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frost, End-of-months always do weird things to the markets. I either have really good days or really bad days on the last day w/ my system, so don't sweat it. Is it possible to run your bot in *both* papertrading and live mode simultaneously? It would be interesting to see if you get the...

I was audited a few years ago, although it wasn't from my daytrades, but rather from not including my employee option trades in my Schedule D (taxes are taken out in the W-2 but you still need to put the sales in the Sched D). From what I understood talking with the IRS guy, they compare the...