Auto Executed System Trade experiement

Over the last 15 years, I have put together a system to systematically trade a variety of liquid instruments in the U.S. markets—namely, the e-mini S&P 500 futures, 10-year US Treasury Notes, 30-year US Treasury Bonds, Forex and high-liquid Exchange-Traded Funds such as SPY and QQQQ on a short term and inter day basis. The system is written in C++, and auto-traded based upon price and volatility measurements. Over the last several years, the system has been gradually stripped of all conventional indicators, such as volume, tick readings, and price/ volume oscillators. Clearly these tools can be extremely helpful especially when the interpreter has a brain. Coded systems no matter how vast, are limited as you cant code a brain. At least I can't. What I left is price and volatility measures. As a result, the system finally avoids the ever so common traps of curve fitting. For many years, the opposite was true and I fooled myself again and again, believing that the results I found through testing would continue into the future. As you know they didn’t, and I lost much money and confidence. But over the last several years, in both volatile and contracted periods, the very short-term system has both made money consistently in many various market conditions. I believe it will continue unless I am taxed on each trade, or our country slides into an abyss. Over the last six months, I have been expanding the scope of the autobot—using the same underlying concepts—towards the trading of longer time frames. The foundation of the system is based on a mean reversion concept, with proprietary filters to indicate the beginning of a new trend. Rather than put money on the line at this time, I will post the outputs of the code hereas I am able. This way I will see the real-time results of the autobot, on these longer time frames, and will all be clear as to the system’s efficacy. Posting the trades will put me under enough pressure to provide valuable information but without causing harm to my finances. I would think within a month, the system show itself, or it will be a great fade. So you know this is a science experiment only. It is not advice or in any way intended to be used to enter trades live. I will follow up on this thread as targets are dynamic, though stops are not. ______________________________________________________________________________ Dow: Yesterday, the Dow fired a trend switch which indicates that short sales in related instruments (e.g. YM futures, DIA ETFs, etc.) are disallowed. In terms of future direction, the autobot does not expect a return to the price mean unless we close under 10262.75 today. Should we see such a close, a subsequent move today under yesterday's low would indicate a short sale (in the related instrument of your choice), with a target of 9801 and a stop just over today's high of the morning @ 103423 basis Dow cash. S&P 500 Index: The autobot indicates that the S&P 500 cash market (SPX) has major resistance at the 1111 area basis closing prices. There are no long term signals in the S&P 500 at this time. Nasdaq 100 Index: The autobot indicates that a move under 1773.8 in the Nasdaq 100 cash market (NDX) should be shorted (in the index itself or in related instruments, e.g. QQQQ) with a target of 1723. Once the index reaches this level, your stop should be moved to breakeven and partial profits taken, with a final target at 1711. A stop loss should be placed one tick over this today’s morning high 1793.54 or QQQQ Sell on break of 43.40, if filled place stop @ 44.15. Target 1 is 42.55, where stop should go to b/e. Target 2 is 42.15.

Welcome autobot and good luck. ... Have a drink their could be chop ahead. Just kidding!

Cool.....this'll be fun. Welcome on board and best of luck with the system. U.F.O.

some time ago, danzman posted a site where members can share their system and track performance, as well as have other site members sign up for trading the system - this site could be of interest to you, but darned if I know what it was!

some time ago, danzman posted a site where members can share their system and track performance, as well as have other site members sign up for trading the system - this site could be of interest to you, but darned if I know what it was!

collective2.com and covestor.com are two I am aware of.