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Done: 61 Trades -2k. Got off course going for larger gains on a range day.

IMHO it really comes down to if you have proper trade tail end management. The essential questions are, how do you manage the: 1) reversal stop. 2) the pyramiding up. 3) the target at the climax. 4) the pyramiding down. If you can manage these profitably over many trades, there is nothing to...

EmilEnchev is an internet village idiot.

Done: 10RT for +380. Shakedown run continues with CQG. I admit the pace of the data feed makes it look like a fast action day compared to the delays from the IBKR feed. A bit disconcerting but getting acclimated. Couple of more minor tweaks today. Have a good weekend.

Yeah you don't know who will hit the door next, if anyone. There is an extra dimension here because EVERYONE is active. Taking my own advice: Done today: 21 trades for +387. All cut short after testing the Entry code. Good shakedown run with MC-CGQ-IronBeam. Found a couple of minor...

Done, probably: 10 RT for +300. No trading manually. Switched from IB data and "broker" to CQG-Iron Beam midway in the AM. Found the infamous IB data is "crap" issue. (I put up a post in the Algo forum). Enough changes and issues warrant not manually trading today. This Algo sits out on...

Yes I know that is has been suspect, but I figured it would be okay for Develpoment work if I sidestepped the snapshot data aspect. Scenario: Using MC 14 and latest IB. Today My data feed was disconnected because it automagically unsubscribed me. Perhaps because I was tardy signing the no...

Done:18 RT + 23. Should would coulda been + 735. This is a bit like using a dance partner. Once we stop stepping on each others toes, things will have better PL:D

Thanks for the consideration. MES does not have the same inputs as ES for the system. So it is a no go. Although the dollar amount may seem large, the system amount is small. It is really not an issue.

Done: 41 RT -1301 Had -2600 in a reversal whip saw. Probably going to disable that for Feb. Oh and NEVER run two instances of MC on two brokers with the same strat. They collide in several ways in MC. Not really sure if I will debug it.... :p

Right! Trying to get Back Testing and Live to "match" is a mistake, "fool's errand", imho. Likewise for forward testing and Live. It is not the goal. Instead, the goal is to get a workable system you can take to the next steps. I.e. I realized like any production software, you have to...

That is why I took some of the trades off right away and skipped some. I ran sim for over 12 months in development, 2 months on this version alone. All the bugs left require live and a broker order interaction. Got tired of guessing what will be a bug and what won't be. Actually, had me...

Done : 9 RT (single lots) for 679. Algo left alone, did 12 RT for 1840 in single lots, but it was new code, so I did not let it run alone. Risk adjusted of MAE and time in market, 679 was satisfactory performance. And found one more Realtime-Live only bug.

These were 2-4 lots. It was part of a run to check liquidity and scaling code. Short-long don't care. Trending, or chop, don't care. Crazy volatile, it steps aside. Stops are hard, then variable and dynamic. Stops and reversal code was wacky, I THOUGHT. But it turns out it was...

Yeah it happens. Not too worried about it. Made corrections etc. Of course, I could just go and hide when there are losses and only post gains. If that would help. :D

Done 80 contracts RT -6406.

Done: 67 RT - 1226. Opened up second part of system today.

Done: 28 contract RT + 192

Done: 19 contracts RT -769. Two bugs discovered in MC-IB TWS syncc code. Still have not tracked them down, since it requires Live connection, no sim. This will probably hasten the move to CQG-Optimus-IronBeam

Don't go FULL coding like Python or C, use a scripting language. It is much easier and closer to writing Macros in MS office or the like. They provide huge libraries of functions that you do NOT have to build yourself. TradeStation, Multi Charts, Ninja Trader, Sierra Charts and more all...