Algo trader journal

Hello everyone!!

As far as I have seen, we don't have many algorithmic traders on this forum that do everything automatically, so I thought, maybe if I start posting my journal consisting of algo trades, some more of them quants would pop up and share the experience

Currently, my portfolio consists of multiple smaller portfolios:

1) I have a "traditional" markets portfolio which is my main trading account where I trade around 30 strategies so far trading mostly Forex, but also Metals(Gold and Silver), Indices(all US + Dax for now, developing some systems for Asian indices but not ready yet), some ETFs sector-based or Index-based. Also, some systems for individual stocks but having a hard time developing systems on them so I mostly trade indices due to that reason. This account also has few discretionary trades now and then, based on the fundamental and long-term outlook, but they're not that important for this thread so I will not mention it a lot.

2) Next is a crypto portfolio of some mid-cap coins that, on the fundamental side, have really great upside potential and are not in the same sectors of development so trying to keep it diversified even though it's crypto. Coins are picked manually, but what is automated is the rebalancing feature. I decided to go with rebalancing because historically, it really catches much more % than regular buy and holds. Rebalancing is done using Shrimpy and I have my portfolio public but will now post a link as it is against policies on the forum.

3) On the more active crypto side, I also have a futures portfolio. It's currently consisting of 3 different bots that are trading around 20 futures daily. They're all scalping and quick to get in and out of the markets. I will probably publish this one on Shrimpy, too but need to get a professional package which is not worth it for now.


Brokers:

For 1, I use ICMarkets with MT5 as it's okay, cheap, and has the vast majority of products you can trade! For crypto, the broker is Binance as I feel it has the best API and is overall the best exchange(until Kucoin takes over )




I hope you will like the thread and more algo traders will come out of the shadow. And by algo traders, I don't think about those that are using Grid, Martingale, or other gambling stuff, but actual quantitative traders that try to exploit edge and build a diversified portfolio of trading strategies, no matter which markets.

Updates will probably come weekly with reports on what I traded and how it went while in the meantime, I'll try to explain what I use to find edges and how I go around building strategies.

Hello Mr!

I'm really looking forward to seeing your trades. How many positions / week do you place on average?

I've coded some trend following EAs in the past, and it's really interesting stuff. Are you going to post the rules of your algo trades?

Hey! Thanks for your interest! I think more and more people will be interested in this topic as I keep posting updates.

It depends, I can place 5 orders and I can place 20. It all depends how my systems align at that week.

I will think about posting rules. I might share one or two just for the followers, but I will still think about it. Don't want to deflate the alpha

Hi gentlemen,

One more quant trader coming out of the shadows
Right now I´m using ICMarkets MT5 for scalping mostly, but I'm moving forward to coding and algo trading.

So count me as follower to your journal. Will be waiting for the updates, thanks!

Until we are waiting for a weekend to come and I can post some analysis on the accounts, I would like to talk about how I find my strategies and what I use to code them. In this post, I will talk only generally about idea generation for the start.

So, first of all, just want to mention. Any idea is worth looking into. You never know what will work and what will not. As it says in my Bio, "If it works, who cares why?" Just exploit it while you can! That's the only reasonable way to handle it.


This is why I skim through this forum every day for new topics, same as with few other forums, Twitter, blog posts, and anything I can get ahold to try and look at ideas. Doing it daily keeps my list of ideas at around 50+ all the time as I just keep adding it to the list to test when it gets its turn. Sometimes you'll stick to one idea for few hours, sometimes you may stick to it for a month if you can find value in it. The only important thing is to test it, not just try to use your logic or sense because markets do not care about what you think nor what is logical and what isn't. If it works, it works! If anything, markets are really illogical most of the time.

On another hand, I run Build Alpha and Strategy Quant simulations almost 24/7 and try to search for different edges all over the markets and timeframes. If you wanna know what BA and SQX are, you can PM me, as I do not want to get moved to the commercial forum. I just wanted to mention it. After all, 50% of my strategies come from these two software so it is worth mentioning it as I feel they're really helpful.

When an idea is there, next is the initial testing phase. I'll post about it next time.

Cheers!

April 12th to April 18th
Here is an update for last week, a bit later but it's here. A lot of stuff kept me busy over weekend so update is coming just now.

1) Trading portfolio

Attached Image (click to enlarge)

As you can see, my whole week was killed by my nonsense discretionary position on Nasdaq. It has been doing well and turned around harsh while I didn't watch it properly. This is a mistake I should not make anymore and I will avoid positions like this to combine them on my Algo account. Apart from that, you can see one great long in gold closed together with a lot of forex trades that went well. The whole week turned out to be a 0.46% gain instead of a much greater win. But, always learning from mistakes so I will keep it up now, too

2) Crypto long term portfolio


After a harsh drop on Sunday, the portfolio is actually holding okay which I really like. Ended up at BE which is good in these conditions that we had last week.

3) Futures portfolio

There is still no tracker for a Binance future so I will post it like this where I manually enter the balance and it calculates the gains. Awesome week for futures





This is it, people. Nothing special, but still feels good to publish some of the stuff hoping more people will come up And if you wondered why I do not show balances anywhere, it's because I don't want to be judged by the balances I use, no matter how big and small because some people just look at $ instead of other important stuff like % or overall progress. Cheers and enjoy!

Hi Mr., this is really good stuff...I know you might feel discouraged with not having more followers...
But please keep posting whenever it's possible for you...
Thanks, Hughes

Hi Sexobeat,
I'm interested and working on Algo trading & strategy quant, making portfolio of strategies, please let's me know about your experience.