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Haha, yeah auspiv, it's made some good progress lately. Thanks for continuing to follow the progress. W4rl0ck, I pulled this quote from a different thread: That's EXACTLY what this journal is. It's me running the rivet machine day in and day out. I don't invite discussion about the...

Product Traded: ES Contracts: 2 Starting Balance: 4038.83 Ending Balance: 17324.31 Misc Debit/Credit: 154.70 PnL Today: 340.40 PnL To Date: 13130.78

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 16983.91 Misc Debit/Credit: 154.70 PnL Today: 1107.70 PnL To Date: 12790.38

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 15876.21 Misc Debit/Credit: 154.70 PnL Today: 932.70 PnL To Date: 11682.68

Here are today's results: Product Traded: ES Contracts: 2 Starting Balance: 4038.83 Ending Balance: 14943.51 Misc Debit/Credit: 154.70 PnL Today: 1140.40 PnL To Date: 10749.98

These are the results from Monday (Nov 10). I couldn't post them until now. Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 13803.11 Misc Debit/Credit: 154.70 PnL Today: -392.30 PnL To Date: 9609.58 I'm sorry JaiSreeram, but I do mind. Maybe at some point I...

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 14195.41 Misc Debit/Credit: 154.70 PnL Today: -129.80 PnL To Date: 10001.88

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 14324.72 Misc Debit/Credit: 154.21 PnL Today: 870.20 PnL To Date: 10131.68

*yawn* Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 13454.52 Misc Debit/Credit: 154.21 PnL Today: -79.80 PnL To Date: 9261.48

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 13534.32 Misc Debit/Credit: 154.21 PnL Today: -17.30 PnL To Date: 9341.28

So either it is simple to create hugely successful mechanical trading systems, OR reversing a hugely unprofitable system does not yield you a hugely profitable one. I'll let you guess which one is true.

I bought a data set from pitrading and am pretty happy with it. I was more interested in the indicator data than the single stock data, so I didn't analyze the quality of the stock data. The indicators match pretty well what I could find elsewhere. It is missing a tiny percentage of 1 min...

It was back to 1 contract today because of the risk, and it got run over. Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 13551.62 Misc Debit/Credit: 154.21 PnL Today: -1579.90 PnL To Date: 9358.58

Product Traded: ES Contracts: 2 Starting Balance: 4038.83 Ending Balance: 15131.42 Misc Debit/Credit: 154.21 PnL Today: 1040.40 PnL To Date: 10938.38 Thanks tetramorium. Now it's getting close to being able to trade 3, so that will undoubtedly be an entirely new adventure. Take care!

Here are today's results. Note that I pushed 250.00 off of the PnL column and onto the miscellaneous column. I had a screwup on order entry yesterday and realized I shouldn't book the additional 2.5 points profit to the algorithm PnL. Product Traded: ES Contracts: 2 Starting Balance...

Product Traded: ES Contracts: 2 Starting Balance: 4038.83 Ending Balance: 14175.62 Misc Charges: -95.79 PnL Today: 1815.40 PnL To Date: 10232.58

Note: These are the results from Monday 10/13/08. I have been unable to post them until now, and there were no other trades this week. Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 12360.22 Misc Charges: -95.79 PnL Today: 2032.70 PnL To Date: 8417.18

Way late posting todays results... Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 10327.52 Misc Charges: -95.79 PnL Today: 2132.70 PnL To Date: 6384.48

This one left a mark. These moves are crazy town. Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 8194.82 Misc Charges: -95.79 PnL Today: -1779.80 PnL To Date: 4251.78

Product Traded: ES Contracts: 1 Starting Balance: 4038.83 Ending Balance: 9974.62 Misc Charges: -95.79 PnL Today: 1332.70 PnL To Date: 6031.58