Monday, September 14, 2009

Two Live Robots

Sunday evening I unleashed another trading robot.

Here's how I set up my sub-accounts to do this in a reasonably safe manner.
  • My initial or primary account is used to add or remove funds.
  • Each robot trades in it's own sub-account
This let's me track the returns for each robot in a trivial manner. It also means that each robot is 100% independent.

If you do this be sure to name your sub-accounts in a neutral manner. Personally, I'd be tweaked if I ended up with names related to robots that were eventually no longer in use.

Now that I have multiple robots I can do A/B testing between robots, under various conditions, and then scale funds into the robot that seems to be working best.

What are the results?

Currently, since last night, my new robot has about five times the return of my older robot. It's already over 2% for today. However, I do expect that this robot to be unable to trade in conditions that the slower robot is able to exploit. I have a turtle vs hare experiment here.

For those of you who may be new to my blog I trade with Oanda. I haven't purchased their API since I am using the FxSpyder platform for that instead. The FxSpyder software still has a few rough edges but I am comfortable with it. Finally, for discretionary trading I still prefer the Oanda platform.

Update: This robot finished up over 3.2% today!

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