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7 trades today -$176 So far everything working well as far as slippage and order execution, no surprises so far. One note I would like to add is that it helps to have an automatic sync with atomic time everyday setup on the computer to make sure everything is "on the dot" and lined up well...

Make sure commissions and slippage are factored in to your results. Make sure if your using limit orders that your platform is using a "trade through" fill price algorithm for the calculations. If you want reassurance that your system is profitable tell me what it is and I'll let you know...

No trades today.

It's the endgame everyone sees coming and is sick of talking about so we just wait in silence until the levy finally breaks. The smart ones had their inflation protection already lined up two years ago.

I am afraid he is correct, if you calculate your slippage your system is probably underwater. I make sure I am using limit orders . a "trade through price" fill algorithm ( not just a touch) and calculate 1.5-2 ticks of slippage to be on the conservative side. You might be able to get away with...

I want the time I wasted reading this thread back:mad:

Hi, today the system took 1 trade in wheat for a gain of $170. BTW in yesterdays post of walkforward results i accidentally had instruments that where not supposed to be included in it so the accurate updated walkforward results from march 7 to now are as follows. Have a nice weekend.

200k

Walk forward performance since March 7th 2011. Will continue to post daily updates at the end of each day.

This journal is for me mostly and for others to see how a proper Automated system should be checked and modeled before going live with it. Will post daily results. Note that the Drawdown modeled could be smaller than what will be expected due to my platform "averaging" all of the Drawdowns from...

This video is my favorite trading video of all time. Does he keep yanking it because he doesn't want people to know about his correlation anaylasis or is it because he is embarressed that he lied to one of his floor buddies about selling crude like a motherfucker on a certain day when his buddy...

Disagree . I could say that algorithmic RTM strategies tend to breakeven at best since I haven't seen one with my two eyes or come up with a profitable one yet. Just because I haven't seen one doesn't mean they don't exist or work right?

Tomorrow will be a down day.

How about if I reaoptimize my system every 2 weeks and it is constantly adapted, My broker will just keep stealing my new code every two weeks? How do I encrypt my code so that no one can see it? Or would they just front run every single one of my orders right when it is submitted?

Cut losses short, let winners run. Have excellent money/risk management. Cliche but thats what I find works.

How would they prevent someone who is long/short at the same time from making money? How would they prevent someone who trades automated intraday strategies across a diversified basket of futures who doesn't use stops? How much money does one have to have accumulated in order to be...

Hey CL inraday traders, what is your typical stoploss distance after entry these days? Typical daily loss limit per contract? Thanks

Agree, I get a way better "read" on CL, and NQ than any other markets. My statistics verify this also. Interested in seeing how ESkiller interprets the ES.

Also, if im counting cards in a casino, yeah the odds are in my favor and some may not think it is gambling . I say it is gambling because you could be down a few grand when you get caught/kicked out. Uncertain outcomes come in many shapes and sizes.

Gambling is the wagering of money or something of material value (referred to as "the stakes") on an event with an uncertain outcome... http://en.wikipedia.org/wiki/Gambling So IMO anything with an uncertain outcome is gambling. Platform errors , broker errors ect. create uncertain outcomes