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When you look at a nice pretty equity curve that seemingly goes straight up, your mind misses these "slow" periods where the P/L goes up and down and seemingly gets no where. I am assuming that this is just normal, and because I am seeing it on such a micro timeline I am missing the big...

Today's Results: P/L: $-3.81 Pips: -38 Account: 1013.78

The software can be thought of as a type of neural network. Essentially it searches through raw data looking for "patterns". Once patterns are identified, I have NinjaTrader perform backtests using each pattern to determine which are viable. I wrote a DLL that reads in the "pattern" file and...

Today's Results: P/L: $.46 Pips: +5 Account: 1017.59

It looks like a very simple volatility filter increases average trade by another 25% on the 4 range strategy. I will need to retrain all of the 4 range strategies to utilize these two new filters. It should result in drastically higher per trade expectancy once in place.

Today's Results: P/L: $4.75 Pips: +47 Account: 1017.13

The system went live with 8 total strategies last night, 4 strategies trading on a 10 min chart, and 4 strategies trading on a 4 range chart, all for the following pairs. EUR/USD GBP/USD NZD/USD AUD/USD Each pair has a strategy trained "roughly" for the pair. However, due to not having...

The biggest hurdle I am currently facing is trying to determine how "robust" a strategy needs to be. For instance, if I train a strategy on the EUR/USD. Does it need to also at least be profitable on GBP/USD,NZD/USD,and AUD/USD? Or am I filtering out the more "optimal" strategies by imposing...

<b>Today's Results:</b> P/L: $2.33 Pips: +23 Account: 1012.38 <b>Weekly Results:</b> Week 1 results: +164 pips Account value: $516.40 Week 2 results: -40 pips Account value: $1012.38

Trades: 30 P/L: -$8.18 Pips: -81 Account: $510.71 Since Starting: Trades: 121 Pips: +107 Today was interesting on several fronts. First I had a trade lose $14. My stop loss prevents losing more than $10. For some reason, my stop did not work. So I am looking into the glitch to...

You can think of it in terms of neural networks, its actually slightly different. Its really a way of data mining for patterns. Little different than a traditional neural net. Yes, it appears to perform very well out of sample. However, this live experiment will be the true test

I am making a fairly substantial change to the system starting tonight. I have created a second $500 live account. I will have a 4 range bar strategy running on account #1 and a 10 min bar strategy running on account #2. The goal is to produce a smoother equity curve, by having two unrelated...

Since starting this journal: Trades: 91 Pips: +188 Its worth noting almost ALL of the profit has come from the EUR/USD pair. Which makes sense as the strategy up to this point has been trained against that pair. over the next few days, I will be introducing strategies specific to the...

Trades: 14 P/L: +$4.41 Pips: +44 Account: $518.89 I am now up for the week

Trades: 20 P/L: +$7.14 Pips: +71 Account: $514.48 Good rebound day for the strategy. Down slightly for the week, but not by much.

Trades: 26 P/L: -$8.26 Pips: -82 Account: $507.34 Not a good day. However, its to be expected, can't win everyday.

I do not believe OandA works with NinjaTrader? I also believe, there are fundamental problems with Backtesting. It can help give you an"idea" how a strategy will perform, but is not much more than that.

The EC2 instance is back online and ready for the week to begin. I have configured EURUSD,AUDUSD,and GBPUSD to run against version 1 strategy. While NZDUSD is configured to run against version 2 strategy. Both strategies are still optimized only for EURUSD, but I want all 4 pairs running so...

Deciding whether or not to stay with V1 or move to V2 is proving very difficult. The same reason I MUST trade live to evaluate a strategy, is what is preventing me from adapting quickly. For example, I have data from 4 total sources, 2 different static sources, MB Trading loading tick data...

<b>Results</b> Week 1 results: 164 pips Account value: $516.40 <b>Strategy Changes</b> Tonight I will continue with the v1 strategy used last week. The current strategy utilizes range 4 bars. For version 2, I have been searching for patterns on 10 minute bars. Initially I was planning...