Marvin version 1 is alive
Well Marvin is now up and running has been placing trades for me. The initial testing has proved to be very interesting.
The system has been split into three sub accounts for ease of reporting. Each account runs a different currency pair so I can instantly see which pair is generating money.
So far the first results have been promising with two accounts up and one down.
Last night I added the code to bomb proof him so any connection problems or the like don't cause him to crash.
Onwards and upwards....
posted by Kaizen at 8:31 PM
4 Comments:
hi Kaizen
what sort of trading are you on? I've been working on automated arbitrage on covered warrants (options) with c++ apis...
12:49 PM
Currently working on mean reversion. Version one took a bit of a hit but he has under gone some tweaks and is looking better.
Who do you trade with?
5:47 PM
Hi
I've been using APIs provided by the exchange for the moment. I'm also interested in mean reversion, but most on a medium/long term horizon. Do you trade on a high frequency basis?
7:46 AM
As high frequency as possible. I use a five minute time scale. The main reason being compounding work s faster the more trades you have over a period of time.
I would prefer 5 trades a day at 20 pips than one trade at 100 pips a day.
Doing it this way will increase your compounding power and ROI.
2:32 PM
Post a Comment
<< Home