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robbob, I am trading only 1 er2 contract on an aproximately $6,500 account at the moment.

-$144 today...... Method #1 would have lost -$194 Another bad day.... I cant give up on the system, as soon as I do is when it will start to perform well again

Here is some analysis I recently done on both method #1 and method #2.... nothing great.. but has some useful info... Method #1 Here is a breakdown of the % chance an event happens in a single trade: lose more than -$100 = 19% gain more than $100 = 25% lose more than -$200 = 8% gain...

well good news and bad news... Good news is my strategy matched the backtest EXACTLY today, so the results did what it thought it should do.. so good.... glad to have that fixed... Bad news is my method #1 would have made $230 today.... so i went with the wrong one for the day....but thats...

-$29 for today on 2 trades using method #2..... I will run some backtests shortly to determine how the system THINKS it should have done according to the backtest to see if I got that bug worked out and see how method#1 would have performed..... not a bad day.. I'll take a small loss.... its...

Great link... some very good information there... BTW I can not tell with any accuracy if I actually fixed the defect that caused friday's results to not match what the backtest said it should be. I think I may have fixed it however, and as such I will be running method 2 live again...

StocksSniper, I appreciate the comments. However, I have been a professional software developer for some time now, and I know how the development process works. The software that runs this has been thoroughly developed and has gone through plenty of testing time.... roughly 4 months of...

The only volatility measurements I am using are bolinger bands and ATR.

I am figuring in bid/ask spread, and commissions into the backtest...... I am using market orders. Also as for as the market going against me when I enter my trades... typically I get slightly better fills than what was estimated.... Part of this could be by virtue of it being a somewhat...

Now I have something to truly be concerned about.... I made a lot of changes to the backtesting engine last night while trying out some new strategies and changing the way i was doing a few indicators..... so that MAY be what happened....... BUT something happened.. because I just backtested...

Roughtrader, I have blown up once already on a discretionary account. I think its because of this blow up that I am so worried about all the moves.. I don't want to experience another blow up.. I wish I can get to where I don't even think about what the bot is doing... when I ran for...

Well the bot is officially done for the day, total= +$345 So with the running total as of yesterday at -$232 It puts the current progress of the bot at +$113 overall since gone live... So I am very happy about being green overall once again... the losses hurt, but its not as bad when I...

Update bot just closed out of its short trade for a profit of around $345 or so.... since this new method trades VERY few times per day.. this may be the only trade it makes today..... That is one of the bennefits of this new strategy..time in the market is MUCH lower than that of the...

There have been lots of good advice flowing through this thread recently, and I would like to take a moment to thank everyone for their contributions and help thus far. I also appreciate everyone's interest in this thread and hope it continues to be constructive as it has been. I am happy...

I can say with a great deal of certainty that my live results and backtested are identical... the whole time the application is running its recording every tick..... I then use this for backtesting after.. every one of these days it has been live I ran the backtest portion on it at the end of...

One thing I may want to consider.. is days like this if by 9:30 central it done moved this far.. that perhaps I should tell my bot to not initiate any trades.. since it seems like right now is normally when it will end up getting into a trade and getting itself into a bind.... but no trades have...

A lot of messages here to reply to, so I'll try to give a small summary. Concerning having predefined times when to quit, change contracts etc.... in hindsight that looks like it would have been a good idea to do. Unfortunately I did no such thing. I did however, have a rough estimate of how...

Walter, I will try to take a look and see if I can find a correlation where loosing trades come in bunches... also I cant remember if I posted this yet today, but had I ran method #2 instead it would have lost -$500..... better than what method #1 did...

brownsfan, I wouldn't be so dissapointed if my backtesting was great and then forward testing sucked.. cus that is the process sometimes.. but my several months of running live in the sim account had such great results... its like I picked the absolutely wrong time to actually use my real...

The day has ended at -$768...... not a good day at all.... I have some soul searching to do tonight to decide what I plan on doing... One thing I am considering very heavily is switching to ES as many on this board have suggested for the lower risk until I feel more confident in the system...