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Wow, looks like a lot of comments. I'll try to reread through this and see if there are any I can address. I did not post Tuesday, but the bot would have made $70 that day. Today I decided to turn it live again. Worked out fairly well, nothing crazy, but had a +$220.80 day. Today +$220.80...

In an attempt to just try to get my bearings back I ran it on my real account but didnt have it transmit the orders, just print out the trades. It would have made +$115 today.. not a big day eitherway so nothing loss by not being live..... waiting for the market to get back in "rhythm" with...

I would like to thank everyone for their input thus far. Keep it comming. I have noticed a few posts about backtesting. This is not my first time developing trading systems and I know the common pitfalls that can occur in backtesting. I am sure I covered this already in this thread but will...

nonlinear, Glad to see you got a successfull strategy out of the tips I had given you. Mine is optimized on both net gain and on profit factor. However, probably would have been smarter to optimize on max draw down instead. I plan for this week to leave it running, just tell it to not...

Yes, I attach timestamps.. I was simplifying the concept of how it works. There were a few things I left out that wasn't needed to explain the concept.

JackR, The data used to develop the strategies are 4 years of purchased 1 minute bar data. Also they have been developed using almost a full year of data captured from IB. Will be a full year in August. This data was IB streaming data and not backfill data. To further remove potential...

Man just when I thought things couldn't get any worse....... I don't get what has happened. I think I have the worst luck when I go live. It would be one thing if the results did not match the sim account's results, but they do....... so its not like something is different "because" i'm live...

Fed day, or not fed day doesn't matter. The bot doesn't notice the difference. Just another day..... was doing fairly well until the afternoon when it started bouncing up and down in a range

Another bad day, what a surprise.... when its running on the sim account I never notice the day to day losses.... all I notice is wow overtime that sim account is growing and growing..... different story when you see day in and day out what is happening.... Today -$369.60 Week to Date...

I think stockcharts.com scanner can probably do that.

I guess I jinxed it PRETTY bad... ended up only making +$35.60....... Had it not reversed and went short RIGHT after my message it would have made well over 1k today... oh well.... another so-so day, at least its green... Today +$35.60 Week to Date: -$352.8 Since going live: -$1675.6 Total...

malaka, I have been through so many iterations that its hard to say how long it took to code it up. The code is always evolving anytime I have a new feature or idea I want to add. For just a bare bones trade execution engine you can code that up in a matter of a few weeks. Same with a bare...

Don't want to jinx it but I am currently up +$470 today. Hopefully today continues on this path.

Possibly.. hopefully its something as simple as that.... because I have to admit its kinda worrisome so far.

Eric, Good point. I have already done that and things are roughly the same. So i'm guessing just a bad streak at this point.

OUCH -$539.20..... another bad day. Not sure what is going on, but this feels all too familiar. Just like last time. Not sure what the deal is but having some bad days.... Could the ER2 market be undergoing a fundamental change causing it to not trade the way the bot is used to? Or just plain...

From a thread I read it appears ER2 will be moving over to ICE in the next few months. This has me wondering if perhaps I should switch my strategy over to trading ES instead of ER2, since its hard to predict how ER2 will trade after the move. Anyone have any thoughts on this?

Development speed was the primary reason. I had decided to rewrite the bot because I had wanted to make some fundamental changes to system. I felt by switching to Java I could get it back to a useable state faster so I just went that route. I have since rewrote portions of the backesting...

Malaka, I will go ahead and answer some of these questions since I am sure others are wondering but don't want to read that whole other thread. Yes, I coded the ATS completly from scratch. I did not use any opensource libraries. All the TA functions were coded myself. This specific...

Woke up with my internet out this morning. So I moved it over to the data center. So hopefully will not have any more internet issues. Due to this the bot got a later start that normal today, so unsure how much it will be able to trade today.