Recent content by RoughTrader

Tuesday, 05/26/2009 Security: ESM9 Session PNL: $1,246.20 USD To-Date PNL: $6,574.74 USD Account Balance: $91,951.88 USD

Monday, 05/25/2009 Memorial Day, no trades

It is time to move position size up to 3 contracts again. Friday, 05/22/2009 Security: ESM9 Session PNL: $1,078.90 USD To-Date PNL: $5,328.54 USD Account Balance: $90,705.68 USD

Thursday, 05/21/2009 Security: ESM9 Session PNL: $264.50 USD To-Date PNL: $4,249.64 USD Account Balance: $89,626.78 USD

Wednesday, 05/20/2009 Security: ESM9 Session PNL: $841.40 USD To-Date PNL: $3,985.14 USD Account Balance: $89,362.28 USD

Have you considered Zen-Fire API? rt

One way around this is to use the same data feed for historical data (backtesting) and live data (execution). So far, I have found no one who offers better historical data than tradestation. At the same time, you can use a bridge to execute strategy code in IB. I use ninjatrader. The work...

Yes, I forgot to scale back my position size as soon as equity dipped below $90,000. I got lucky with a daily winner of about $1200, which brought me above $90,000 again. Yesterday's loss brings the equity below again, and I am correctly trading 2 lots today. This is a pretty good live...

Trading through this drawdown has been psychologically testing and frustrating, but drawdowns always are. Volatility has been a little too high, causing a lot of whipsaw lately. Only thing left to do is take the next trade (sigh).... Tuesday, 05/19/2009 Security: ESM9 Session PNL...

Monday, 05/18/2009 Security: ESM9 Session PNL: $1,205.80 USD To-Date PNL: $5,517.64 USD Account Balance: $90,894.78 USD

Friday, 05/15/2009 Security: ESM9 Session PNL: ($2,838.30) USD To-Date PNL: $4,311.84 USD Account Balance: $89,688.98 USD

Thursday, 05/14/2009 Security: ESM9 Session PNL: ($152.80) USD To-Date PNL: $7,150.14 USD Account Balance: $92,527.28 USD

Sorry for the delay.... Wednesday, 05/13/2009 Security: ESM9 Session PNL: ($604.70) USD To-Date PNL: $7,302.94 USD Account Balance: $92,680.08 USD

My previous post was about automated order execution, so I guess you want to learn more about that. There are canned solutions that offer strategy design / backtesting AND automated order execution all from one script. TS is a good example. I generally disagree with the soundness of this...

I use TS with ninjatrader via NTdirect.dll for order execution. I have scripted my own custom execution script which is implemented as an easylanguage "indicator" in a tradestation chart. The "indicator" is referencing NTdirect.dll to issue commands to IB TWS through Ninjatrader. This has...