Recent content by huzhen

Today I am going to end this journal. Obviously my system is not performing well. Thank you for your patience with me. I will keep improving my algorithm and hopefully will start another journal soon.

Today's Summary: ER2: ($121.60) ES: ($1916.20) NQ: ($1516.40) Total: ($3554.2)

Today's Summary: ER2: ($4579.60) ES: ($1346.00) NQ: $5718.20 Total: ($207.40)

It seems that Globex is open after 5:00pm, so I just liquidated my outstanding positions. Here is the summary of the updated P&L: ER2: $2341.20 ES: $893.30 NQ: $0.00 Total: $3234.50

Today's Summary: ES: $245.20 ER2: $2216.00 NQ: $0.00 Total: $2461.20 Since today Globex closed earlier at 1:30 pm, my ATS was not coded to handle this situation, so some positions were not liquidated in time. So in the account snapshot, you can see some unrealized gains. I am going to...

FYI

Today's summary: NQ: ($1120.80) ER2: ($150.40) ES: ($821.00) Total: ($2092.20)

Hi, there, I created an ATS and have been tested it for 10 trading days now. I have been running it against a IB sim account. From today on, I will post to this journal the P&L everyday. I am not soliciting anything, just want to create a track record in pubic domain. Here is the summary...

Hi,TradeSum, Just emailed you. Thanks Zhen

Hi, sjfan, I just sent you a PM. Thanks Zhen

Would you send me a copy to huzhen2006@gmail.com Thanks a lot

Hi, I am very interested in these articles, would you send them to huzhen2006@gmail.com Thanks