OmniTrader Forum : ATM : Deleting Thread New Macro + Micro Method

gary

Member

Posts: 16

Joined: 12/13/2003
Location: Houston, TX

Subject : RE: New Macro + Micro Method
Posted : 5/7/2018 10:09 PM
Post #44637 - In reply to #44580

I am wondering if anyone has been live trading recently with the macro-micro method. If so, would sure like to hear about results. the market for last couple months has been rather rough. I have been trading using autotrade and a paper account. The results have not been so good. The following is the equity curve:

I also ran portsim over the same time period to see if maybe autotrade was not working right. But got very similar results shown below:

I used the standard ATM settings from Mark with the exception of allocation and strategies. Changed the allocation to use the optimised values found in an earlier experiment.
The autotrade settings are as follows:

I can supply info on trades etc. if someone is interested. I am wondering if these results are just dealing with a tough market or if I have done something wrong. If others have similar results, I guess it is just the tough market.

Since the current market is very volatile I was hoping the RTM strategies would do well. Maybe the turns were just too sharp. It took some heavy losses. see below position history:

[Edited by gary on 5/7/2018 10:45 PM]

Attached file : 2018-05-07_equity curve.jpg (240KB - 1454 downloads)

Attached file : 2018-05-07_portsim run.jpg (117KB - 1444 downloads)

Attached file : autotrade settings.jpg (59KB - 1396 downloads)

Attached file : 2018-05-07_position history.jpg (616KB - 1393 downloads)