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Looks like NT might have locked up after starting it this morning.. makes me wonder if it can handle all these neural nets on multiple markets at the same time.. I also have added some debug messages to dump the values of each neural net to compare wit backtesting later to ensure no glitches...

I see an issue. Haven't tracked down exactly what it is. Will have to wait until end of market when I can do market replay.. but I think I have something miss-configured when I went live.

May just be impatient, but I am a little concern by the lack of trades thus far today. My standard strategy on CL,ES, and 6E have not yet placed a trade. The more aggressive one on NQ has placed a single trade that got stopped out. Guess I should relax market has only been open for 1 hour...

To be honest I am not worried about credibility. Have nothing to prove or nothing to solicit from anyone. I was planning to post screenshots of actual account daily or weekly to satisfy the "doubters". But as far as posting every trade, not going to happen. Have better things to do.

Yes

I have purchased and saved historical data over the years. Been building these systems since 2004. I essentially have 10 years of future data on nearly every US based future contract

Had not planned on it as it does a lot of trades and I have another job to do during the day so I am not watching it non-stop...

Decided to be aggressive. Running standard strategy on CL, ES, 6E and running new aggressive exit version on NQ Will update with trade status later today.

I had been using esignal up until a few weeks ago. I am now using kinetic

Interesting you ask. Since my focus today has been on looking at ways at improving my exits. My exits are based off a simple indicator. However, literally moments ago I tried using my NN in reverse for exits. Essentially creating an always in the market strategy and the results exploded. I...

There was an issue in my S&P 500 daily test. It was still using 15 tick stops which got stopped out too much. I increased that stop to take into account longer time frame and average per trade went to +$127 Goes to $172 if expanded a little further.. Very interesting..

For another sanity check, I had it trade using Daily bars against every stock in the S&P 500... There was only 3 stocks in the S&P 500 that it did not make money on. Trading 100 share lots, it averaged +$52 per trade PS: PF was over 6 for this test with just north of 20,000 trades taken

Another way of checking if a strategy is over optimized is to change around the bar size. This strategy typically runs on 1 minute bars, so I decided to test using various other bar lengths. Surprisingly no bar length produced bad results.. In-fact I discovered almost all other bar lengths...

http://www.heatonresearch.com/encog

Yes

Having traded ES quite a bit in the past, I feel somewhat confident the 1 tick slippage is sufficient. The market is generally tight enough and its not like I am trading huge size. If anything 1 tick more may be required, which still leaves the strategy insanely profitable... For CL and 6E...

All orders are market orders and 1 tick slippage is assumed on ES for each trade. Its possible I could be underestimating slippage slightly... That is one thing I can not be sure about until it goes live. I figured there would be some doubts once the equity curve was shown. I have sat here...

I have played around with everything from 7 ticks to 25 ticks. This is one area of my strategy I am often tweaking. Likely the 15 tick variant will be used when I go live tomorrow.

For ES it is about 4 ticks net after the 1 tick slippage and commission. For CL as you can see it has a much higher average trade. All entries/exits are market orders. This ensures that there will be no missed trades. I have learned my lesson with fills on limit orders in the past. I give up...

I am using NinjaTrader. As far as I am aware there is no way to "look" into the future with it. In the past with custom trading engines I have built I had that issue. Part of the reason I use a system like NinjaTrader now is to shield me from those mistakes. If someone knows any common...