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Must be the IB daily reset because my auto log off is set to after the 2nd session closes. At what time is the IB daily reset ?

Anyone from IB reading this please reply. I use IB for my data feed to Sierra charts for the HSI future. I trade the first session and am usually sleeping during the second session. Being that Sierra charts only know what data they are fed while they are connected, I am finding that IB...

Frickin 7 point slippage on a stop order. Being that my stop is 20 points that's not good. Also being that my profit/target order is a limit order, I don't think I'll be "winning" an extra 7 points on those. Still love the charts of this sucker though.

Made a trade on this sucker last night. This thing is frickin crazy !! Price can print at 13997 and then print at 14004 in seconds with nothing in between. The bid or ask flip from 1 point to around 7 points above or below the last print, at times. The chart looks great though...

Wow. This thing even gaps intraday. This must be between the morning and afternoon sessions. I assume they actually close trading during "lunch".

Hand Seng traders: Are there economic reports or other events to watch for while trading this market ? Do you have a source that you like to use to find this info ?

Oh. Thanks. That sure changes things.

$21K+ initial intraday margin req. for 1 contract. http://www.interactivebrokers.com/cgi-bin/margin_amer.pl?ib_entity= Plus the $60 est. roundtrip commish ? Wow. The chart looks great though. Once my account gets to over $100,000 I might be able to trade a couple contracts.

By hand I see price opening at 590.90 on Nov. 2 at 14:00 east coast time, so it would have activated an immediate buy over your 590.5 buy price. This would have actually resulted in a nice loss for this day.

This is great entertainment !!!

Hello Mogul. My stats are probably a bit too perfect. I have been accounting for .10 slippage on the in and the out about 50% of the time. The results that you posted with the software generated backtest are probably the worst case scenario (which is a good thing) where you had .10...

Hello version and wanderer. Thanks for the interest. I kind of feel guilty for not posting in the journal or explaining what I have been doing. I do try to be as communicative as possible but have slacked on many things recently including updating the "discipline journal". (getting sick...

and just like that.......... The system is in the black month to date. + 4.6 according to my fills and calculations. Nothing like a good trend day to make up for things. (or kill things, my countertrend system had it's worst day ever yesterday, 11/19)

I don't know that this shows a failure of systematic trading. Actually this shows a profitable systematic trading method. Yes, it is an optimized algorithm of current ER2 data. The key is, and probably is for all systematic trading is knowing when to stop while you're ahead. or moving...

17-Nov 622.4 Open 624.45392 Long trigger 620.34608 Short trigger We'll see after 14:00 eastern.

Thanks Mogul. This is interesting. I was very curious to see the other instrument results because all of these instruments have similair behaviour with the post 14:00 eastern time moves. From the results of the other instruments, on the surface level, one might think that YM,ES and NQ...

Is that YM ? There is a divergence inside a divergence right at the open on your chart. Could have been a nice trade but I don't know what price level this product was at to know how much it moved or where the stop price level would have been.

today was a very good day for this system. 5 trades 4 winners 1 loser Perhaps I'll be feeling better tomorrow and can get back to posting live trades and charts.

have bad flu. won't post in journal. might/might not even trade.

here's the loser