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Here are the results for just the 10 minute strategies.

Here is a very interesting observation. This chart contains only my range 4 strategies. Clearly they are not performing well. It may be time to abandon the range strategies and retrain using a different timeframe.

Here is the chart if I remove the 2 worse performing strategies.

Here is the updated PIP chart from this week. The week was going very well until Thursday. It took a pretty bad beating and ended week nearly flat.

One thing I find interesting. I am trading 5 currency pairs (eurusd,gbpusd,audusd,nzdusd,usdjpy) with both long and short and on 2 different time frames. I would imagine the overall system was somewhat diversified. However, if I pull up a chart of EURUSD from July 17 (when I launched) until...

The strategy is "learned" for each pair. It is far more than just different configurations.

For each of the 5 currency pairs I am trading, I use 10 minute strategy that was "discovered" specifically for that pair. In addition, each of the 5 currency pairs also has a 4 pip range bar strategy developed specifically for that pair as well. Giving a total of 10 strategies. My 4 pip...

Very true...However, MBTrading seems to have spreads just as tight as IB.

Its not so simple. I am trading near the upper end of what I deem to be acceptable leverage for my strategy. If I were to change to IB for example, there is a minimum commission of $2.50 per trade. In order for commission to "make sense",it would require an account value of about $40,000 at...

That is the million dollar question. If I knew the answer, I would be rich. There are two general observations I have made: Observation#1: NT + MBTrading suffers from what I call "phantom trades". I have noticed that during the "smooth" periods, I have very few phantom trades. Sometimes...

No strategy is going to be right all the time.I suspect there are periods where my strategy will do extremely well.. Others it will go through a rough patch. As long as it eventually makes a new high (which I think it will soon), then there is nothing to worry about.

I wouldn't classify it quite the same way. But essentially yes, I am still employing my strategy "data mining" approach.

I am currently trading 10 strategies. If I eliminate the 2 worse performing strategies, this is what my equity curve looks like. Something to strongly consider.

Total Trades: 982 Total P/L: +18.8% Attached is the current PIP chart since starting this strategy.

After 933 trades I have netted 452 PIPS. At my current leverage, my money doubles every 3,250 pips. Which means my return has been 14% over the last ~130 days. My max drawdown has been 461 pips, which is also roughly 14% Not bad, but like I said,the verdict is still out...

7 of the 10 strategies in use have been modified for this week. They were updated with newer strategies spit out by my strategy mining efforts. Overall the per trade expectancy increased 10 to 20% on most strategies. My goal is to increase per trade expectancy another 10% by end of year.

The i7-3930k is a great choice. My data mining machine has a 3930k overclocked to 4.1 GHZ paired with 32 GB of high performance ram, and a solid state drive. Since purchasing this machine 4 months ago, it has run at 90-100% CPU non-stop data mining for strategies. I have not had to reboot it...

Yes the system has still been running. Its been up and down. The verdict is still out on whether or not its a profitable system over time.It is certainly close. I am currently working on improvements to several of the strategies which I plan to put live in about a week. The phantom trades...

I have not been doing much with the strategy other than letting it run live. I am getting close to digging my way out of the current draw down, but still have 200 pips or so to go. Attached is the pip chart from start until now.

The phantom trades have been "mitigated" at this point. Code is in place to compare what is "really" in the account, to what the NT strategy thinks is in the account. When a discrepancy is detected, the appropriate orders are sent to exit the position and turn off that particular strategy...