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    Real Money Automated Trading Journal

    Here is the updated performance(pips) chart for last week.
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    Real Money Automated Trading Journal

    Down another 70 pips to open the week on 3 phantom trades from last night. I put in code to exit a phantom trade and disable the strategy when detected. The code detected fine, but the disable came too close to the exit, and the phantom positions remained open throughout the night... That...
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    Real Money Automated Trading Journal

    Attached is a daily chart of pips gained since starting this thread. It is worth noting, around Day 28 on this chart is when I moved to using all limit orders. The past 2 weeks have been nasty for my strategy. However, almost half of the losses in this period has been related to phantom...
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    Real Money Automated Trading Journal

    Agree, its a big issue. I have had phantom trades occur every night this week. I rushed some code into production today which uses the following logic: - Check CBI.Globals for account position - If true account position = 0, and Strategy position !=0. Disable strategy Most of my phantom...
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    Real Money Automated Trading Journal

    Apparently MB Trading is unstable right now. More phantom trades occurred last night. In the middle of the night their servers keep disconnected. When it comes back up, NT produces phantom trades.... This is killing me. The code supplied has helped identify, now I need to look into some sort...
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    Real Money Automated Trading Journal

    Fun start to the week, right after going to bed last night, another 2 phantom trades happened. I lost 46 pips.
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    Real Money Automated Trading Journal

    Thank you for this code snippet. This is exactly what I have been looking for.
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    Real Money Automated Trading Journal

    If I could get a "full view" of account holdings within NinjaTrader, I would be able to at least have rapid response to the issue occurring. Ninjatrader shows my positions correctly outside of the strategy, so obviously NT has this info. But does not seem its available to developers. Another...
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    Real Money Automated Trading Journal

    Frustrated, lost 62 pips due to phantom trades this week. Ended the week down 97 pips overall. Current account balance: $5050.45 I don't mind having a losing week, just hate that a lot of it was due to phantom trades.
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    Real Money Automated Trading Journal

    This week I am greatly increasing my leverage. I will trade $1000 for every $325 in the account. As such all trades will be for $16,000 this week. This is up from only $5,000 per trade last week.
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    Real Money Automated Trading Journal

    <b>Results for the week of 9/9-9/14</b> <b>Starting Balance:</b> $5055.48 <b>Ending Balance:</b> $5206.33 <b>P/L:</b> +$150.85 <b>Pips:</b> +302 <b>Trades:</b> 57 <b>Avg Trade (pips):</b> +5.29 <b>Skipped Trades:</b> 5 <b>Total Slippage:</b> -23.2 pips <b>Commission:</b> -4.5 pips...
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    2000 thousand dollars

    Concerning stops. I do not trade discretionary any more, instead its all 100% automated. However, from years of developing systems, there are very few systems which perform better when stops are added. Not just in the P/L column, but even max draw down, sharp, profit factor, etc. They all...
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    Real Money Automated Trading Journal

    My new phantom trade detection just detected 2 potential phantom trades that happened right when MB Trading came out of its rollover period. No trades happened, but NinjaTrader just told 2 of my strategies they are now long (but I had no orders placed). My phantom trade detection realized no...
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    Real Money Automated Trading Journal

    This week I have moved up to using 5,000 lots. My strategy and execution have largely remained unaltered this week as I took a break from working on the system. Here is a chart of my weekly performance thus far (Values are in PIPS). The overall strategy underwent a lot of changes in the...
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    Real Money Automated Trading Journal

    Is anyone really reading this journal?
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    Real Money Automated Trading Journal

    <b>Results for the week of 9/2-9/7</b> <b>Starting Balance:</b> $5023.13 <b>Ending Balance:</b> $5055.48 <b>P/L:</b> +$32.35 <b>Pips:</b> +162 <b>Trades:</b> 45 <b>Avg Trade (pips):</b> +3.6 <b>Skipped Trades:</b> 2 <b>Total Slippage:</b> -26.3 pips <b>Commission:</b> +$.02 <b>Total...
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    Real Money Automated Trading Journal

    This week I am increasing my size from 1000 to 2000. I had originally planned on increasing to 5000 to match my account value. However, I made very substantial execution changes this weekend in the hopes of achieving 4 goals: #1 Put a hard limit on the max slippage I can incur in a trade...
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    Real Money Automated Trading Journal

    I should probably clarify regarding slippage. I am using "limit" orders so there is no slippage from the actual execution. I consider slippage to be the difference between the last "close" price that generated the signal versus the price I get filled to enter the position. Its not really a...
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    Real Money Automated Trading Journal

    <b>Results for the week of 8/26-8/31</b> <b>Starting Balance:</b> $1000.83 <b>Ending Balance:</b> $1023.13 <b>P/L:</b> +$22.30 <b>Pips:</b> +223 <b>Trades:</b> 33 <b>Avg Trade (pips):</b> +6.75 <b>Skipped Trades:</b> 5 <b>Total Slippage:</b> -12.8 pips <b>Commission:</b> $-.05 <b>Total...
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    Real Money Automated Trading Journal

    Yes, I refer to the term strategy generically. I have a strategies utilizing 4 range bars on the following currencies (each is its own strategy) - EUR/USD - NZD/USD - AUD/USD - USD/JPY - GBP/USD I have strategies on 10 minute bars for the following currencies: - EUR/USD - NZD/USD...
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