Automated Trader – 06-17-2008
June 16, 2008 at 9:39 pm · Filed Under Automated Trader
After 3 weeks of trading, the automated trader has made 19 trades and is averaging 0.95 times the risked amount in profit per trade. The bad thing is that 70% of the trades were winning trades, which is a percentage I can’t hope to achieve in the long term with the current system, so we’re going to have to do some work to keep up the profitability long term. On the plus side, slippage is much less than expected, so hopefully that will keep up. Also on the plus side, the HMM is not even being used yet for the actual trading, but it is being used for the screening. Scalability is ok, at least across a couple hundred stocks at a time. Sorry for the fragmented post, but this is one that’s just to keep a diary of the progress…
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