Tag Archives: gruss

Week ending 18-10-15

Making slight adjustments didn’t seem to have much impact. Then a bad run mid-week hit the daily loss limit.

I slowly worked through the calcs and as previously posted, realised some were useless. I reset all limits and set off again, only making 4 trades one day. I opened up the limits bit by bit over the last 3 days of the week to allow more activity.

Once again I’ll let it run to see what happens.


Initial thoughts

Having let it trade yesterday with only a few opportunities, I adjusted slightly and today has seen a bit more activity. Results, although early, are mixed.

I’m beginning to think that the way forward might be to integrate this bot, which trades on intention, with my current test bot, which trades on actual activity.

Also thinking I should give my bots names for easy reference. Yes, I think I’ll add some pages to this blog, make it a bit websitey. Goodnight

Calculating what?

The algorithm I’ve been using is what I’d previously had some success with. I lifted it from the cells in excel and put it into VBA code. As the results of my bot are getting worse as I try to remove possible points of error, the turnover has decreased (relative to stake). So I had the idea of removing some limits, particularly WOM, to see if higher turnover could be achieved without reducing profit. Whilst manually calculating  results I realised that some of the limits were way out of being useful.

I’ve reset all of the limits after studying outcomes and as such the bot is going to behave differently from recent performance. This will require a good amount of testing to monitor effects.

Increasing turnover

I’m thinking about increasing turnover by looking for more opportunities to trade. When I started my VBA bot I removed the WOM limit, along with some other settings, to help test the code. When I was happy with the code I set the WOM to a lower level than my excel bot ran at. With all the other conditions restricting market entry opportunities, I’m going to do some tests as to whether the WOM setting restricts or safeguards trading activity.