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Twitter Signal Experimentation

  • #21
  • Aug 31, 2020 4:31pm Aug 31, 2020 4:31pm
Another one generated on last day of month : ( Hit TP already !) [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 31/08/2020 15:25:20 UTC for DE30 at Bid/Ask Price: 12946.8 / 12947.8 [ TP: 12960.75 , SL: 12781.11 , Exit: EoD ]

---- End of Month Report will be published in a few hours. Should provide more insights into (possible alternate) risk management ---
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  • #22
  • Aug 31, 2020 6:55pm Aug 31, 2020 6:55pm
Ok so here we are after 1 month. So far so good I must say, no major glitches and I was able to collect data neatly. Only 1 trade didn't hit TP by end of day so that was a victory and total 20 trades done for the month. I like at-least 30-35 samples so will do this exercise for another month.

So here are the key performance metrics and possible risk management/models

All these models will be explored for next month as well with Model_1 (default one) being published with Signals on Twitter handle [ https://twitter.com/TMeanreversion ]
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  • #23
  • Sep 1, 2020 5:20am Sep 1, 2020 5:20am
Quoting sbc
Ok so here we are after 1 month. So far so good I must say, no major glitches and I was able to collect data neatly. Only 1 trade didn't hit TP by end of day so that was a victory and total 20 trades done for the month. I like at-least 30-35 samples so will do this exercise for another month. So here are the key performance metrics and possible risk management/models All these models will be explored for next month as well with Model_1 (default one) being published with Signals on Twitter handle [ https://twitter.com/TMeanreversion ]...
I call upon my father's spirit , watching over me
  • #24
  • Sep 2, 2020 8:59am Sep 2, 2020 8:59am
Very active start of September month ..3 trades so far ( All hit TP before SL ! ) [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 02/09/2020 08:06:35 UTC for DE30 at Bid/Ask Price: 13196.3 / 13197.3 [ TP: 13210.5 , SL: 13022.14 , Exit: EoD ]
Sell Signal generated at 02/09/2020 06:44:22 UTC for HK50 at Bid/Ask Price: 25066.7 / 25074.2 [ TP: 25041.63 , SL: 25409.48 , Exit: EoD ]
Sell Signal generated at 02/09/2020 03:57:09 UTC for AUS200 at Bid/Ask Price: 6057.97 / 6058.77 [ TP: 6051.91 , SL: 6122.06 , Exit: EoD ]

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  • #25
  • Sep 3, 2020 10:44am Sep 3, 2020 10:44am
2 more trades in today's tough session ! phew..hit TP ! [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 03/09/2020 15:08:50 UTC for DE30 at Bid/Ask Price: 13115.9 / 13116.9 [ TP: 13130.02 , SL: 12919.16 , Exit: EoD ]
Buy Signal generated at 03/09/2020 15:18:57 UTC for US30 at Bid/Ask Price: 28377.5 / 28381.5 [ TP: 28409.88 , SL: 28074.83 , Exit: EoD ]
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  • #26
  • Sep 4, 2020 5:42am Sep 4, 2020 5:42am
Another one for today ( Hit TP !) [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 04/09/2020 01:28:20 UTC for HK50 at Bid/Ask Price: 24565.9 / 24573.2 [ TP: 24541.33 , SL: 24893.76 , Exit: EoD ]
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  • #27
  • Sep 8, 2020 3:32am Sep 8, 2020 3:32am
First trade of the day -> ( Hit TP !) [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 08/09/2020 08:27:20 UTC for US30 at Bid/Ask Price: 28126.5 / 28129.5 [ TP: 28157.63 , SL: 27770.86 , Exit: EoD ]
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  • #28
  • Sep 8, 2020 3:51am Sep 8, 2020 3:51am
Second trade of the day -> ( Hit TP !) [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 08/09/2020 08:46:15 UTC for DE30 at Bid/Ask Price: 13004.7 / 13005.7 [ TP: 13018.71 , SL: 12793.25 , Exit: EoD ]
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  • #29
  • Sep 10, 2020 2:30am Sep 10, 2020 2:30am
First trade of the day ( Hit TP !) [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 10/09/2020 02:19:22 UTC for HK50 at Bid/Ask Price: 24452 / 24459.3 [ TP: 24427.55 , SL: 24805.05 , Exit: EoD ]
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  • #30
  • Sep 10, 2020 4:14pm Sep 10, 2020 4:14pm
Second trade done and hit TP !

Buy Signal generated at 10/09/2020 16:51:51 UTC for US30 at Bid/Ask Price: 27784 / 27786.5 [ TP: 27814.29 , SL: 27326.39 , Exit: EoD ]

( forgot to take snapshot but you can see the levels )
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  • #31
  • Sep 11, 2020 2:51am Sep 11, 2020 2:51am
First trade of the day ( locked in TP! ) [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 11/09/2020 07:24:42 UTC for HK50 at Bid/Ask Price: 24521.9 / 24529.3 [ TP: 24497.38 , SL: 24862.26 , Exit: EoD ]
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  • #32
  • Sep 11, 2020 9:07am Sep 11, 2020 9:07am
Second trade of the day ( Hit TP! ) [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 11/09/2020 13:34:22 UTC for DE30 at Bid/Ask Price: 13150.8 / 13151.8 [ TP: 13164.95 , SL: 12917.5 , Exit: EoD ]
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  • #33
  • Sep 11, 2020 9:27am Sep 11, 2020 9:27am
Quoting sbc
Second trade of the day ( Hit TP! ) [ https://twitter.com/TMeanreversion ] Buy Signal generated at 11/09/2020 13:34:22 UTC for DE30 at Bid/Ask Price: 13150.8 / 13151.8 [ TP: 13164.95 , SL: 12917.5 , Exit: EoD ] {image}
So if I well understood, compared to 1st strategy signals when you started, now you may have:
1. 2nd or more signals during the day;
2. let's say a stricter stop loss (compared to initial strategy stop loss )
3. same good or better say perfect performances you had when you started the experiment.

Is it correct what I wrote SBC?
I call upon my father's spirit , watching over me
  • #34
  • Edited 10:20am Sep 11, 2020 10:10am | Edited 10:20am
Quoting Brixen
{quote} So if I well understood, compared to 1st strategy signals when you started, now you may have: 1. 2nd or more signals during the day; 2. let's say a stricter stop loss (compared to initial strategy stop loss ) 3. same good or better say perfect performances you had when you started the experiment. Is it correct what I wrote SBC?
Hi mate,

1. 2nd or more signals during the day;

Each Model is based on a slight different variation of the original model ie..Model_1 which is still the same model that is being published on Twitter.
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so let's say Model_3 is essentially where we take both Buy and Sell trade ( at the same time when the original signal is generated under Model_1 ) with TP = 10bps and Close at EoD if TP not hit.

Each model is basically a different risk management scheme on the original model. All are being tracked so that I can see which one is the most useful in the long run ( possibly all of them as a portfolio of strategy could be better)

2. let's say a stricter stop loss (compared to initial strategy stop loss )

Instead of focussing on a stricter SL, I am rather focussing on alternate models with different TPs.

3. same good or better say perfect performances you had when you started the experiment.

So far results are comparable to my expectations to the base model ( Model_1 = Twitter Signals ). But I will have better idea which models to pursue further by end of this month when I will publish the performance report. Aug report did suggest a portfolio approach of all models but let's see how 2 months performance looks like. I think I will have sufficient trades by then to infer something statistically sound.

Hope it helps !
  • #35
  • Sep 12, 2020 5:18pm Sep 12, 2020 5:18pm
Quoting sbc
{quote} Hi mate, 1. 2nd or more signals during the day; Each Model is based on a slight different variation of the original model ie..Model_1 which is still the same model that is being published on Twitter. {image} so let's say Model_3 is essentially where we take both Buy and Sell trade ( at the same time when the original signal is generated under Model_1 ) with TP = 10bps and Close at EoD if TP not hit. Each model is basically a different risk management scheme on the original model. All are being tracked so that I can see which one is the most...
Impressive different models but all working well and hit TP almost 100%.
I don't like stop loss, but it's only my mentally problem......
Again, congratulations, as I previously wrote it is a solid multisystem.
See you SBC.
I call upon my father's spirit , watching over me
  • #36
  • Sep 15, 2020 4:06pm Sep 15, 2020 4:06pm
Bot took one trade yesterday's night and saw it in morning ( Hit TP ! )

Sell Signal generated at 15/09/2020 15:01:37 UTC for UK100 at Bid/Ask Price: 6118.6 / 6119.8 [ TP: 6112.48 , SL: 6210.51 , Exit: EoD ]
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  • #37
  • Sep 16, 2020 9:01pm Sep 16, 2020 9:01pm
First trade of the day and hit TP !

Sell Signal generated at 17/09/2020 01:55:08 UTC for HK50 at Bid/Ask Price: 24454.3 / 24461.5 [ TP: 24429.85 , SL: 24733.46 , Exit: EoD ]
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  • #38
  • Sep 17, 2020 1:08am Sep 17, 2020 1:08am
Second trade done as well with TP !

Sell Signal generated at 17/09/2020 03:13:26 UTC for AUS200 at Bid/Ask Price: 5894.14 / 5895.94 [ TP: 5888.25 , SL: 5969.49 , Exit: EoD ]
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  • #39
  • Sep 17, 2020 9:09am Sep 17, 2020 9:09am
Very active day today..3rd trade via cBot and booked in TP quite quickly! [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 17/09/2020 13:51:14 UTC for DE30 at Bid/Ask Price: 13176.1 / 13177.1 [ TP: 13190.28 , SL: 12998.78 , Exit: EoD ]
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  • #40
  • Sep 17, 2020 4:44pm Sep 17, 2020 4:44pm
Wow..4th one for today and locked in TP ( finally ! )

Buy Signal generated at 17/09/2020 16:08:40 UTC for US30 at Bid/Ask Price: 27864.5 / 27868 [ TP: 27895.87 , SL: 27433.44 , Exit: EoD ]
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