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Yes, I agree. I hold nothing overnight in this system and trade it for only a couple hours a day.

Yes, I agree on the stops.

Agreed. I was staying away from MKT orders but kept the option open. Does TS use last price when calculating your fill? So do you all think this system is probably worthless in the real world?

Well, that's a fair assessment. My motto is usually "cut in half and cut in half again". We'll see. It only trades once a day and if that. I was worried about not factoring in correct slippage and commissions and did not cut those corners. If I can break even or make just a little, I will...

I do appreciate the feedback. I didn't want this to be a cheerleading thread. This is good. -m

Thanks for the input, but this is strictly automated. I plan on no deviation from the plan. I have enough experience under my belt to know the importance of a plan. So you are saying I need a buffer for inexperience?

My plan is using Tradestation 7 which is supposed to give you auto executions without confirmation for futures.

Here is an attachment of the equity curve and monthly P/L. Please understand that none of this is mean't to brag, for I think it is a good system but I know there are much much better out there. This one just falls into my risk tollerance. I have been working on it for a long time and...

Okay, thanks. I will have to try to factor that in someway without missing winners. Thanks for the input. -m

Thanks in advance!: Exposure Interval 2 min Start Date/Time 2/12/2001 12:05:00 AM End Date/Time 3/17/2003 2:17:00 PM Trading Period 2 Years, 30 Days, 3 hours, 24 minutes Time in the Market 10 Days, 17 hours, 24 minutes Percent in the Market 1.41% Longest Flat...

You are correct about the profit factor. It is 2.65, not .65. Even with double slippage it would make $ but that would average about 5k a year per contract. I'm getting there. Anything else I should examine? Thanks for all of the input.

Hmm...doubling commissions only takes away about 1-5k in profit. Its the slippage on the in and out that was over 8k. This is all good to start with and I really appreciate the input. Thanks again. Now the hard part is to increase average profit.

Thanks! The profit factor is messed up on the analysis and I do understand about commissions and slippage though it is 10k for 2 years total. I also assumed market orders on the in and out, hence the 12.5 slippage on the in and out. My guess is that my slippage "may" be improved seeing how...

What do you think of these results? This is a two year performance analysis trading ES. These numbers are after full slippage of 12.50 per side and commissions round-turn. Thanks for any input ahead of time. All Trades Total Net Profit $18,170.00 Profit Factor 0.58 Gross...

What is the Easylanguage command for confirming a signal by waiting x bars after your entry signal to actually go long or short? If after waiting for the confirming bars, you find your signal was false, you abort trade. Thank you again in advance.

Thanks!!

How does one run the optimization function for strategies? I cannot seem to figure that part out. Thanks in advance.

I have friends who connect directly to ARCA. They tap directly into the feed (Which is FIX) and execute via FIX. FIX is awful for quotes. Its very inefficient and ARCA usually gets bogged down. The problem is that post REDI merger, ARCA kept QUOTES on the same platform at the old ARCA, which...

Another thing that bothers me about ARCA is that they "claim" to not have FIX logs available so one can measure their execution times to the ECN. It's funny how that feature disappeared after the Redi merger. I mean, maybe I wouldn't give those time stamps out either if I knew the executions...

I have heard they have had capacity issues for a while during peak times. One of the problems is that their old feed uses FIX protocol which isn't very efficient. I have also heard that they are in the process of rolling out a new and improved "ITCH-LIKE" feed. I have been calling it the...