Twitter Signal Experimentation

First trade of Friday and hit TP !

Sell Signal generated at 18/09/2020 15:34:07 UTC for UK100 at Bid/Ask Price: 6009.4 / 6011.6 [ TP: 6003.39 , SL: 6086.59 , Exit: EoD ]

2 trades yesterday in such a tough session . Both hit TP !

Sell Signal generated at 21/09/2020 14:22:22 UTC for DE30 at Bid/Ask Price: 12537.9 / 12538.9 [ TP: 12525.36 , SL: 12728.27 , Exit: EoD ]
Sell Signal generated at 21/09/2020 17:32:03 UTC for US30 at Bid/Ask Price: 26956.5 / 26959 [ TP: 26929.54 , SL: 27406.06 , Exit: EoD ]

One more trade from last night. Hit TP !

Sell Signal generated at 22/09/2020 18:03:25 UTC for DE30 at Bid/Ask Price: 12658.6 / 12660.6 [ TP: 12645.94 , SL: 12841.01 , Exit: EoD ]

Tough session today with Aussie200 ..finally hit TP ! [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 25/09/2020 00:14:33 UTC for AUS200 at Bid/Ask Price: 5927.77 / 5927.97 [ TP: 5921.84 , SL: 5992.54 , Exit: EoD ]

Another one for the day..locked in TP !

Sell Signal generated at 25/09/2020 14:28:27 UTC for DE30 at Bid/Ask Price: 12446.5 / 12447.5 [ TP: 12434.05 , SL: 12629.21 , Exit: EoD ]

I am taking next week off as I am on holidays , so none of my trading algorithms will be running including this TwitterBot !

I am calling this month end now and will publish end-of-month performance report and will resume from 6th Oct .

Sep month has gone by with 23 trades and thus we got a good sample of 43 trades in 2 months. All of them hit TP in this month and returns are really good except Model_2 which I will be removing from results going forward. Default Model_1 has given 2.3% returns and rest of the alternate models/risk management schemes has been profitable as well with good risk-reward. Please see performance report below :


If you remove Model_2 from last 2 months, then performance looks much better :

I am back guys..and Twitter Bot has taken first trade for Oct month ! ( locked in TP )

Sell Signal generated at 06/10/2020 07:43:24 UTC for UK100 at Bid/Ask Price: 5909.6 / 5910.7 [ TP: 5903.69 , SL: 5977.59 , Exit: EoD ]

Another trade and locked in TP ! [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 07/10/2020 01:57:06 UTC for HK50 at Bid/Ask Price: 24089.8 / 24097.1 [ TP: 24065.71 , SL: 24353.01 , Exit: EoD ]

Very active session, another trade and locked in TP !

Buy Signal generated at 07/10/2020 07:03:50 UTC for AUS200 at Bid/Ask Price: 6036.32 / 6037.12 [ TP: 6043.16 , SL: 5967.57 , Exit: EoD ]

First trade of the day and locked in TP ! [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 08/10/2020 08:20:36 UTC for DE30 at Bid/Ask Price: 12960.3 / 12961.3 [ TP: 12974.26 , SL: 12804.07 , Exit: EoD ]

First poor trade that didn't hit TP in last 2 months !! It came so close , just missed by 1 point but trade is a trade : lost 0.7%

Sell Signal generated at 08/10/2020 10:09:30 UTC for UK100 at Bid/Ask Price: 5973.1 / 5974.1 [ TP: 5967.13 , SL: 6037.61 , Exit: EoD ]

Slow session due to US holiday but first trade taken and locked in TakeProfit !

Sell Signal generated at 12/10/2020 08:26:55 UTC for UK100 at Bid/Ask Price: 6034.2 / 6035.4 [ TP: 6028.17 , SL: 6094.55 , Exit: EoD ]

First trade of the day and hit TP ! [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 13/10/2020 07:17:47 UTC for DE30 at Bid/Ask Price: 13085.2 / 13086.2 [ TP: 13099.29 , SL: 12964.42 , Exit: EoD ]

2nd Trade of the day and it locked in TP as well

Sell Signal generated at 13/10/2020 13:04:24 UTC for UK100 at Bid/Ask Price: 5971.4 / 5972.5 [ TP: 5965.43 , SL: 6030.06 , Exit: EoD ]

This month is turning out to be difficult . Another trade that didn't hit TP and is down ~75bps . But losing trades is part and parcel of trading so let's not lose focus on big picture here !

Sell Signal generated at 16/10/2020 03:32:22 UTC for HK50 at Bid/Ask Price: 24232.9 / 24240.4 [ TP: 24208.67 , SL: 24505.7 , Exit: EoD ]

2 Trades generated for the day and both locked in TP ! [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 19/10/2020 07:17:41 UTC for UK100 at Bid/Ask Price: 5951 / 5952.3 [ TP: 5945.05 , SL: 6010.88 , Exit: EoD ]
Buy Signal generated at 19/10/2020 08:08:41 UTC for DE30 at Bid/Ask Price: 12937.1 / 12938.1 [ TP: 12951.04 , SL: 12799.45 , Exit: EoD ]

2 Trades taken for today and both hit TP !

Sell Signal generated at 21/10/2020 08:54:29 UTC for DE30 at Bid/Ask Price: 12578.3 / 12579.3 [ TP: 12565.72 , SL: 12729.83 , Exit: EoD ]
Buy Signal generated at 21/10/2020 15:04:24 UTC for US30 at Bid/Ask Price: 28305 / 28307.5 [ TP: 28335.81 , SL: 28039.3 , Exit: EoD ]

Great ! Another 2 trades for the day and locked in TP !

Buy Signal generated at 22/10/2020 14:33:55 UTC for US30 at Bid/Ask Price: 28079 / 28081.5 [ TP: 28109.58 , SL: 27813.72 , Exit: EoD ]
Sell Signal generated at 22/10/2020 15:14:42 UTC for DE30 at Bid/Ask Price: 12548.1 / 12549.1 [ TP: 12535.55 , SL: 12707.52 , Exit: EoD ]

One trade generated yesterday and locked in TP !

Sell Signal generated at 23/10/2020 07:31:33 UTC for DE30 at Bid/Ask Price: 12637.6 / 12638.6 [ TP: 12624.96 , SL: 12800.11 , Exit: EoD ]

Sharp moves today but only one trade generated and locked in TP ! ! [ https://twitter.com/TMeanreversion ]

Sell Signal generated at 26/10/2020 17:14:04 UTC for DE30 at Bid/Ask Price: 12152 / 12154 [ TP: 12139.85 , SL: 12345.89 , Exit: EoD ]