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As outlined yesterday, Larry Williams provided me with complete records of several trading periods spanning later 2008 through Aug 31, 2009. His only request was “all i ask is to be reported fairly”, which I hope I’m doing. Larry Williams is NOT a one lot trader as some had suggested...

I did a little analysis of some of Larry Williams actual trades, in case anyone is interested in facts http://www.elitetrader.com/vb/showthread.php?s=&postid=2560842#post2560842 might be up a post or two.

not sure what happened to the attachment

Larry Williams sent me copies/screenshots with many days worth of trades. The data includes account information and individual trades with lots of supporting data. I'll post in more detail in a day or so, but I can already confirm that Larry Williams is NOT a one-lot trader as some here...

Seems to me that Larry Williams has offered several time to "prove" that he trades by showing his positions. I'd be happy to review and report back if that is of interest. FWIW, I don't think there's any disagreement on the facts that LW has made money both trading and publishing. I see...

Thank you for the tip on shoveit. I ended up with a slightly different answer, that I forgot to share initially. I run everything, including TWS, on a remote system and set up a remote desktop that is bigger than my netbook screen. I can then scroll around in the bigger display using remote...

I've traded with IB/TWS and remote desktop on a netbook many times. Works well, but is not perfect. TWS has a few dialogs that a bigger than the screen, so you better know your keyboard shortcuts.

Just want to chime in: I've been testing on 64 bit Ubuntu with 64 bit JVM for weeks now and it's running without any problems. Just upgraded to the latest TWS and API and so far no problems. Just to clarify: I've been on 64 bit ubuntu for 18 months and tested against TWS many times. Recently...

A simple thing to do would be to take all your trades and run a test for statistical significance.

A couple of suggestions: take is slow in the beginning. Watch the market for months while experimenting in a paper account and reading. Here is one book that I found useful. It's more about what profitable trading "looks like", than day trading. Don't let the title turn you off...

My long-term investment system has been unchanged since 1998 and continues to do well. The short term aggressive day-trading systems have much shorter shelf life. If you rely on specific market micro structure (e.g. Flash orders) those systems can last as little as months before the...

In my opinion its perfectly acceptable that a system for ES doesn't do well on e.g. corn or individual stocks. Some systems do, but many don't. I would like to see an ES system to OK on NQ and YM, and some of the relevant ETFs.

According to Charter the problem was with the Quest backbone, which is how it affected pretty much every state where Charter has customers. I finally got networking back.

Danish, but living in the US :cool:

For a good reference point compare to IBs retail rates. You should at least pay no more than .35 cps plus fees for 100% payout, probably quickly dropping to .25 or .20. If you have to split profits, it's simple math to figure out what the equivalent numbers would be. Net/Net however, I know...

with FV being about '-2' that sounds right

I still think that a combination of profit factor, %win and drawdown, plus some common sense is what it takes. There iis no magic "one" number. BTW, pf=1.075 is not tradable in my experience. I rarely trade anything that simulates with a PF under 1.5

I'm sure I've seen the effects of flash orders. Even for small lots of e.g. 500 shares I've seen a large increase in MKT orders being filled away from the bid/ask at the time of the order. I am looking forward to seeing how my average cps does in September, when it sounds like flash orders...

Q: How do you change the timers? Maybe I'm misunderstanding, but you seem to imply that you can switch to a faster recalc timer somehow. Thanks in advance,

In my experience it's reasonable to have stops that are larger than targets for individual positions. Ultimately, what matters is the portfolio performance, and as long as I have a PF > 1.5 (preferably 2), I'm fine with the trade-off between individual stop & target.