So today, I didn’t touch any code for the prediction model even though I still think there is a lot of room for improvement. I did some small fixes to the automated trading system. I did see two devastating bugs, and fixed them.

The first bug was in the trading system. It decided to sell a stock in effort to save future loss, but wasn’t notifying the prediction system about the bad information. After the automated sell, the buy system would then happily pickup the predictions, and see a “good-buy”, and of course, purchase it! I corrected this during my lunch at work today, however – the damage was done and it really messed my day up. There were at least 20 unnecessary trades made today equalling $200.00, not counting the multiple losses it took on the repurchase of failing stocks.

The second bug was a lot simpler, and I cannot really measure the failure of it, other than I had money sitting around doing nothing. It was not utilizing the full amount of the money in the account. It was only utilizing about 70% of the money on hand.

Though I may have taken some losses today, two bugs affected my bottom line.

I am very excited in some of the new ideas to improve my automated trading system, but, I am going to restrain from doing them all at once, so I can measure the success of each one.

On a positive note, I started on Tuesday with $100,000.00, and have only lost a grand total of $-673.00 in two days, leaving me with $99,326.92 virtual dollars! I have made some gain, however its hard to see. In the last two days and have made 94 trades that costed me $940.00. Had I not had todays bugs (and yesterdays) I think I would be sitting in the green today… not much, but it would be green!

Anyhow, tomorrow is a new day.

algorithmic trading · automated · hft · nyse · stock market · trade