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I wonder if it would be a bad idea to simply have some sort of profit target for the system... such as if overal the system has reached say $700 for the day just shut it down..... I think over the past week the system has reached $700 at least once each of those days.. I think i'm going to begin...

todays results: Es -$58 NQ +$315.60 ER2 +$711.20 YM +$50.92 Today was the best day for the system thus far. One thing I noticed is everyday teh system apears to make several hundred 500+ by about 11:00 then looses and then looses all day.. then in afternoon starts making again...

AC3, that is a valid question. In my earlier days of developing automated systems I did have a few systems that suffered from that problem. Since then I have put in many fail safes into my code to prevent that sort of thing from happening. This system here I am 100% certain it does not use any...

Bot is up 1,032 today... perhaps everyday when it gets up high I should just turn it off.. LOL

jimmy, Just like always my bot system is up nearly $700 right now.... but by time it actually takes profits on these trades it will only lock in maybe $200 of it.... thanks for your suggestions. I decided to test a few different PT scenarios: These tests were run on the ES data. #1...

Out of curiosity I decided to backtest the method with the entry criteria reversed, just as expected it had a net loss of 158,000 over the testing period, and had a net loss EVERY quarter

reversing the method will not reverse the numbers.... the problem lies in the exit criteria. the vast majority of trades go positive generally VERY positive only to have it all given back and turn negative before the trade is complete.... Reversing the entry criteria will more than likely...

HORRIBLE day for the system...System got burnt bad after the fed minutes..... nq: -$204 er2: -$1348 es: -$133.60 ym: $130.18

Today I ran the slightly improved system on the NQ, ES, YM, and ER2 NQ: +$95 per contract YM: -$232 per contract ER2: -$234 per contract ES: +$355 per contract Again not a great day for the system... hwoever the ES, which is the market the system was developed for still continues to...

I have been backtesting a method on the er2 and noticed that it has had REALLY good results from september 04 till now... but before september 04 this method gets crushed.... did something significantly happen around that time to the er2 that changed the way it moves? Is that when volume began...

I'm looking for charting software that #1 works with interactive broker's datafeed. And #2 allows for customizable plugins. For example if I have a custom indicator and I want it to be placed on the chart that I could write a plugin in say C++ to do that.... or even some sort of built in...

Today the system was ran on ES, NQ, and YM. I just recently turned the system off: Here are the P/L after commisions. ES +74 NQ -423 YM -110 Deffinetly not the numbers I am looking for.... On another note, I have been working on improving the system and I have substantially improved...

Does anyone know if interactive brokers has any rules pertaining to running demo account and real money account simultaneously from 2 seperate locations? Such as I run to run some test automated systems using the demo account which is hosted some place, and trade my real money account from...

method made $60 today. Tomorrow I am thinking of possibly running the method on ym, nq, and es and see how it does... only issue is this bogs down my primary computer too much...... Does anyone know if IB has any rules about running the demo account and real money account simultaneously...

Had a couple problems with the order entry code this morning.... so missed some trades... the system loss $250 today.... One thing I did notice is its pretty good at finding the setups I like to trade... Only thing is it enters not always at the best time and its exits are horrible.... So...

Yes I believe your right.... which means the system will probalbly experience some of its bigger draw downs again in the comming years... however the profits were a little higher in those years as well... So I think overall if I can stomach the slightly higher draw downs I'll be ok...

System is live on a paper IB account this morning. Baring any technical glitches should get a few trades out of it today.... Since the method is based on my current style of trading, its pretty fun watching my chart and looking at the decisions being made by the bot at the same time and...

Assuming I get the code written on time tonight, I plan to starting tommrow to run this method on IB's live paper trading account. Since to me ib's paper trading account is as close to live as you can get. To make things even more challenging I am going to run the method on the YM. I will...

I noticed while looking at results that due to the volatility around the open that there were lots of losses around this time. So I made it so it will not make any trades for the first hour or 2 of that the market opens to allow the market decide what it wants to do for the day... whether that...

I ran the tests on nq and found it would have made 35k from the first q of 2000 till 4th q 2005.. with a max one day loss of $700.... I tried all sorts of thigns to bring down the max 1 day losses and could not.... However, with a slight exit change on the ES I was able to get it up to 72K...