fun !
    Peter

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