This Is A Question For Anyone Who Creates Their Own Fully Automated Systems!
Hello,
I am curious to get some feedback from people who successfully run and have created their own automated systems. I have been working on a variety of strategies and coding on Ninja trader since 07/22. I have had systems built on ES, ZS, and GC that all worked as expected that I ran on my live account. All were tested through market replay generally 3 months worth of data minimum. I had one of my biggest ES systems that functioned perfectly for about 8 months but then the conditions I had didn't hit as much to take trades. I had a higher frequency GC, ZS, and ES systems that worked but I stopped using those after I scaled one of my other systems a little too fast.
To anyone who runs their own systems, not purchased from a vendor, how often do you go and fully reevaluate your system? Also, any suggestions how you normally go and optimize them without the use of regular backtesting?
Thanks!
I am curious to get some feedback from people who successfully run and have created their own automated systems. I have been working on a variety of strategies and coding on Ninja trader since 07/22. I have had systems built on ES, ZS, and GC that all worked as expected that I ran on my live account. All were tested through market replay generally 3 months worth of data minimum. I had one of my biggest ES systems that functioned perfectly for about 8 months but then the conditions I had didn't hit as much to take trades. I had a higher frequency GC, ZS, and ES systems that worked but I stopped using those after I scaled one of my other systems a little too fast.
To anyone who runs their own systems, not purchased from a vendor, how often do you go and fully reevaluate your system? Also, any suggestions how you normally go and optimize them without the use of regular backtesting?
Thanks!
