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Strategies & Market Trends : ajtj's Post-Lobotomy Market Charts and Thoughts -- Ignore unavailable to you. Want to Upgrade?


To: Qone0 who wrote (82122)10/17/2023 3:41:42 PM
From: Sun Tzu  Read Replies (1) | Respond to of 97593
 
Thank you!



To: Qone0 who wrote (82122)10/18/2023 6:15:05 AM
From: Sun Tzu4 Recommendations

Recommended By
ajtj99
catou1
skier31
towerdog

  Read Replies (2) | Respond to of 97593
 
I wrote this algo overnight as a means of debugging one of my more complex algos and also to merge some of the features of the two. Turns out I've been making life too complicated for myself. With some tweaks and after taking out all the statements I wanted to debug just to see what the hell is going on, it produces about 3000 points per month profits on NQ.

There's something to be said for simplicity!

I think I'm going to go to bed now. Remember that there's a 20 yr bond auction at 1pm. If you see the market move at 1:03, you'll know how it went.

Anyways, here's the output complete with positions taken and the PNL.



Lee may want to note how quickly it sometimes switches from long to short and back again.
It's not how right you are; it's how much you lose when you are wrong and how much you make when you are right.