Friday, 25 September 2009
HPT ATS Trade Statistics
I'm still working on my ATS. I plan on posting its results on my blog on a regular basis to give this blog more content and help me track its progress.
I have the ATS sending orders to an Interactive Brokers Simulated Account.
Today I took the same trade that the ATS fired and it worked.
I am still working on this ATS for trading NQ.
The ATS only signaled 1 trade today. A 2pt set stop and 3 pt target we're fixed in place. I manually adjusted the stop down and the stop was hit for 1.5pt profit. The trade statistics can be seen in the picture.
I think I will provide a full view of the ATS trade statistics for all the trades taken at the end of the trading week/month and put these results in an EXCEL/ GOOGLE Pivot table as shown below. Perhaps when I accumulate more statistics on the trading I will provide a chart of the P/L performance along with the corresponding trade statistics. I love Pivot tables.
HPT ATS TRADE STATISTICS
PIVOT TABLE
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ATS Trade Statistics
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