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Did you really think you post was so good that you need to put it in four different threads?

I assumed it was bond/interest rate/subprime loan related because the CEF's that I own were selling off long before the general market sell-off recently.

Yea, I'm taking a hit too: EFT, DDF, HIX, HVY, JFR, EVF. I've been averaging into FOF lately, its onsale a lot this week :D

Previously in this thread he stated that he had a 15% drawdown in 2004 (presumably his worst), I suspect he will be setting a new drawdown record shortly. Funny how when held to a non-fudgeable accounting at C2, many folks historical claims of greatness aren't reproducible. Must be Murphy's...

Since I doubt many will bother to read that long post lets just summarize where you stand on C2: Trades 44 Profitable 20 Losses 24 Win % 45.5% Cumu $ ($17,340) after typical commission ($18,020) Avg Win $998 Avg Loss $1,554 Profit Factor 0.5:1 P/L per...

http://www.elitetrader.com/vb/showthread.php?threadid=96604

5 months, 300 posts and still the same garbage. If you think 1 ES pt per day is achievable then why don't you just go ahead and do it already rather then talking about it ad nauseum?

I don't know why we keep coming back to this point again and again. Frosty already said that backtesting over the same period as the live forward testing gave the same results (except for some anomaly over the last 2 days where the trades didnt match up- different problem). If he did...

Some good discussion here, I'd like to focus on the above statement because its something that I've come back to again and again in my tiny quest to carve out my piece of the pie - is there any hope for a lowly retail ATS trader to compete against the big boys? My thought is that one...

No, I'm happy he didn't decide to focus on a contract that was doomed to failure (apparently). Not sure what relevance that statement has to a thread devoted to automated trading ER2 though...

Well thank goodness that Frosty decided to focus on the ER2 and not the S&P then...

And the daily update is.....?

Actually I think WEP is far better then zero security (wide-open AP) but since it has been hacked you can't treat it like it is secure. It would stop 95% of your neighbors from getting on your network though. Without WEP people can join your AP by accident as well as maliciously. You got me...

Glad you have a sense of humor :) For the record I use WPA in my personal network, its good enough for me but I have a couple of other tricks up my network sleeve for those that would trespass on my network.

(1) Arguing over the robustness of wireless security protocols is pretty pointless. Everyone thought WEP was secure until someone proved it wasnt. How much time passed between when it was cracked and when it became widespread knowledge it was cracked? Security is always a risk vs cost issue...

You could segment the network so that the wireless clients only have access to other wireless clients and the internet, not to the wired portion of your network.

For starters how about a trade by trade breakdown instead of just a daily $ profit/loss total (needs to include entry and exit time) I can understand why Frosty might be reluctant to go to that level of detail but its hard to reverse engineer which patterns are responsible for the these big...

Amen! We can point out the obvious/typical ATS development errors but without more details it is difficult if not impossible to help frosty go any deeper into what is wrong (if anything is wrong).

I could be way off but I thought that frosty's backtesting engine does the simulated fills so it is not relevent how IB's simulator handles market/limit orders. I also thought that frosty ran recent sim-collected data through the backtest engine for the last couple of weeks and got nearly the...

In general, creating arbitrary rules like what you are proposing causes an ATS to be less profitable overall.