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Not a problem... I think you have your priorities right. :)

James, Ever get that US trading calendar going? Markets here are closed today. :) Of course, the futures market is open its normal weird Monday-holiday hours, but I don't think that's what you intended, is it? Or is it? Thanks.

http://www.nytimes.com/2009/02/13/business/economy/13insolvent.html?hp Not a real surprise, but still scary.

From the Telegraph (UK): European bank bail-out could push EU into crisis A bail-out of the toxic assets held by European banks' could plunge the European Union into crisis, according to a confidential Brussels document. By Bruno Waterfield in Brussels Last Updated: 3:50PM GMT 11 Feb...

Nice trade, congrats! The system performance over the last 7 trades or so seems much better than previous. Did any system design parameters change in the last couple of months? More specifically, are you using the 3-swarm level system you discussed in your 10/31 post? I know it's developed...

I've finally got a little time to spend on this subject, having just finished resolving a very annoying computer problem that was driving me crazy. First, thanks to everyone for their comments and criticism. It is read and appreciated. Here's some feedback on that: to the poster who...

OK, we finally got a signal at today's close, which I just executed by covering the short at 904.75. That resulted in a loss of 38.25 points, or -$1,912.50. So our status is as follows: Open Position: S&P mini (ESH9) - LONG@ 904.75 Closed equity to date: +$1,497 per contract...

Hi guys, I'm still here. I've been busy, and there haven't been any new signals, so nothing much to report. Today's market is moving in the right direction, though. More later....

No new signals, and you're right that we've definitely given up some profits. However, that's pretty much the nature of EOD swing trading. I don't like it anymore than anyone else, for sure, but it comes with the territory. I tend to agree with your point about a midday signal. But let me...

Hope everyone had a nice Xmas, I did. The model went SHORT at the close on Xmas eve (Weds), so I sold this morning at the open, with an execution at 866.50, for a loss of $1,237.50 per contract. So our status is as follows: Open Position: S&P mini (ESH9) - SHORT @ 866.50 Closed equity...

As the results of the system I’m trading here have varied over time, I want to introduce a measure of system quality that will allow me to monitor the system’s performance and detect when it is not performing well. The most obvious and easiest approach is just to monitor the amount of...

It was pointed out to me that I made a minor math mistake in my 11/18 post. When I accounted for the -$254 loss on that date, I got the closed equity amount wrong by $30 (high). So the correct closed equity amount now should be $30 less, or +$4,617. Thanks to you guys for keeping me honest. :)

Thanks. This system is an end-of-day system, so it only takes inputs once a day. Of course, the Profit software doesn't care about that, and you could feed it bars twice a day -- or twice an hour if you wanted to. But when I set this system up, it was done on an end-of-day basis, and all the...

The model went LONG at the close today, so I covered at 891.25, for a gain of +$1,087.50 per contract. So our status is as follows: Open Position: S&P mini (ESH9) - LONG @ 891.25 Closed equity to date: +$4,647.00 per contract. W/L=10/17 or 59% 17 trades down, 13 to go.

Interesting quote from Madoff in that video that was posted: "I’m very close with the regulators so I’m not trying to say that what they do is bad. As a matter of fact, my niece just married one." Maybe that's connected with this news report from Bloomberg? "U.S. Securities and...

The model went SHORT at the close today, so I sold at 913.00, for a nice gain of +$1,962.50 per contract. So our status is as follows: Open Position: S&P mini (ESH9) - SHORT @ 913.00 Closed equity to date: +$3,559.50 per contract. W/L=9/16 or 56% 16 trades down, 14 to go.

No, as I posted early on, I was seeing more like 10 points per trade. But wasn't sure how long that would last, since it had been doing it for a while, and it was too good a performance level to last.

The model went LONG at the close today, so I covered the short at 873.75, for a gain of +$362.50. So our status is as follows: Open Position: S&P mini (ESZ8) - LONG @ 873.75 Closed equity to date: +$1,597.00 per contract. W/L=8/15 or 53% 15 trades down, 15 to go. We're now at the...

Got a SHORT signal after the close on Friday, so I executed it at tonight's open, and sold at 881.00. That resulted in a loss of 9.5 points, or -$475. So our status is as follows: Open Position: S&P mini (ESZ8) - SHORT @ 881.00 Closed equity to date: +$1,234.50 per contract...

Got a LONG signal after the close today, so I covered at 890.50, for a loss of 19.5 points, or -$975 per contract. So our status is as follows: Open Position: S&P mini (ESZ8) - LONG @ 890.50 Closed equity to date: +$1,709.50 per contract W/L=7/13 or 54% 13 trades down, 17 to go.