ProRealAlgos? Real or fake
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- This topic has 226 replies, 29 voices, and was last updated 1 year ago by ProRealAlgos.
Tagged: ProRealAlgos
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10/28/2023 at 4:19 PM #223004
Hi Gauvel.
I don’t understand to be honest. The numbers don’t add up, you’re saying all these negative things but you’re still running all algos, and they are losing money and you continue to run them?
Again, we are used to being expected to deliver higher quality than everybody else. Might not be serious that the livetrades at times have errors… but we are the only developer that even has a livetrades site. And anyway, it’s fixed now so all trades since this monday are correct.
We have no such condition.. Maybe check it with PRT? Some algos use volume in the trades, perhaps thats dats you dont have access to prior to 2015. Also check tick-by-tick vs normal in your backtest.
Ultimately I think Gauvel that we will just have to agree to disagree, and continue with our days. I hope you decide to run the algos for all the reasons explained in the earlier replies but I can’t force you.
I wish you succesful trading and good health. Best regards / Carl
PS. I think I should also mention, that I will lay low in this thread for a near future. I received a legitimate threat of violence, from a person in this thread this thursday. I wish you all a good November!
10/28/2023 at 4:34 PM #223005Here you go Peter. More can provided from both customers and our own accounts. We got proof for years. Enjoy
10/28/2023 at 4:37 PM #22300610/28/2023 at 5:00 PM #223010What a dishonest question !
Why ?
I don’t understand to be honest. The numbers don’t add up, you’re saying all these negative things but you’re still running all algos, and they are losing money and you continue to run them?
Answer : No, of course not, I’ve stopped them the 20th of October. To add to the drawdown I’ve just check on your website ( -1800e this week, CF Picture ). So for you, the algo portfolio doesn’t have a 7k drawdown ? Maybe I don’t know how to make a pnl.
We have no such condition.. Maybe check it with PRT? Some algos use volume in the trades, perhaps thats dats you dont have access to prior to 2015. Also check tick-by-tick vs normal in your backtest.
Answer : Maybe that is the reason, by memory volume arrived in 2016 on those asset but I can be wrong, don’t have the time to confim that yet.
Q1 : Do you have the track record for this year ?
Q2 : I still want to have more information about the Sharpe Ratio you have on your website.
PS. I think I should also mention, that I will lay low in this thread for a near future. I received a legitimate threat of violence, from a person in this thread this thursday. I wish you all a good November!
Q3 : By who ?
10/28/2023 at 5:04 PM #223012Q3 : By who ?
I think it’s best at this point not to say, we will see what happens.
10/28/2023 at 5:10 PM #22301310/28/2023 at 5:28 PM #223014What a dishonest question !
Why ?
I added “haha” to it. May way of speaking I suppose. Could have added this too : 😉
That is, if you read my text following it.10/28/2023 at 5:43 PM #223015and they are losing money and you continue to run them?
I thought I read that it was your advice to hold on ?
(not that Gauvel did)Here you go Peter. More can provided from both customers and our own accounts. We got proof for years. Enjoy
Thanks. But I don’t know what I am looking at. I see no curves. The May-Dec is beyond me anyway (but alas), and the very first I would expect is something which shows up to today (and then with curve). And *that* from all you have because all you have is OK. Or at least a fair selection. Not only one which coincidentally performs well.
And so with these out of context pictures, you undoubtedly did your best and it took some time, but I don’t see anything in it. Maybe I am blind and others do and they can explain ?
Sorry to hear that you have been threated. 🙁
I’d say that you should stay actively in this thread so you can rectify more and more. 🙂10/28/2023 at 6:22 PM #223017Just trying to understand if he is actually running the algos, and to my distress he isn’t actually running them. Our recommendation is ofc to run them!
The images are showing the results of all algos accumulated on a real account. The detailed report is from inside ProRealTime.
Yeah it was sad and quite distressing to see that actually. Yeah I will make sure to answer any questions in time. Just wanted to let me know if you’re waiting for more detailed answers
11/02/2023 at 11:50 AM #223143Hi Carl, just had a look at https://www.prorealalgos.com/algos and the new (?) results page. Very slick, well done!
11/02/2023 at 11:59 AM #223145Hi Carl, just had a look at https://www.prorealalgos.com/algos and the new (?) results page. Very slick, well done!
Thanks Allan. Appreciate it! It was alot of effort. Looking to create a sub page for every algo too.
11/08/2023 at 9:48 AM #223344I would be interested to understand how you calculate the correlation between the PRA algos, because I have totally different results.
For example, I have calculated the correlation between PRA PRIME DAX M2 and PRA PRIME DAX M3 since 2015.
I compare the results of the trades on a daily basis and weekly basis, and use the excel function to obtain the correlation of the 2 data setsDaily Basis Correlation : 0.11
Weekly basis correlation : 0.10Whereas you have 0.99
I must admit, I was expecting more correlation than 0.1
Also graph of the 2 equities curves attached
1 user thanked author for this post.
11/08/2023 at 11:33 AM #223358Yes that equity curve page is great, much better to have a look at the individual mechanics of each algo. Shows their personality.
I’m tracking the M2 US100. I still get ‘The widget doesn’t load” on the live orders page since eternity, but could be my satellite internet.
11/15/2023 at 8:39 PM #223762Not your satellite Internet. It just does not work.
1 user thanked author for this post.
12/06/2023 at 10:34 AM #224913Not sure if I’m making a mistake waking up this thread again, but I just wanted to give a little status update on the latest results of our algos.
The losses from August to October marked a significant downturn for ProRealAlgos, the most substantial since our inception. However, the tide began to turn in early November. As I meticulously reviewed the November trades, it’s evident that the drawdown has ended.
November emerged as our most successful month ever, netting a remarkable €5830 gain with minimal position sizing. This surge not only restored our and our clients’ accounts to peak levels but also left us with €2707 in additional gains in pending positions as we move into December.
In addition to this I think there’s reason to study one of the best trades I’ve ever seen from a single algo, done by one of our newest algos PRA Cuts SP500 M15.
It catched 416 points in long trade in November (which is equivalent of a 10.04% price move in the index) with an initial stoploss level of only 33 points.See attached image.
If anyone wants this algo you can try it out for free for the rest of the year, just contact us.
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