Is there anybody really winning?
- This topic has 62 replies, 26 voices, and was last updated 4 years ago by
.
-
My live PRT
I’m going to profit this year so far. Unfortunately, I started a DAX 3 min algo that destroyed a nice trend I had.
The win is a bit better than the graph shows because I stopped an algo manually which would otherwise run over the weekend. The results of the two winnings do not show when I stop the algo with the mobile phone.
1 user thanked author for this post.
My live PRT from 2019-04
Now i have got more stable returns.
I only run two algos on 5 min timeframe.
+300 Euro/1,5 months
1 user thanked author for this post.
I went through cycles of winning and then losing all or more of the winnings (although I always managed to (more or less) protect my initial capital), before finding my way of profitable algorithmic trading. I very much agree with @jebus89 above; you need to run a portfolio of uncorrelated systems to reach any stability. But I am profitable. Not every day, not every week, not even every month. My objective is to be profitable on an annual basis, in the order of 15-25% on capital reserved for margin. Most of the time my margin requirements do not exceed 10% of my capital reserved for margin. If they do exceed 10%, it is invariably because several (hopefully) uncorrelated systems are in position simultaneously.
It takes a lot of work and you have to be really stubborn. It is really rewarding when it starts to work, because machines do it for you. But you can never stop developing and adapting. Markets change and you have to be prepared to change with them. Also, as you gain experience you refine your skills and your programs.
However, as a quantitative trader, be prepared to always chuck 99% of your work in the bin….
Daveys book is the basis for all of my trading now it provided a great framework
You can be profitable but as has been said you need to have a diversified set of trading systems and realistic expectations, you will not be able to have several hundred % returns each year and systems do not last forever, if you look at some of the systems that were added to the library a couple of years ago then most no longer work into todays market
1 user thanked author for this post.
https://www.investopedia.com/terms/e/etf.asp
https://www.investopedia.com/articles/exchangetradedfunds/11/building-an-etf-portfolio.asp
In France, we are used to say “trackers” instead of ETF, which is the same.
1 user thanked author for this post.
Find exclusive trading pro-tools on 
