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I have just glanced at the proof and not studied it long enough to refute it. However, it seems everyone is talking about something different. So I will point out what I was talking about. I was referring to the fact that the max draw down INCREASED when applying a stop. SO this means that if...

nkhoi, I have experimented with that type of thinking, but the way I implemented it was to make the bars range based instead of time. Also tried using volume. Never had any real good success using either method... however maybe there is another way of doing it.

Its not that I find they don't produce enough returns. In almost every test they produce WORSE draw downs. Granted the reason could be my entries are not so great. But for my current system stops are a big mistake. Not only in terms of amount gained but also in the draw downs. This goes...

nkhoi, You hit it on the head. The bot has a HUGE problem dealing with sudden moving markets. It needs several bars of data before it can realize that something is wrong..... sometimes it is deep in a hole by time it has enough data to make an informed decision.

Brownsfan, Read my last post. It clearly explains why on the outside today looked like an easy day for trend following, but when you actually try to capitalize on it during the day. It was not so easy.... Granted had I been trading YM or something instead the day would have worked out better.

I already know what caused today's issue. Its the same thing that plagued the strategy 6 months ago on days like this. yes today looks like a powerful up day and the bot should have no problem following the strategy.... However, the problem comes in with: 1. The bot is not allowed to start...

Today -$239 Week to Date: -187 Since going live: -$3100.2 Total days: 16 Avg per day: -$193.76 Up Days: 8 Down Days: 8

Well still green for the week. Not much happened today... Today +$30.80 Week to Date: +$52 Since going live: -$2861.2 Total days: 15 Avg per day: -$190.74 Up Days: 8 Down Days: 7

In response to the stop loss. Yes, I have done those tests very early on. I have always had VERY bad results with any stop loss. That is why I do not use a stop and hence the reason its possible to have huge losing days. Also, the bot does routinely go below -$500 to end positive.. just like out...

It is averaging around 3.5 round trips a day during this sample

In this current sample the average loss is MUCH bigger than the average win. But historically the average win is much bigger than the average loss. In the 14 days its been live its the other way around, but long term it is not.

I have yet to see any strategy based purely on moving average crossovers be even remotely close to profitable.

It is a rather small sample size, but I can at least look to see if there is any glaring piece of information consistent between the losing days thus far. Here is a breakdown of everyday: 6/18 +130.4 6/19 -374.8 6/20 -1200 6/21 +320.4 6/22 -199.2 6/25 +150.8 6/26 -539...

Another day, this one not so great but still up for the week..... Today -$229.20 Week to Date: +$21.2 Since going live: -$2892 Total days: 14 Avg per day: -$206.57 Up Days: 7 Down Days: 7

Another day in the books, and the road to recovery is still continuing. Today +$250.4 Granted, still a long hard road and the past week's winnings doesn't even get me back to above where I was before the last big loss I took... but at least we moving in the right direction. Today +$250.40...

www.stockbotprogramming.com has a few visual basic tutorials. Currently only has tutorials going up to retrieving historical and live quote data, but a tutorial for backtesting and placing trades is comming soon.

jimmyrey, Yes both slippage and commision is arleady figured in. Loss due to tech problems however was not. This is no longer as much of a problem, since after the last ISP outage I moved the bot over to a data center where I work.

Part of my problem is I have had 2 days where I have lost over 1k each of those days. These events have happened in the past, but are generally VERY Rare.. but they do happen. I have had the misfortune of them happening TWICE since being live. Those outliers have skewed the results thus far...

I have traded it live for 2 full weeks, and only 2 days out of this week. Therefore I have had 12 total trading days. 6 of those days up, 6 of those days down.

Another pretty good day. Still deep in the hole at this point. But at least the 2 days I ran it live this week it made me some money. Should have ran it all 4 days this week, because all 4 would have made money. It has not had any big winning days lately,so I can not really say its starting to...