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Running almost the same program as yesterday. Yesterday's results: 1 trade (the aforementioned short), 0 pts. The stop moved up almost immediately and was taken out. I need to investigate whether that was a consequence of the incoming ticks and input parameters (supposed to happen) or a...

Took the first (good) short at 2712 today but not the second (bad) one. Sweet!

I think it's a good discussion to have (not focusing on me, but in general): when should an automated trader write some/all of his own stuff, vs. subscribing to a commercial package? And I think that's what someone starting out in automated trading needs to think about first. In my case, I'm...

Today I anticipate the availability of good day trades on both sides, so I've got breakout entries set up around yesterday's high and the 2697 area. I'll also be looking to sell resistance around premarket highs, and buy support around 2700. It'll be interesting to see how it works out!

Tue: 4 trades: -4.00, 0, -0.25, +10.00 net +5.75

Mon: 1 trade, +4.75 Today: more buy programs (b/o of the premarket high plus buying @ couple of potential support levels)

Some architecture notes-- What I've done is create an API on top of the TWS API for the construction of trading programs. There is an "adapter" interface which plugs into the broker of choice (IB). In theory, to use the API with another broker I'd just have to write another adapter. The...

Today I'm trading: Breakout/pullback to 2686 Support at 2676 Net from last week (including malfunctions but not sim): +$16.71

The error came from a rather convoluted section of code (the way I was handling incoming ticks). I redesigned it and everything got better (shorter and clearer code) throughout the library and also the tests. Speaking of tests... I could never be successful without automated testing. After...

Another decent day. Lost -5.0 on the way up and gained +6.5 on the way down. The +6.5 is notable because that resulted from the last change I described. Previously, I would have not traded that s/r level again. Now, as long as the conditions are satisfied (there indeed was a little pullback...

Decent day yesterday; shorted the open for a quick 6.5 pts. Then I had a malfunction (I think) where the program should have passed on buying @ 2630 with that precipitous drop, but ended up losing 3.0 pts. Looking at the log, it somehow received a tick of 2646.00. I suspect it was a fault on...

Today- dusted off the trading notebook and took a little more time being a trader rather than software developer. Plan: Buying a breakout of 2657 Market profile of Sunday - Today (selling the top of the range, buying the bottom) Notes- I have only very simple support/resistance...

Right idea, wrong parameters, so no trades. I set my buy area a little too high, so it got spooked out, never took the entry, and canceled itself after the first dip. I set my sell area a little too high, so it never got there. It's well deserved, since I haven't yet taken the time to figure...

I decided to run market-profile type trades right now on the NQ. It's basically the opposite of what failed this morning. What are the chances of being completely wrong again? About 90% :D Anyway, it's running.

I've never been so happy about losses in my life. I was totally and completely wrong in three trades and lost a grand total of 4.00 NQ points (-$80) or -1 1/3 points per trade. I think back in the day, when I was doing this manually, this would have been one of those disaster days. The kind...

Here we go... NQ: a hinge is forming, so I'll go with a breakout on either side of the premarket range. Here's the log file thus far (it could use a little work): Input parameters sim ticks file:<running live> input file: /home/peter/SQTP/20120731/input2.xml output file...

Simulated success ... it traded both the breakout of Friday's high and the pullback to 2630 in the NQ today. Everything was perfect. Real $ starting again tomorrow. :D

Working in a Linux environment is a huge advantage for anyone processing and analyzing data. I don't think it's something I can readily explain in a post, but there's plenty of info you can read out there on the Internet. Ubuntu offers dual installs over Windows (you can run both on the same...

Why a custom job? Great question, easy answer: minimize limitations that have to go in commercial software by its nature. Almost all of my stuff is run from the Linux command line, and therefore harnesses the power of everything Linux. Could a company sell something without a GUI? I seriously...

Rats, it did the first trade correctly, but no trades afterwards. After a little investigation, I found that the module execution code was swallowing InterruptedExceptions. My goodness. That Newcastle keg does lead to problems sometimes. So no threads got interrupted, and after that first...