Tag Archives: P&L

Real time P&L algo automated forex trading lesson

Big whale profit algo automated forex trading lesson

Who knew? You make a 43 minute video and you teach yourself certain lessons. It seems the velocity of negative  real time P&L (from the broker) can be a potential guarantee to see if you have a unprofitable trade against you. Check this video to  see a potentially big whale position version others that go negative. It seems shorts have a higher profitability that goes against me. Also, ensure that your broker gives the REAL TIME P&L after you put your position on (entry) to track this. This video also shows on how debugging and logging the evolutions of these positions can help in tracking. I don’t think many brokers offer real time P&L nor proper trading APIs.

One  thing after conversation with someone who has experience with Dukascopy JForex is how the API has lots of detailed metrics with indicators. Not only, it is agreed that the OOP nature the API works to your advantage as compared to Interactive Brokers or LMAX.

get all the cheap Dukascopy courses here https://quantlabs.store

 

Minimize loss with linear regression for algo forex trading

#1 goal in forex trading is not to lose money but profit is 2nd

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Do you have any Forex HFT strategy which you want to run on P&L sharing basis? I hate turning them down

Do you have any Forex HFT strategy which you want to run on P&L sharing basis? I hate turning them down

I got this from a contributor via Linked In:

Do you have any FX HFT strategy which you want to run on Profit & loss sharing basis.

I always have to say no to this as I am still ramping my knowledge in future areas. This include specific trading strategies for futures and options as I want those big pay offs with little risk. I have the infrastructure pieces as in place as explained here:

Introduction to Quant Elite Membership

To be honest, I got this down now so now I need to focus on the strat. Hopefully I can start saying yes in a couple of months including the HUGE oil company who wanted me to build commodity trading desk earlier in the year. I hate turning downing those juicy consulting gigs.

Join my FREE newsletter to learn how I got there over the last 4 years

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

R trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

This contains the following steps:

create the porfolio and account
Plot something like simple moving average
Create your Buy-Sell rules from creating potential short/long positions to exit position
Calculate P&L and resulting equity
Plot the performance
Initialize your set of orders
Crate a new strategy
Add a potential indicator to the strategy
Add a rule to the strategy
Add a signal to the strategy
Execute the strategy
Update the P&L
Plot the portfolio summary time series
Compute return and trade statistics

Get access to this R source code by being a member

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Webinar with R trading with complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,trade signal stats

Webinar with R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics

This demo coming soon will contain the following steps:

  1. create the porfolio and account
  2. Plot something like simple moving average
  3. Create your Buy-Sell rules from creating potential short/long positions to exit position
  4. Calculate P&L and resulting equity
  5. Plot the performance
  6. Initialize your set of orders
  7. Crate a new strategy
  8. Add a potential indicator to the strategy
  9. Add a rule to the strategy
  10. Add a signal to the strategy
  11. Execute the strategy
  12. Update the P&L
  13. Plot the portfolio summary time series
  14. Compute return and trade statistics

 

 

Be on the lookout by signing up here for this strategy as we will announce the demo date to the public. It will be very limited as it will only be demonstrated once. After that, it will only be available to our Premium Members.

 

UPDATE: There will be 3 separate webinars for each part to be demoed.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Want to learn about a working highly profitable quant model and strategy using Matlab, C++? Nice P&L #trading #finance #matlab

Want to learn about a working highly profitable quant model and strategy using Matlab, C++? #trading #finance

We will be posting something soon. You should join our Feedburner link or RSS feed to make that happen when we announce it!!!

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HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Want to learn about a working highly profitable quant model and strategy using Matlab, C++? Nice P&L

Want to learn about a working highly profitable quant model and strategy using Matlab, C++?

We will be posting something soon. You should join our Feedburner link or RSS feed to make that happen when we announce it!!!

Subscribe in a reader

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!