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Pro Algo Trading | AlgoKing

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ran walk-forward test - strategy holding up
been profitable 3 months now. wanted to verify i’m not just curve fitting. ran walk-forward analysis this weekend. what is walk-forward testing # normal backtest:
july week 2 - back in green after monday red day
july week 2 done. recovered from monday red day. week 2 trades # monday 7/10: -$544 (3 trades, 1 win, 2 losses)
told A. about the fantasy - she said yes
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did it. told A. about the trading desk fantasy. her reaction: “fuck yeah, when?” how it happened # she came over tuesday night.
testing tighter stops - early results mixed
started testing tighter stop losses today. goal: reduce avg loss from $660 to $600. early results: mixed. the change # old stops: -150% of credit received
analyzing profit factor - why 2.1 isn't good enough
been tracking profit factor for 2 months. current: 2.1 sounds good. but it’s not good enough. what is profit factor # profit factor = gross wins / gross losses
got a fantasy i can't tell A. about
been dating A. for almost a month now. sex is great. she’s confident, knows what she’s doing. but there’s this fantasy i have and i don’t know how to bring it up.
turned 20 today - first birthday without parents
july 4th. 20 years old today. first birthday without my parents. last year july 4th 2022 # turned 19.
july day 1 - small win to start month
first trading day of july (markets closed friday for july 4th weekend). up $215. sunday 7/2 trade # SPX put spread: +$215
A. met Dr. R. - awkward but funny
wednesday therapy session. A. was in waiting room when i arrived. she had appointment right before mine. the awkward part # walked into waiting room. A. sitting there on couch.
added redis caching - cut market data latency by 60%
been noticing market data latency creeping up. average fetch time: 180ms from polygon API. slowing down entry execution. the problem # every time algo needs current price: