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Simulated trading on Ninja, whether live on Sim101, or MarketReplay, has consistently ridiculously wrong fills - sadly, always giving you better fills than you would ever have live (even for LMT orders ... believe it or not, I have seen fills 10-ticks better than the LMT, this flaw goes way...

You are confused ... 1 point in CL is 100-ticks, I have to suppose you meant 1-tick. Then the question is ... what type of order are you using? For STP orders (which I believe are managed at your broker server), actual slippage will vary ... I find 1-tick slippage on average to be a pretty...

A link to his post would really help (yes, I am that lazy I won't do a search for it) Going with your gut-feel is almost a guarantee for failure. This is just as important as your system performance, if you under-estimate what normal drawdowns can be you'll stop trading the system at the...

And my point was that in order to get non-anecdotal results, you need to backtest for long enough periods of time & number of trades that the task of evaluating different options is out of reach in a manual approach. (I know you already know that, sometimes we simply need 3rd parties to state...

- It appears 50% of the total results is generated in 6 months, with lengthy periods of time in-between. Will you have the patience to trade that system ? - How much drawdown are you willing to let the system go into, betfore you pull the plug (ie., how much capital are you going to risk on...

It is probably quite detrimental for you not to have the proper tools ... How can you be entertaining a system approach if you are left to manually test & execute them ? I just converted my two live systems from Ensign to NinjaTrader ... one is very simple, and only took a few days to...

I currently trade those 2 strategies on CL only, the 1st one is pretty much specific to CL (although I suspect a remote cousin could work for ES), the 2nd one would much likely work on many markets - I just lack the time & historical data to validate it on other markets at this time.

Funny, I tried once to optimize the Target-1 setting, and got Ninja to crash (running out of memory). I didn't spend any time on that yet, as I still have higher priority work on my plate. I don't have any optimization capability on my current platform (Ensign), so any "optimization" in those...

I am a firm believer that the holly-grail is running a "large" portofolio of diversified strategies. From a pure business point of view, there is just too much risk relying on just a couple strategies.

0.15 pt average per trade ... 0.15 * 764 = 114.6pt ie. $114,600. So yes, there is about 2k difference ... let's see what the actual avg / trade is: $111,970 / 764 = $146.558 per trade, ie. 0.146558pt ... since Ninja is displaying only 2 digits, 0.15pt is the correct rounding for 0.146558pt.

Because the biggest SSD are actually way faster than their smaller counterparts.

I have 2 custom-made Q6600 @ 3.0Ghz over 4 years old each ... pretty much running 24/6/365. I had 1 HD go intermittent failure on one unit a couple months ago, I replaced the 2 HDs of the raid array, 1 at a time, no sw re-install whatsoever. I would say a key aspect in any computer is...

strategy #2 ... 2nd life live since late April 2012

strategy #1 ... live since July 2011

I specialize in developing & trading my own automated trading systems. However, I am quite concerned about my R&D costs, and relatively low efficiency (in terms of number of "positive" systems I produce). I am in the process of switching from Ensign to NinjaTrader - quite close to completing...

Not my account equity curve, just backtesting results for one of my (few) automated trading systems. Market: CL Timeframe: 100-vol

Who cares about your opinion? Why not quietly ignore the threads of no interest to you?

- Dynamic Trading by Robert C. Miner is my personal favorite. - Computer Analysis of the Futures Markets by Charles LeBeau & David W.Lucas is an (old) classic, very much into indicators-based systems.

Nothing wrong with where you are, as long as you understand this is a necessary step along the way ... if your system shows solid performance from 2009, then it is certainly worth spending a little time trying to understand what was different in 2008, so that you can incorporate this in your...

I have found the reverse works quite well ... I mean, start from a winning system, take opposite side on each signal with identical trade management ... results (for me) was negative, to the tune of -150% (~ -90K P&L for 600 "inverse" trades vs ~ +65K for 600 "normal" trades)(position size 1...