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I'm showing the log saying S 852 at 11:54 on 9/26.

Tampa - You sound a lot like me when I'm trying to trade something that is ultimtely up to my discretion. In your initial post, if I remember correctly, you basically said you wanted to write this journal as a way to force yourself to trade your system. I got the impression that you were not...

It would be the other way around - if you were short, and wanted out at 810 (with a market order), you'd do a BUY STOP 810 LIMIT 815 or something ABOVE 810, not below it.

Just playing devils advocate here - but I didn't see a rule in your entry rules about deciding if you felt if the market was oversold or overbought. Are you breaking your rules already?

No problem. That shouldn't matter after the first 17 bars, of course.

Check the "all sessions" box and see if that changes anything. I'm using 24-hour data on my charts.

Don't feel bad, I even had to think about that fora minute or two...lol.

Nice. You are trading NQ, right? ES, for me, has had a up and down day - 5 winners, 3 double whammy's. NQ all winner except 1 double-whammy. http://home.carolina.rr.com/quah/quah1web.htm

Sure, I add size every 3rd, 5th, 8th, 13th, 21st, 34th, and 55th day. :)

Updated Workbook to correct total system equity graphs: http://home.carolina.rr.com/quah/quah1web.xls for .xls file -or- http://home.carolina.rr.com/quah/quah1web.htm for web viewable workbook

There are no stop loss settings for this system?

Just curious - why wouldn't you give out the details of this system?

Here is a little Excel spreadsheet that uses the TWS DDE link to submit a set or orders based on what has been discussed on this thread. All this thing does is submit a set of 5 orders. You enter the price and click the right button. It will submit the following (for example, on a LONG 1 ES...

Check your PM Gordon, QuahOrder is ready for you to test.... :D

Okay, okay. Check back in a couple of hours....:D

You are gonna force me into writing a little Excel DDE spreadsheet for order entry, aren't you? Exactly how many keystrokes do you think could be handled? How about keying in the bar opening price and clicking a button? Would that be reasonable? :D :D

Yep, gift tax. Anything over $11K this year is taxable anyway.

Depends on how you trade. If you always trade with limit orders, then slippage is gong to be 0. If you are trading ES with market orders, .25 should be fine unless you are trading big size. If you are trading SP's, that's a whole other ballgame for slippage.

Thanks Aphex. For those of you who have been asking/wondering about doubling the lot size on the reversal, here is some info based on the ES trades starting on 9/11/2002: There have been 136 trades total, 39 of those were losers. 19 of those losers were "broke even" by a reversal winner...

Can you explain what you mean by this - or how it is done in actual practice? It seems to me that you are never holding a winning trade or a losing trade until you close the trade out. I know that sounds like I'm splitting hairs, but I'm never sure at what point someone considers a trade...