Selasa, 15 Maret 2011

Flo goes HFT

My trading the DAX yesterday gave me an idea. I set Flo up to trade 1 point range bars fully automatically. I had spent a few hours last night running tests and it looked really promising, but there's nothing like putting real money on the line to really find out if something works for me. I learn by doing unfortunately, much to Mrs EL's chagrin.


Happily, this was one of my better "suck it and see" efforts. I did only trade 1 DAX contract. I got tired just watching.


I can report that no human could have traded like Flo did. There was no question of overriding her, as the trades were so quick I couldn't even have found where to click before she had done two more trades.


The key, I think, was the small targets and tight stops. The result was LOTS of trades. But lots of GREEN. The stats below are the London morning pre RTH 6 hours of trading. The interesting thing is to compare the last few days to today.




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