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Results for the week ending August 8th: (live accounts, 1 contract each) - Basic TM (v05, all patterns): 2 losses ; net -1260 - Alternate TM (v05, all patterns except 150): 2 losses ; net -1260

I think you are making things difficult for yourself. Make a 10,000 run (MonteCarlo simulation) for 1 year worth of trade (if your system averages 500 trades / year, that's what you simulate in those MC runs). Use a fixed position size of 1 contract, or a fixed $$$ risk per trade. For...

Why does this bother you more than 2 distinct losses? If your systems have an edge, losses are just the price to pay to get their long term positive expectancy.

If these were automated systems of mine, I would trade each signal independent of the other, since they belong to different trading systems.

Great progress Dhalsim. You should consider leasing a VPS in Chicago. Your automated trading would be less susceptible to power outages, Internet outages, and ... this summer heat you were mentioning. Cheers, Dominique

I have updated the CL151 page on the website. In particular, I have added an analysis of the EntryStop impact on the BasicTM performance (also attached). Interestingly, a 50-ticks entry-stop yields about 76% of the max P&L (obtained at 120-ticks entry-stop), a similar result to CL302 (~77%)...

Live P&L for both accounts attached (left scale: trade P&L, right scale: Cumul P&L) The BasicTM is properly tracked on RAPACapIntro (weekly updates), the AlternateTM is in the same account I used to trade CLAlwaysIn, so it is there also but I didn't resize the account to match the recommended...

Results for the week ending August 1st: (live accounts, 1 contract each) - Basic TM (v05, all patterns): 4 wins ; 1 loss ; net +1875 - Alternate TM (v05, all patterns except 150): 2 wins ; 1 loss ; net +2765 Nice to see the system perform well in a sustained trend. Of the 5 trades for...

Not to pick on you, but I have never seen Ninja crash on me in over 18 months of 24/7 automated trading ... ... but of course, as soon as someone programs indicators or strategies, there is the risk of introducing software errors in those indicators / strategies which might lead to a complete...

Results for the week ending July 25th: (live accounts, 1 contract each) - Basic TM (v05, all patterns): 1 loss ; net -695 - Alternate TM (v05, all patterns except 150): 1 loss ; net -535 I have released a maintenance version for CL151 v05, with a few improvements to the early-exits...

Results for the week ending July 18th: (live accounts, 1 contract each) - Basic TM (v04, all patterns): 3 losses ; net -1910 - Alternate TM (v05, patterns 151+152+153+154): 1 win ; 1 loss ; net -390 Not a good week, especially for the BasicTM. I was running v05-beta on my AlternateTM account...

Some technology providers have their servers in Aurora - Rithmic for example. (I believe CQG has their servers split in 3 locations, 1 of these being Aurora)

Thank you for the interesting challenge ... Chart 4 is the only one which volume makes sense associated w/ price-action throughout the chart. Chart 1 volume in the 1st downleg is declining on 3 consecutive LL bars. Later in the upward move, Chart 1 has a couple breakouts on declining or...

Your OP was along the lines of "I want to sell the source code, how much is it worth" ... it is worth what potential buyers are willing to pay for it, and I gave you my point of view as one of them.

You can always use an additional 1-tick TF, and from it "manually" build the developing bar in the main TF if you need that. Without the ability to backtest it extensively, your source code is worth nothing IMO.

- What about the 75% that you didn't automate? Was that useless, or what kind of substitute do you have for that part now? - Can you backtest from July 2003, or at least January 2007 and show results? - Can it be traded at minimum position size, ie. 1 contract "all-in" / "all-out" ? -...

I came across Disktrading a couple years ago (http://disktrading.is99.com/disktrading/) ... they don't have historical data for stocks it seems, and they couldn't provide what I was looking for, but they certainly qualify as inexpensive.

IQfeed (or Kinetick for those using NinjaTrader) is a quality "true ticks" datafeed with a couple limitations which have to be known: - the IQfeed server farm is way out there (Denver if my recollection is correct), which means about 50ms latency from there back to NY/Chicago (they claim...

Results for the week ending July 11th: (live accounts, 1 contract each) - Basic TM (v04, all patterns): 2 wins ; net +520 - Alternate TM (v04, patterns 151+152+153+154): 1 win ; net +855 Only 1 trade for the AlternateTM as the 2 entries for BasicTM were back-to-back, so on that 2nd entry...

IMO, you are taking the long way here - meaning, you are starting from a trading idea coming out of thin-air, going to spend long hours of programming, only to find-out it is unprofitable, and start all over again (& again & again). I would suggest instead to collect statistics, analyze them...