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>>Did you do any backtest before trading? Nah, I figured I'm going to wing it ;) (joking) Since I travel so much I religiously backtest, I've a large quotes database on my laptop and run various tests. More importantly I also segment the "unused data" and do a lot of forward testing...

Week going from terrible to f...ing worse. Sitting @ the airport right now in Texas after a long trip, watching the futures down again. Will hit several stops today and will close this week with another loss. NOT FUN.

Nice job !!! I'd look @ them on collective2 if you'll post them ;) follow my progress @ http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655

Here's my experience with a similar approach. As soon as I forward test a significant amount of time (e.g. 1 month for day trades or 6 month for swing trades), the performance of the neural network or curve fitted algo significantly suffers. It may have been good on a small walk forward test...

Terrible trading week with an OK Friday (down almost 1400 for this week). My systems lost money three out of five days. I did some discretionary trading (S1) but the problem is that while I'm ok trading S&P futures, commissions and slippage usually take 30% of my profits. I'm just not born and...

Terrible performance today. WTF. I've had to put another 15k into my IB account today since I exceeded my portfolio margin limit and dropped below 100k. Not sure what's going on right now but my trading systems definitely suck. Here's the running total since June 1st Overall Performance since...

Frosty, back from your sabbatical? I miss your journal !!! Follow my trading progress @ http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655

Had a bad day today, down almost 1k. Ironically the S&P 500 performance was even worse, so I took the lead for a short period of time ;-) Here is the running total since June 1st. Overall Performance since launch: +1111 S&P 500 Performance since launch: +234 Risk Free Checking Account...

I once used a trading system that generated that behavior a lot. If I remember correctly, here's the setup that caused the error. I have a position in XY (long stock). I put in a market sell order pre-open (e.g. 9am eastern time) however the order was set to fill at the open, not fill during...

Not sure what changed @ Interactive Brokers, but I can check my IB account balance before noon Eastern time on Sundays, quite the surprise. Here's a recap: Decent trading week (up 2100 bucks). I got lucky on Friday. I completely forgot about the SPY dividend. Usually triple witching has an...

I don't store tickdata but if I would I'd store it in SQL. I store 800 million quotes in mysql (daily, weekly and 15 second quotes) and run various tests against it. A relational database can never be faster than a csv or binary format when it comes to raw data processing. However the way my...

Ouch, just got back from my trip and couldn't log into IB in time to get my balance :( Oh well, I'll have to wait for Sunday to post this week's results.

Well I guess I was ahead for a single day ;-) today the S&P 500 kicked my butt again. I withdrew some money from my trading account this morning, still in the process of consolidating and cutting expenses. Today my systems fired off a long signal on EMC, so I'm long a broken wing butterfly...

Wow, for once I'm actually ahead. After Friday's post I thought I'll be behind the S&P 500 performance like I was during the last 9 month leading up to May 6th, but today I managed to surpass it for a day. Tomorrow will be a different story but here is my m2market P&L: Overall Performance...

Small up week (almost 600 bucks). Let's start out with the good things. The best thing right now is that I'm trading so small that I don't lose any sleep over it. I'm also getting my personal finances in order right now, so I hope that over the summer I can ramp up my size again. If you look at...

Ouch is all I can say. One strategy went long BP this week and that one will hurt my weekly results :(. Also got a long signal on AMZN and XOM today, so I manually entered those spreads as well. Interesting trades considering I think we'll tank rather than go up from here but hey ;), gotta hang...

Check out the May issue of the Stock/Futures/Options magazine. The guy trades index gaps and has a couple of resources on his website. http://www.masterthegap.com/ http://thegapguy.com

Unfortunately I don't have an edge in high frequency trading, so my strategies are not focused on minute or seconds based profits. I'm not sure that many retail traders can compete in those strategies. My sweet spot is in longer trades (-10 weeks) where execution isn't the most important item...

Unfortunately the most profitable attempt was specific to the market at that time. It was my first dabbling into investing and pretty much a buy & hold strategy. Buy QQQQs every month from mid 2000 to mid 07. Worked well at that time though ;) Now my attention span is much shorter. My third...

Quite the day/week to start my online journal. This is my fourth attempt to make money in the market (one was very successful, one sucked big time, the last one was break even). I plan on posting my weekly results in here, however don't expect P&L screenshots or audited results. As far as my...