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    Real Money Automated Trading Journal

    My strategy is officially out of the draw down. It has hit a new intra-day high of $1022.
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    Real Money Automated Trading Journal

    I wish I was using the SIM account. Unfortunately, I am trading using live money. I am being told to "replicate" the issue on SIM to "prove" its an issue with NinjaTrader. Sounds like your having issues on SIM as well. Hopefully they can resolve it.
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    Real Money Automated Trading Journal

    Another phantom trade occurred last night. This one does not seem directly related to a disconnect/reconnect event. However, I still need to perform analysis on it. Luckily this trade did not hurt me,in fact made a few pips. If I was able to simply see the "true" account positions...
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    Real Money Automated Trading Journal

    <b>Results for the week of 8/19-8/24</b> <b>Starting Balance:</b> $998.98 <b>Ending Balance:</b> $1000.83 <b>P/L:</b> +$1.85 <b>Pips:</b> +18 <b>Trades:</b> 33 <b>Avg Trade (pips):</b> +.54 <b>Skipped Trades:</b> 11 <b>Total Slippage:</b> -13.8 pips <b>Commission:</b> $0 <b>Total Cost...
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    Real Money Automated Trading Journal

    Made it most of the week without any issues, and had 2 phantom trades appear today. This is getting ridiculous. I have an account at IB and am tempted to move back there. However, the commission structure is not conducive to "testing" a strategy live like this. I also am starting to like the pay...
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    Real Money Automated Trading Journal

    I am certain. It is very easy to see. I did a post 2 days ago about the issue. There was one trade that had my exit signal as the entry,and another that seemingly wasn't tied to a strategy at all because the exit on close functionality created it. I lost over $7 on each of those two trades.
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    Real Money Automated Trading Journal

    <b>Results for the week of 8/12-8/17</b> <b>Starting Balance:</b> $1003.48 <b>Ending Balance:</b> $998.98 <b>P/L:</b> -$4.5 <b>Pips:</b> -45 <b>Trades:</b> 29 <b>Avg Trade (pips): </b> -1.5 <b>Skipped Trades:</b> 7 <b>Slippage:</b> -20.9 pips <b>Commission:</b> $.53 <b>Total Cost Per...
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    Real Money Automated Trading Journal

    My biggest hurdle right now is not the strategy, its actually performing well. I keep getting burned by NinjaTrader it appears. I am treating this as a "turn on and walk away" system. For instance, I have been traveling since Monday for business. During that time several of my strategies "turned...
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    Real Money Automated Trading Journal

    The 1.7gig of ram is the total ram given to the machine. Roughly 600mb is used by the OS. However, even with 7 strategies running currently, I am only using about 950mb of ram. I am unsure about auto ping functionality at EC2, however I am about to implement my own system to alert on NT...
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    Real Money Automated Trading Journal

    <b>Today's Ending Balance:</b> $1007.95 <b>P/L:</b> +$4.47 <b>Pips:</b> +45 <b>Trades:</b> 9 <b> Commission:</b>-$.12 (1.2 pips) <b>Skipped Trades:</b> 3 <b>Entry Slippage:</b> -11.4 pips <b>Cost Per Trade:</b>1.4 pips <b>Net PL Per Trade:</b>5 pips Even though I am using limit...
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    Real Money Automated Trading Journal

    Last week was a bit like a roller coaster ride: 1. Learned market orders in forex can easily have 3 or 4 pips of slippage 2. Learned changing NinjaTrader to 1/10th pip versus full pip can have a bit of negative impact initially on the strategy 3. Learned limit orders results in about 30% of...
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    Real Money Automated Trading Journal

    Since starting with limit orders on my 4 range strategy, I have been filled on 13 trades and missed on 6. I am going to be looking for ways at improving this by dynamically moving my limit order up as the best bid/ask changes. Also, I noticed I am running NinjaTrader as full pips when MB...
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    Real Money Automated Trading Journal

    Today's Results: P/L: $-2.62 Pips: -26 Account: 1012.49 Mostly a quite day. A glitch in my reporting code caused me to only get slippage on 3 trades. Lost 2 ticks on a GBP trade, and lost 2 ticks total on 2 EUR trades. This slippage was only on the entry side, as I am not recording the...
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    Real Money Automated Trading Journal

    This week I have added USD/JPY to the mix. I will also be recording the slippage on every trade. Slippage will be determined by saving the current price at the time of placing the order, and then comparing it to the actual fill price.
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    Real Money Automated Trading Journal

    Starting tonight, I will be recording every trade and the slippage incurred during that trade. This will be helpful when training strategies in the future. I am also considering taking advantage of MBTrading pay per limit feature. Using limit orders instead of market orders will decrease my...
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    Real Money Automated Trading Journal

    Today's Results: P/L: $-3.37 Pips: -33 Account: 1015.11 Weekly Results: Week 1 results: +164 pips Account value: $516.40 Week 2 results: -40 pips Account value: $1012.38 Week 3 results: +27 pips Account value: $1015.11 These oscillating returns are driving me nuts.
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    Real Money Automated Trading Journal

    I am up $18 since starting on $500. The second $500 I have added to get to 1018, has not been utilized. Which is part of the reason for increasing. At the very least I need to move to 2 contracts to keep the original ratio the same.
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    Real Money Automated Trading Journal

    After tweaking the strategies this weekend,it may be time to ratchet up the risk profile slightly. If I trade 1k lot per $333 in the account, I could move up to trading 3 lots. I believe this should be "relatively" safe based on historical results. Any thoughts?
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    Real Money Automated Trading Journal

    I am running the "small" instance: Small Instance (Default) 1.7 GB of memory, 1 EC2 Compute Unit (1 virtual core with 1 EC2 Compute Unit), 160 GB of local instance storage, 32-bit or 64-bit platform I did a 1 year reservation, so I will pay roughly $30 a month. I have 8 strategies running...
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    Real Money Automated Trading Journal

    Today's Results: P/L: $+4.70 Pips: +47 Account: 1018.48
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