美股 AlgoTrading，每日收市前 15分鐘交易紀錄

恭喜巴打

你地ib gateway唔會auto logout同每日restart?

之前build左個trading bot, 零coding知識但卡左係ib香港會restart同logout

想跟了

個Logic 會日日update?

感謝 🙏

我用 ib gateway, 用到忟，唔知咩問題，會突然 hang 機，之後轉左用 alpaca，唔知有冇高手可以指導下 🙏

無 update logic, 每 4 月會睇下成積表，將啲贏面唔夠嘅 股票 換走

謝謝。您要睇清楚啲 stoploss 位喎。
保本係最重要。有問題一定要 壯事斷臂

［25 Feb 2025]

#ABNB change stoploss to $147.63
#BA change stoploss to $184.62
#CMC change stoploss to $51.57
#CVS change stoploss to $64.92
#EL change stoploss to $71.96
#GD change stoploss to $244.21
#HON change stoploss to $208.78
#MU change stoploss to $98.23
#NKE change stoploss to $78.98
#WFC change stoploss to $78.88
short #BABA at $133.26 and stoploss at $137.09
long #FDX at $255.88 and stoploss at $250.42
short #TXN at $200.14 and stoploss at $205.1
short #U at $25.61 and stoploss at $27.94
long #UNH at $469.28 and stoploss at $441.95

Total Number of open positions: 16
short - ABNB P&L: 9.93%
short - BA P&L: 1.57%
short - BABA P&L: -0.08%
short - CMC P&L: 0.44%
short - CVS P&L: 0.10%
long - EL P&L: 5.36%
long - FDX P&L: -0.01%
long - GD P&L: 1.99%
long - HON P&L: 0.37%
long - LVS P&L: 5.44%
short - MU P&L: 9.29%
long - NKE P&L: 14.27%
short - TXN P&L: -0.04%
short - U P&L: 0.08%
long - UNH P&L: -0.01%
short - WFC P&L: 3.32%
Daily Portfolio P&L% = 0.74%

Ib gateway都會auto logout and required reboot
我最後放棄轉用tradestation

咁既事條curve都hold得咁好

可能係做一lot 股票嘅關係，將啲風險分散，再用 long short 同 market 對沖，減少左啲 beta, 做到相對穩定。

不過，呢個 approach, 都唔可能 100% 無風險。遇到啲肥手指都會受影響，但希望咁做可以穩定啲。

感謝 🙏

每lot 買幾多倉位？

12000 - 18000。
睇市況

兩三年前遇上同一個問題
restart可以問chatgpt點做
但auto logout好似真係冇得搞

果時問過呢到既巴打都係無明確答案
所以完全放棄左ibkr，轉左tradestation

個algo 識自己adjust 定要人手日日改？

人手改。每次轉 股票 嘅時候改

［26 Feb 2025]

#ABNB change stoploss to $147.57
#BA change stoploss to $182.28
#FDX change stoploss to $250.17
#GD change stoploss to $245.43
#TXN change stoploss to $202.5
#U change stoploss to $28.45
#UNH change stoploss to $450.1
#WFC change stoploss to $78.61
short #HPQ at $33.78 and stoploss at $34.43

Total Number of open positions: 15
short - ABNB P&L: 8.47%
short - BA P&L: 3.94%
short - CMC P&L: 1.15%
short - CVS P&L: -0.54%
long - EL P&L: 3.92%
long - FDX P&L: -0.41%
long - GD P&L: 2.13%
long - HON P&L: 0.34%
short - HPQ P&L: -0.01%
long - LVS P&L: 4.17%
long - NKE P&L: 13.99%
short - TXN P&L: 0.92%
short - U P&L: -3.69%
long - UNH P&L: -1.34%
short - WFC P&L: 2.88%
Daily Portfolio P&L% = -0.47%

食咗咁大段，而家年化應該都有40%up?

drawdown 先見真章

兩年22%有咩問題
如果風險低，熊市都唔怕，實有回報
開槓桿唔會得22啦

冇，內地bot有咁嘅功能，收tradingview指令落單，不過要俾錢（利申：只係知道，冇試玩過。）
建議你俾錢人將Pinescript轉做EA喺MT4/5運行。當然你有時間同能力嘅自己轉都得。

黎緊想係futu build algo
宜家已經backtest 左, 用 1 minute candlestick, traded volume, sma
寫實盤係咪會複雜好多, 有咩忠告比細佬
in case algo invalid, 有咩emergenecy plan