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Terrible trading week so far. Down about 4.5 grand since last Friday !!! Part was a system failure, part was just the market moving into another direction than what my systems thought. This week obviously ends my 10 week winning streak and hit my confidence big time. More detailed post will...

I hope we get some action and volume in the next several weeks (next week may still suck cause of opex). This week was boring as hell !!!!! Good luck next week neke

Almost a scratch week (up 431). Very little movement in my trading account this week. Tuesday was a good day (about the only good day this week). Other than that I was hurting more and more as the market inched higher. Here are the daily results (Tue:+2237,Wed:-641,Thur:-810,Fri:-355) My...

syswiz, thanks for the input. The situation happens whenever the S&P makes strong moves (in either direction). If it moves strongly up, I miss out on the strong potential gains and just catch small gains. But the same it true when it moves down (unless it moves down strongly) like some of the...

Tough trading week (up 900 bucks). First the good news, I liked my work trip this week, I haven't been to the northwest in quite some time. Next week I'll travel to the East Coast, which sucks cause I hate switching more than one time zone in between trips. Now to my trading results. I did...

Good question on the IV (basically I've no idea how it was calculated). I bought my data from here http://www.historicaloptiondata.com/purchasing.aspx and so far the tests I did have been good. The trades are all verticals so IV doesn't really change the risk graph since I let it run to...

I appreciate your input. Here's some more info on S70. S70 doesn't have stops, it's basically a system that trades verticals only. The risk is very defined, so I let it run to expiration. It uses a pretty comples money mgmt schema where if the week is a loosing week for S70 it cuts the...

The backtests were about 57% in my favour though, so it's slightly better than vegas ;-) it was like being the casino ;-). But you're right, it doesn't even closely live up to the backtest results since I've been trading it. I'm not sure yet why :(

I use several things. I use thinkorswim (it has a backtesting capability called thinkback) but that's just to eyeball something cause it's a lot of manual effort. It's similar to optionetics platinum except it's free if you have a think or swim account. Then I've bought 385 million option...

What a lucky idiot I am. Friday saved my week. Overall Up 700 bucks (really lucky). Here are the daily results: Mon +314, Tue -2883, Wed +997, Thur -681, Fri +3007. I've had to make some accounting changes after hours on Friday. I'm basically adding 20k into my trading account, so I'll use...

nice job Neke !!!

I had an awesome weekend. Got back this afternoon from a family camping trip full of fun activities (and the right amount of dirt). Didn't think about the markets at all except when we left on Friday and I was still happy that I was saved by the bell. Overall this was a decent trading week...

Results will be delayed this week. Leaving for a short family trip and leaving the laptop @ home. If the SPYs close down more than 70 cents I'll finish this week red, right now I'm still slightly green. Yesterday my systems went wild and the day was a disaster. I'm looking to get away from poker...

tremendously successful any my results don't mix. Like I said, I often have a hard time to beat the S&P 500 performance (except for this week). If you look at the running total, only two strategies are green right now (since June) Here's some explanation on the strategies S1: -2...

Thx syswiz, I appreciate your input. My biggest problem is that all my trading is already options based (all automated trading) :( My discretionary trading (S1) is all S&P 500 e-mini based (and very short term, typically less than 30 minutes), I'm trying to keep this at the level where it...

One question I always ask myself is my performance (trading that is ;-) ) and correlation to the S&P 500. You see my performance on a weekly basis and it's comparison (this week I was doing goooood in comparison ;-) ) but the other question is "How correlated is my trading to the S&P 500"? If...

My IB Sales Rep told me I know what I'm doing (http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655), I'm not sure he is right though ;-), I am a good customer though I guess ;) Anyway, I wish I had focused less on back testing and focused more on forward testing. I listened to a...

Lucky trading week (up 1k1). I kicked the S&P 500's ass this week ;) I'm up and leading the pack while the S&P had quite a bad week. Now overall I'm happy to have finished green but I didn't do so well with my discretionary trading (S1). I put a hedge trade on before the Fed meeting and...

thx Emmet, I appreciate your comments. We'll stay in touch.

Not sure on the number of brokers but I wouldn't discard Ubuntu. Both platforms that I use (IB & TOS) both work with Ubuntu. you can follow my trading @ http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655