The headlines always talk about high frequency trading algos and their demonic effects to the marketplace, they give no love to the medium frequency algos.
My algo, codename Elroi, is a medium frequency algo that currently trades the NASDAQ futures. This is occurring in beta, something I began building the last time volatility perked up. I wanted this algo in fighting form for a year I imagine will be fast.
My algo is built for speed. In fact, it needs ultra violence to perform properly.
Check out this week’s (on a 1 contract basis) performance:
Good Going, Elroi!
http://youtu.be/Q2wneBVssPc
nice close on RVLT(positioned long..but you knew that,yes?)
Have a nice evening, Sir Raul..
one of these days sooz, one of these days…
What program do you use to build algos?
Multicharts Powerlanguage