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This is the month before and after the May 6,2010 flash crash.

Here are the numbers for the same time period. Note the consistent approximately 68% profitable.

benwm, Yes this is a long only strategy for a few reasons. When I applied my rules to the short side the strat did poorly. Also, I need the 2X buying power, and when selling a stock short you need 100% cash, (at least with my broker), and this would totally mess up the position sizing...

TS is the only platform I have used for autotrading. I have sort of locked myself in with it, as I have only just recently begun looking at the other brokerage, api, and coding language options. Actually, from what I have been reading about it in these forums, what I have is not so bad after...

I think one's equity curve should be the definitive gauge of one’s trading prowess. In a sense, all indicators are based on price action if they use price in their calculations. I just think people get bogged down with too many indicators, hoping they will reveal a magic winning trade. I...

Realized good steady gains for the week, but the strat took losses on about 4 stocks today (friday), which were underperforming. While it always hurts to take significant losses (-593.33 today), overall the numbers still look good. Profit Factor >2, and % profitable > 66%. Avg. Winning Trade...

I spent the weekend at the Interactive Brokers site and reading their pdf on using an Excel DDE to link with Trader Workstation (TWS). I plan to begin a new project of coding up my rules in Excel VB and using the IB's api to connect to the markets. I have dabbled in VB and macros off and on...

Many thanks for saying that. Now I know I am not delusional for thinking of trading this way :p What one must take into account is the cost of a round trip relative to position size. A $15-$20 round trip with a retail brokerage boutique isn't going to cut it. TS round trips are $2 on 100...

Here are some stats starting 9/16/10 to 2/11/11. I had posted them in the beginning as an Excel attachment, but I had them taken down after seeing how some forum members are leary of opening .xls files. Plus they are not pure strat, with some discretionary trading at times (about 90% strat)...

It is sort of ironic, but to make your trading system more "hands off", you have to buy more stocks. Because if you have a large position size relative to net worth, you are always fearful of a massive drawdown, and will feel the need to monitor it closely and meddle with it. The drawdowns...

First part of the week the strat experienced a sizable drawdown due to a couple of stocks, but made up for the losses and then some by friday. I know my strat will not work on every stock. In fact, I attempted to quantify the performance by performing a "pseudo back test" within TS. What I...

That is not a backtested TradeStation equity curve, that is an actual realworld equity curve from trades in my brokerage account. This is why you don't see an instrument (i.e. Eminis) at the top. It is not an add-on feature of TradeStation, it is included as part of the TradeManager Analysis...

Yes they would if I backtested from today's date (which is what I generally do if I am only looking at recent history, such as the past 4 months). I'm not too concerned about curve fitting with my particular strat because it has never done poorly over a time frame of say > 6 months. I would...

Saw some nice action day today, with the system working beautifully. I was able to recover my losses from two days ago and then some. It is a process of taking 2 steps forward and 1 step back, which is what you would expect with 66% profitability. This is how I will guage whether my system...

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Placed a buy to cover on LPHI at the open. Not part of strat, but did help with damage control. I don't plan to give play by plays of all the trades I make in this journal. There is already plenty of that here.:p. Besides, there are just too many trades. I don't give any one trade more...

Well exited my position in CCME around the open for a $320 loss. At one point I was down $1900 so I consider this a gift.:p Reversed a losing position in LPHI but this was not part of the strat. I saw support breaking down on it midday and when I pulled up the news, I saw that too may...

Totally agree. Impressive results last week, btw. The equity curve is nearly ideal. You have been running live for just over 4 months now, correct? How closely have you found that your live results are reflecting your backtesting results and how do you perform this comparison (statistically). Do...

Kohanz, thanks for the interest. It helps keep me thinking about things and not get lazy. I am a Medical Technologist at a major medical center hospital. Working around automated analyzers in the laboratory helps me appreciate the role computers can play in strat automation. The instruments...

Here are the results for the week: Total Net Profit $1,217.15 (Per Share) $0.39 Gross Profit $1,356.01 Gross Loss ($138.86) Profit Factor 9.77 Total Number of Trades 33 Percent Profitable 69.70% Winning Trades 23 Losing Trades 10 Avg. Trade Net Profit $36.88 Avg. Winning Trade...