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you can see the exact moment where this happens:
FOMC Meeting Minutes Released: Officials Saw Disinflation as Main Price Pressure Risk
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you can see the exact moment where this happens:
FOMC Meeting Minutes Released: Officials Saw Disinflation as Main Price Pressure Risk -
full disclosure i martingaled the dip because honestly i dont want to pay another wire fee to top off this account so im back to -$37.50 and am back on autopilot.Comment
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ive somehow once again run afoul of ninjatraders risk team, and have received yet another $50 external close margin call despite being down a grand total of $43.50. this is unsustainable, obviously. switching to papertrades to continue the alg work, ill migrate to an IB account in the next month or two, that will be that.
in my entire life, ive never had these sorts of problems with a broker. i saw people bitching right and left about ninjatrader and honestly i just assumed it was sour grapes or whatever. its not. for what im paying for fees and software licensing, to have them dip into my pocket on top of it just doesnt fly for me.Comment
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not for nothing but the alg totally made up those losses in the last 2 hours and then some.Comment
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up $68.75 since they tanked my main accountComment
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IM NOT BITTER THOComment
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woke up to find it had given back its filthy lucre and another $42 on top of it.
going over last nights trades, i think the best thing i can do right now is make it somehow much more discriminating on entries. its interpreting too many consolidation periods as fresh trends so we tend to enter immediately before a continuation and get stopped out, over and over. i have a few ideas on how to resolve this.
it did manage to enter this mornings rally and is currently only down $7.50, which is great and all, but really it shouldnt be racking up multiple 5-7 point losses in a row because it cant stop limping with any two, so to speak.
also we just hit a lick and are actually green to the tune of $10, cant be mad. we will see if we remain green when it exits but again, if i halved those overnight losses we would be up $70 right now, so i definitely have my work cut out for me.
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tweaked entry indicator rules yesterday, green 6 points this morning, totally unattended, but to be perfectly honest im still concerned that over a thousand days i would discover im running break even and getting bled by fees. spent my morning profiling all the aug 20th winning positions and i think i can make improvements based on observations.
one thing i can say point blank is that i need to change my architecture and start getting prices into a database at the smallest granular timeframe reasonably possible and then digesting data from the database at whatever my preferred tempo is. not having this capability is hamstringing efforts to backtest essentially.
to that end i also think that im reaching a point in development where it makes sense to build out actual infrastructure to support this project. right now its literally running on two laptops. sooooooo i just capered over to ebay and picked up a dell R410 1u server, 32gb ram, 2tb drive. ill slap ubuntu on it and get all this shit rolled out in qemu vms and bobs your uncle. should arrive by end of month.
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+16.5 points at opening bell.Comment
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21.5 points today, unattended.Comment
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so im going to keep papertrading this week.
made some improvements:
tuned some values for entry & exit signals.
set up a postgresql database which will log all position data as well as a second by second log of emini prices. the principle benefit to this will be the ability to profile signals against trends for tuning, as well as analyzing position performance. both these are obviously ideal targets for machine learning solutions so there's that to consider as well.
fixed a dumbshit bug in xampp/windows where apache wasnt inheriting chroot uid/gid correctly, which meant the mouse/pynput hack wasnt working. spawning apache from command line as the user logged into the windows box solved it. fucking absurd regardless.
ordered a proper dell 410 1u server which will arrive on friday'ish. will slap kali linux on it and migrate all these diverse elements into qemu vms.Comment
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down $55.
bugfixes.. switching position of time columns, including a long/short indicator, fixed a pandas datetime thing where everything is off by 4 hours because timezones.
also tweaked loss tolerance.
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weird 18'ish hours. apparently i forgot to restart it after working on some logging issues before bed but somehow it was already in a position which ended up putting it mildly (very) green by the time i woke up. i see S&P is dipping hard to so i fire it up again fast wanting to get in on the reversal, market reverses, but it never enters a position. all day it never once entered a position. and im not entirely sure but i think it has to do with a tweak i made to its data collection sample size and that it somehow ran afoul of my MACD definition.
rolled back a few things and started again, fingers crossed.Comment
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h'ok so ... server arrives tomorrow allegedly, will spend the weekend migrating services to it. collapsing the brains & database into one vm, which means it can operate on a much finer tickrate. this is going to solve some logistics that are hamstringing me regarding having one source of truth for price/volume data.
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ask he how fuckin shocked i am that fedex did not in fact deliver my server today.Comment
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