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it's a silly oversight, 1 that i made as well. i'm now rebuilding my ats on live data. not a biggie.. but a lil set back i suppose. only solution i see.. unless your willing to setup on sim data .. trade the signals from there to your live account. sounds a bit complicated. sad part is, i have...

i think sim data vs live data played a factor. based on what i see on my on setup..it coulda been crucial. prolly sounds crazy, but for example.. my sim ats was long yesterday til close. (NQ) - same ats on live data entered short position yesterday afternoon, hence missing the big uptrend...

thanks for the suggestions Steve. it's been fun if nothing else.. i appreciate the encouragement.

i'm gonna rebuild mine on the real data. i won't try to patch it up. it's obvious the system behaves a bit different. i don't know precisely how it's different than the sim acct. ..so i best not take a chance.

my best ats i have running on IB's simulated acct. so, i applied it to the same data period on real acct. was still decent.. but an obvious change noted on the equity curve. trades today were different.. worse actually. looks like i have some work to do.. :(

austin.. what would be a reasonable fwd test period. 2 weeks 2 months 2 years ?? my system is more swing than pure intraday. ~ 2 trades/ day. if it was pure intraday, (not sure how many trades/ day it would require to classified as such), i assume the fwd test period would be...

after following this thread, i must say ima bit discouraged. not because i have not made progress w/ my ats ..i have. it's just sounds as if i have no business attempting it. anyways, i assume that the only way to find that out is to step out there.. on the ledge, and see. bb

Frosty, thx for sharing this process.. i wish you much success w/ the next model :)

ok.. i'll take the other side. i say frosty won today.

seriously, we need a guru here! :) honestly.. for example, i have several ATS's i'm tracking and showing nice equity curve, pf , etc., on live data. i think i could pick 1 and go live now. i just need to take it to the guru, he says " pass" or "fail".. and i avoid all the heartbreak. :p

i think (but can't prove it yet) that the data from the IB's simulated account vs the "real" account is slightly less than identical. i base it on 2 identical systems running side by side on each account. i have not looked closely at it however, so.. you prolly will be able to confirm (or deny)...

i suspect that many who endeavor to build these actually never succeed, or are still attempting to succeed. prolly others have immediate success. the question is unanswerable? bb

developing viable automated systems can be extremely time intensive (assuming success is even achievable). do you think you will be ok w/ the commitment to tradestation's monthly fees while you work? if so.. then go for it. it's powerful software imo. but allow yourself the time to adequately...

:) (sry..couldnt help it, i be ready apex!)

the discussion is kinda dancing around the point i was trying to make earlier... any strat can have a hard/ emergency stop. you simply find the value that does not hinder the performance. it may be a wide stop, or not. i doubt any developer would say, "ok , i need a stop", and arbitrarily...

i would say in my experience (i'm well documented n00b).. i set every new ATS w/ 3 parameters in place at the get-go. -buy/sell signal -hard stop -hard profit target just my way i guess. i like it when my system will perform well w/ tighter stops. imo means less risk. also means my entries...

i'll be interested to see how it works out. might i ask, what's the purpose of ninja? order management for day trading maybe? cuz, it wouldn't be needed for ATS i presume..

where on the equity curve does "live" trades begin?

up :)

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