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The bot has now completed 3 trades and is in another short, and is down $320 or so... And yes the bot was underwater from the very first trade.. it took a short position around the time the market bounced off of the morning lows the first time..... this position went against it about $80...

Bot getting hurt again thus far.. volatilty is looking a lot better today so the bot has a lot of room to play with to get itself back up... but so far its underwater......... i'm getting really tempted to take the advice of playing lower risk contracts..... Also getting really tempted to...

walter, No I was referring to some other suggestions concerning trading with the main trend.... Concerning your suggestion of using the ADX indicator for determining the trend strength, that is something I am already doing somewhat, but something I need to look more closely at as well

If I look at my strategy results over just the past 3 months... the trend during this time has been up up and away clearly.... A VERY strong uptrend....If I ignore the short trades, then my strategy looses nearly 35% of its profits.. so simply going with the trend on the bigger time frame...

Actually the system performs about the same, meaning equity curve is very similar as for as smootheness..... win% is similar, number of trades is similar.. however average win and and average loss are WAY lower... and total profit is about 1/4th that of the ER2.... its still profitable, has a...

walter, I could be mistaken but if I remember correctly IB's historical data does not go back very far... a couple months or so... I could be wrong, will check into it...

another thing to point out... is that I have data for about 4 months captured by my application.. this data is of MUCH higher quality than the purchased 4 year data I have..... With this captured data I am able to make trades in between bars, refer to the current NYSE-tick value and other market...

Looks like I missed out on a big conversation today.... Looks like some good points were brought up.. Concerning the move to YM, I need to run some more tests on it, however I remember in the past when I backtested it the results were not that great.. was profitable but not by a lot...

Steve46, Perhaps you did not read the whole thread.... but what I was stating was if I test ONLY the past 4 months and not all of my data then the sample size is only 250 trades.... thats only for the 4 month period not the nearly 4 years of data I have................ the system I am trading...

As I get prepared for monday, I am backtesting as usual and have come up with a question. I am looking for opions on the merits of what this would mean. Here is the scenario: You have your core method, over the long run its profitable.. everything good.. Secondly, you have a method based...

jimmy, I do look forward to it everyday when I turn it on.... its just a few bad days will leave a sour taste.. as soon as it has a good day again i'll be excited..... Everyday I run tons of backtests on differnet variations of my core strategy, hoping one day I find one that is slightly...

I did not trade today, I shut my system down wends afternoon and will not be turning it on again until monday..... Hopefully I have a good week next week to make up for this horrible week

RoughTrader, Great post. Some very helpful information there. It is becoming pretty obvious that stops generally hurt systems in daytrading, and your reasoning why makes a lot of sense. UncleTom, I am not sure if i posted in my last thread but I think I did. The llc is on hold until...

optioncoach, Day 1 was somewhat rare due to the fact that it made 1450... but days where it makes 800+ are fairly common and happen once every week or so... It is those days that make it net positive over the long run EDIT: Also, today I have been backtesting with a new filter. It...

System has closed out its last trade of the day and is now officially done for this week. Here are the totals thus far; Day 1: +$1,450 Day2: +$40 Day3: -$344 Day4: +95 Total: +$1,241 at end of Week #1 Day 5: -$35 Day 6: -$349 Day 7: -$229 Total: -$613 at end of week #2 Total...

Cpt power, Yea my system is one that is net positive over time not day to day.... It is positive somewhere around 60% of the days..... Everything that has been happening is perfectly normal and is rather MILD compared to some of the times it went through even in just the past 2 or 3...

cpt power, I have data for about 3 years. The system has remained profitable throughout all 3 of those years, although there are 2 quarters where it was negative....... the system has performed MUCH better over the past 6 months than it had been performing in the years before that..... but...

Not looking good again, currently down $120... my bot is having a misserable week... I knew this week was going to be slow, I should have went with my first insticts of not running it this week... Everything is still within normal boundaries from the back test... its just when its loosing...

Lost $349 today..... another bad day..... I think the method is due for a good day soon... maybe it will be tomorrow....

This small range day is eating up my system..... I keep thinking a break one way or the other may happen soon.. I just hope my bot is on the RIGHT side of it when it happens... currently short...