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Greetings d08 and Kohanz, I wondered how long it would be before those following along wondered what happened to me ;). I am in my usual DD along with the market, but it is worse due to not following my system (12K DD). I thought keeping this journal would make me stick to my system better...

I am down 2.7K on Diamond Foods, DMND. There are several class action lawsuits regarding financial reporting. I was down 1.5K by the time the lawsuits made the news. I forgot my rule of just exiting when there are new class action lawsuits on a company. I can't generate an equity curve right...

Initial Capital (11/1/2011) $81,531 Total Net Profit $714.89 (Per Share) $0.03 Gross Profit $3,818.05 Gross Loss ($3,103.16) Profit Factor 1.23 Total Number of Trades 139 Percent Profitable 39.57% Winning Trades 55 Losing Trades 84 Avg. Trade Net Profit $5.14 Avg. Winning Trade...

Tradestation does not provide portfolio testing right now, so I don't have stats. Amibroker backtesting is not entirely realistic because it does not use intraday data. I just don't evaluate the individual stock equity curves the way you do. I follow over 1500 symbols, so to micromanage each...

I thought it would imply that what goes up, must come down.

I have thought of and tried before what you suggest of removing stocks that are losers, but in live trading it did not appear to help any. I am not able to take every trade anyway a stock triggers, due to BP limitations. I would have to take every trade to be able to benefit from any smooth...

I use the same price and volume filters on portfolio backtesting as well as live trading. Unrealistic fills is another reason I exclude low price, low volume stocks. It is hard to explain without looking at many individual equity curves. Over many years, some curves are in smooth uptrends...

Initial Capital (1-1-2011) $47,853 Total Net Profit $17,875.69 (Per Share) $0.06 Gross Profit $97,376.55 Gross Loss ($79,500.86) Profit Factor 1.22 Total Number of Trades 2458 Percent Profitable 61.64% Winning Trades 1515 Losing Trades 940 Avg. Trade Net Profit $7.27 Avg. Winning...

Hi gmst, From my experience with TradeStation, Market-on-Open gave me horrible fills. Sometimes the fill was at a price that did not even appear on the chart! (As above the high for the day on a long RTM strategy). And it was for scarcely a 100 shares on liquid stocks. I just chalked it up...

Hi clarodina, FYI my username is Rol, not Roi. Some reasons for filtering out low priced stocks: Commission would be higher at $1 per 100 shares. They tend to be too volatile for my comfort. Sometime low priced stocks are genuinely poor quality stocks to be hoping for any rebound in price...

Initial Capital (10/1/2011) $71,377 Total Net Profit $8,519.40 (Per Share) $0.15 Gross Profit $17,036.49 Gross Loss ($8,517.09) Profit Factor 2 Total Number of Trades 565 Percent Profitable 62.65% Winning Trades 354 Losing Trades 210 Avg. Trade Net Profit $15.08 Avg. Winning...

I am not sure what makes you think I am sending large numbers of orders that do not fill. I do not send orders until entry conditions are close to triggering. They are not just sent at the open on all stocks I am scanning for that day. I typically execute on more than 1 in 10 orders sent, if...

Thanks fickletrader! I hope to be able to complement RTM trading with TF. Why not do both! That would really keep Mr. Market confused. :p

I forgot to mention that I activated the index monitor, which shuts down the strategy when the index I track crosses below its 200DMA. I currently use the E-Mini Nasdaq-100. It is the only one above its 200DMA I track. Eventually, I will switch to the mini Russell 2000. The Russell 2000 was...

Initial Capital (10/1/2011) $71,377 Total Net Profit $7,880.81 (Per Share) $0.23 Gross Profit $13,094.54 Gross Loss ($5,213.72) Profit Factor 2.51 Total Number of Trades 341 Percent Profitable 66.86% Winning Trades 228 Losing Trades 112 Avg. Trade Net Profit $23.11 Avg. Winning...

Today’s action looked as if sub 1200 on the S&P was bought up again. I went ahead and entered 300 shares SPY midday to give myself a bit more exposure. If 1191 support gets broken, I will look to short aggressively in the coming days to hedge. Real-time Account Net Worth $79,112.95...

I got the urge today to trade in and out of QID, and caught a piece of the afternoon slide with 300 shares to net around $240. I got stopped out on EDU and NFLX for the rest of the gains. I have turned back on intraday stops on profitable trades. I flip flop on using it because days like...

Most of today’s profit resulted from entries this morning as the market appeared to be continuing yesterday’s decline, but then reversed to trend higher into the close. I passed up several additional entries that would have worked out as my current settings are not overly aggressive. I may...

Initial Capital (10/1/2011) $71,377 Total Net Profit $5,517.51 (Per Share) $0.26 Gross Profit $9,206.09 Gross Loss ($3,688.58) Profit Factor 2.5 Total Number of Trades 196 Percent Profitable 62.76% Winning Trades 123 Losing Trades 72 Avg. Trade Net Profit $28.15 Avg. Winning...

Thanks for following along Joman! As a rule, I do buy the dips with automation but I think views on counter-trend and trend following styles are thrown around so much in constantly changing markets, to me it just becomes mud soup. Given a strategically chosen time frame, you could make a...