美股 AlgoTrading，每日收市前 15分鐘交易紀錄

[13 Feb 2025]

#CMCSA change stoploss to $34.43
#FDX change stoploss to $258.33
#LLY change stoploss to $854.13
#NKE change stoploss to $70.37
long #LVS at $42.08 and stoploss at $41.03

Total Number of open positions: 10
short - ABBV P&L: -2.14%
short - BA P&L: -2.76%
long - CMCSA P&L: 2.87%
long - DELL P&L: 4.99%
long - EL P&L: -1.74%
long - FDX P&L: 4.30%
short - KEY P&L: 0.68%
long - LLY P&L: 15.79%
long - LVS P&L: -0.01%
long - NKE P&L: 2.69%
Daily Portfolio P&L% = 0.21%

[14 Feb 2025]

#CMCSA change stoploss to $34.79
#EL change stoploss to $66.65
#FDX change stoploss to $260.69
#LVS change stoploss to $41.61
#NKE change stoploss to $71.11
long #PYPL at $77.95 and stoploss at $75.09
long #U at $21.34 and stoploss at $20.2

Total Number of open positions: 10
short - BA P&L: -1.73%
long - CMCSA P&L: 2.77%
long - DELL P&L: 8.68%
long - EL P&L: -2.49%
long - FDX P&L: 5.99%
short - KEY P&L: -0.65%
long - LVS P&L: 2.93%
long - NKE P&L: 2.42%
long - PYPL P&L: -0.00%
long - U P&L: -0.05%
Daily Portfolio P&L% = 1.08%

請問Algo trading 有無咩ebook可以睇

咁應該用咩indicator

月供冇liquidity ，筆錢要長hold，中短期都冇得財自

你用ma20個啲indicator可能會避到大draw down
但如果個市長遠係升嘅，長揸已經可以跑贏

睇左你個po 都有D屎忽痕
想問deploy成本係唔係只有Alpaca? 我見Alpaca自稱no fee但網上又有鬼佬話會突然收用戶fees
長期run仲有無其他成本?

[18 Feb 2025]

#FDX change stoploss to $261.83
#NKE change stoploss to $73.19
#PYPL change stoploss to $76.0
#U change stoploss to $20.49
short #JNJ at $155.25 and stoploss at $156.94

Total Number of open positions: 10
short - BA P&L: -2.93%
long - CMCSA P&L: 5.57%
long - DELL P&L: 14.34%
long - EL P&L: 1.83%
long - FDX P&L: 6.11%
short - JNJ P&L: 0.02%
long - LVS P&L: 4.35%
long - NKE P&L: 8.54%
long - PYPL P&L: 0.34%
long - U P&L: 2.62%
Daily Portfolio P&L% = 2.15%

要用多幾個類型嘅 indicator cross check.

Trend (ma, ema, macd), Momentum (rsi, stochastic), Volatility(Bollinger, Atr), volume(obv, vwap).

冇話邊啲特別好。但如果只睇一個好多時候都會有 fault signal, 要用其他去 cross check, 揀一啲自己用得舒服就得。

自己比較喜歡用 Bollinger + Rsi + ma

您個 path 係咪唔啱？ 都冇嗰個 file

只係唔收佣金。借貨，孖展，SEC同FINAR 啲費用都要收。

提款要收 50usd （wire)。


同埋如果唔夠 25000usd， 佢會 claim 您係 PDT，限制交易（好似係 一日 3 個 trade，呢個要 double check)

另外，就 sever 錢。同話突然收無里頭錢，我就未試過。

Thx 咁試下paper account run下先
俾錢就遲下先玩熟再入金

想問用邊個api/library 去攞stock history data

諗住用ml做trade
應該mark咩label去train好
本身label係typical price diff > 0.0001當升，雖然train到個model有6成準，但太多signal個sr都唔靚

yfinance

6成準只係牛市chance level
唔應該用price diff，最少要睇log return

19 Feb 2025

#CMCSA change stoploss to $35.77
#DELL change stoploss to $115.39
#EL change stoploss to $68.12
#LVS change stoploss to $42.5
#NKE change stoploss to $74.79
#PYPL change stoploss to $76.06
short #ABNB at $157.48 and stoploss at $162.95
long #AMAT at $174.37 and stoploss at $167.44
long #GD at $244.26 and stoploss at $238.93
long #HON at $210.58 and stoploss at $205.03

Total Number of open positions: 13
short - ABNB P&L: -0.17%
long - AMAT P&L: -0.09%
short - BA P&L: -3.17%
long - CMCSA P&L: 6.24%
long - DELL P&L: 14.58%
long - EL P&L: 1.05%
long - FDX P&L: 6.24%
long - GD P&L: -0.11%
long - HON P&L: 0.01%
long - LVS P&L: 4.85%
long - NKE P&L: 7.69%
long - PYPL P&L: 0.56%
long - U P&L: 0.09%
Daily Portfolio P&L% = -0.06%

琴日發現，我套 code嘅 yfinance 0.2.31 用唔到。

最後要update 到 latest release 0.2.54

您做嘅時候可以留意下

［20 Feb 2025]

#ABNB change stoploss to $160.74
#AMAT change stoploss to $170.84
#EL change stoploss to $68.59
#GD change stoploss to $239.33
#HON change stoploss to $206.03
#LVS change stoploss to $43.16
#NKE change stoploss to $75.08
#U change stoploss to $23.59
short #CMC at $50.5 and stoploss at $53.66
short #MU at $102.84 and stoploss at $107.69
short #WFC at $78.88 and stoploss at $81.22

Total Number of open positions: 16
short - ABNB P&L: 1.71%
long - AMAT P&L: 0.80%
short - BA P&L: -0.06%
short - CMC P&L: -0.08%
long - CMCSA P&L: 5.72%
long - DELL P&L: 14.32%
long - EL P&L: 0.64%
long - FDX P&L: 6.32%
long - GD P&L: 0.61%
long - HON P&L: 0.14%
long - LVS P&L: 6.38%
short - MU P&L: -0.06%
long - NKE P&L: 7.97%
long - PYPL P&L: -0.25%
long - U P&L: 29.46%
short - WFC P&L: 0.01%
Daily Portfolio P&L% = 3.02%

［21 Feb 2025]
#ABNB change stoploss to $157.09
#BA change stoploss to $184.92
#CMC change stoploss to $52.97
#CMCSA change stoploss to $35.84
#DELL change stoploss to $115.01
#EL change stoploss to $69.53
#HON change stoploss to $207.14
#MU change stoploss to $105.91
#WFC change stoploss to $80.23
short #CVS at $63.37 and stoploss at $66.32

Total Number of open positions: 14
short - ABNB P&L: 6.85%
short - BA P&L: 1.90%
short - CMC P&L: 0.89%
long - CMCSA P&L: 5.72%
short - CVS P&L: -0.08%
long - DELL P&L: 12.52%
long - EL P&L: 1.20%
long - GD P&L: -0.64%
long - HON P&L: 0.24%
long - LVS P&L: 4.54%
short - MU P&L: 3.93%
long - NKE P&L: 6.81%
long - U P&L: 32.61%
short - WFC P&L: 1.55%
Daily Portfolio P&L% = 0.74%

睇來你條algo係大波幅時間表現幾好

係呀。有波幅都 okay, 磨市就 gg.
😅

［24 Feb 2025]

#ABNB change stoploss to $149.55
#CMC change stoploss to $51.78
#CVS change stoploss to $65.12
#EL change stoploss to $70.02
#HON change stoploss to $208.11
#MU change stoploss to $103.03
#NKE change stoploss to $77.67
#WFC change stoploss to $79.32

Total Number of open positions: 12
short - ABNB P&L: 7.69%
short - BA P&L: -0.02%
short - CMC P&L: 0.41%
long - CMCSA P&L: 5.98%
short - CVS P&L: 0.67%
long - EL P&L: 6.43%
long - GD P&L: 0.77%
long - HON P&L: -0.10%
long - LVS P&L: 7.48%
short - MU P&L: 6.64%
long - NKE P&L: 12.59%
short - WFC P&L: 1.83%
Daily Portfolio P&L% = 1.41%