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I've a day job so I run unattended during the day (no backup, no 2nd computer checking my first one). However unattended may need some further clarification. There are very view days when I have no connectivity, so usually I get blackberry confirmations of trades as well as account balance...

Decent trading week (up 1k7). Survived my computer failure while in Europe ;-) so I'm happy that things are back to normal. Trading was ok, all algos performed fine starting Wednesday when I got back. My algos finally opened some more S2 trades and I have four half size positions now. There's...

I got back from Europe (vacation) on Tuesday (late @ night). Wednesday I had to leave town for work already. So today I'm sitting @ the airport and hoping for a flight to get back home that's less than 2 hrs delayed. Traveling sucks right now, the weather doesn't help. Enough complaining ;)...

Can you open an account with both? I use both and exclusively trade options. TOS has the superior platform without doubts. When it comes to analyzing greeks ... nothing comes even close. They've great features like the on demand playback, backtesting of options ... IB has the better...

Good trading week (up 4k). I'm still in Europe on vacation. I'll get back to the states on Tuesday. Long story short, I'm still a little worried that my server is down and I've to trade the systems manually right now. Not a good setup (especially when I'll be in the air on Tuesday and won't have...

Ouch. When things can go wrong, they usually do. My trading station worked well on Monday (no issues from Europe) but today I couldn't log into it to start my systems. I called my neighbor and was told we've had a serious power outage that must have drained my not so uninterruptable power...

http://www.interactivebrokers.com/en/p.php?f=shortableStocks may get you started. It doesn't have all stocks but at least a good amount (> 10k symbols). Hope that helps. You can follow my trading @ http://www.elitetrader.com/vb/showthread.php?threadid=200655

You are correct, point taken. Most of my algo code focuses on execution and risk control, but even the risk control looked bad on May 6th.

Here's some explanation S1: 1085 = Net Profit of Strategy S1 since I started this thread S2: -300 = Net Profit of Strategy S2 since I started this thread S10: -280 = Net Profit of Strategy S10 since I started this thread S12: -144 = Net Profit of Strategy S12 since I started this thread...

Decent trading week (up 2600 bucks). Crazy week at work though, working my butt off on the East Coast. There are some new exciting developments in my trading. First of all this week pushed me back to green, so I'm up 800 bucks since I started this journey which is good for my confidence. Nobody...

Pete, thanks for the post. I appreciate the suggestion and will read up on this. P&L plays a role as you've pointed out. So does sharpe and max ddown. Some systems are sensitive to the S&P in correlation to it's 200 SMA as well. I appreciate any input I can get, so thanks a lot again !!

My systems had two good trading days, so at least for today I'm ahead of the S&P and the checking account performance!!!! It's good when you get back from a long day at work and see the results of a decent trading day. This week will be my last travel week for work this month (@ East Coast)...

Breakeven trading week (up 53 bucks). Very busy work week with long days and little chance to check my systems. They seemed to have done OK but there's almost no trading activity. Earnings season started and I just have one small long SBUX trade as well as my S10 trade running. Good news is...

Just got to my hotel in San Jose. I've had a great time the last three hours. After I landed I went to the bay101 and played some poker. I rarely play poker these days, even though that's what got my algo trading started in the first place. I sat behind a poker "prop" player. Not knowing what...

Hard trading week. Up 1k but I watched all positions go into my direction after being stopped out on many of them last Friday. Ouch :( But then again I could enjoy the long independance day weekend without having to worry about the 10 points /ES future drop on Monday. I went to Texas this week...

Fixed my calculation error, here the the current results (based on last Friday's close) S1: 1035 S2: 0 S10: -4180 S12: -611 Weekly Performance: -3947 S&P 500 Weekly Performance: -7213 Overall Performance since launch: -3149 S&P 500 Performance since launch: -9180 Risk Free...

Finally had time to get last weeks results written up. Terrible trading week, down 3k9 as mentioned before. I'm not going into much detail other than I'M GLAD THE WEEK IS OVER. I'm on the road in texas this week, so my systems will trade on their own. Had a great weekend with lots of outdoor...

Neke, following your journal it seems the answer is almost obvious. If you look at your biggest losing weeks and classify them as "outliers" they all have a very common theme. You load up the truck, keep loading it up more when the position goes against you and you barf it out when the pain...

This post is dedicated to Messi's superior soccer skills and the impact of psychology. Argentina, I love the way you guys play soccer !!!! First of all it was a terrible trading week. I'll post my results later this weekend but it was down ~ 4k, all on two days, Tuesday and Wednesday. I saw...

One more follow up to this mornings post. Today is a good example where my algos were not market correlated. S 10 was breakeven. Overall I made 400 bucks today while the S&P performance would have lost 596 bucks today. The reason is that volatility dropped some which gave my iron condor...