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    Looking for a profitable SP 500 E-mini system

    Something i did years ago to get my bearings: get a few copies of Futures Truth and see how commercial systems perform: profit, drawdown etc. Study those numbers as they will give a pretty good indication of what to expect best case for the first few years. After that, you're hopefully better.
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    Rolling out a fresh strategy

    When taking a new system live or made a major adjustment, i run it one day in the paper-trading account (at IB). If/when OK i take it live at smallest size and just watch closely. After the close i run the system in simulation and do a trade-by-trade comparison to see how close I got. Go back...
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    How long before you were fully automated?

    I put 5-10 years, as realistically it was hard to fully automate in the mid to late 90s. My algos ran after the close and generated the orders for the next day. Then on the phone with the night desk at Lind Waldock to place the orders. The last 3-4 years have really been a lot easier with...
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    Will they please stop publishing great books!

    This is a pretty good book on Cantor and the issues around infinity. http://www.amazon.com/Mystery-Aleph-Mathematics-Kabbalah-Infinity/dp/0743422996/ref=sr_1_3?ie=UTF8&s=books&qid=1238621366&sr=1-3
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    I am at a stage where I am writing a book, your input desired

    A well-proven approach taken by many of the trader-hacks turned author is to take a well known concept,rename it and make it sound as if you're describing some thing new (and even insightful). Here are a few examples of people re-inventing and re-branding cross-over of moving averages (I'm...
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    GREAT indicator

    If you have something of value to share, why don't you? Just showing screen shots is pretty much a waste of space and doesn't show anything. For all we know, it's a photoshop indicator.
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    Remote demo account to check remote trader's performance

    I would set up a joint account with you as the owner and him/her with trading privileges. That way you can monitor throughout the day and check real fills at night. IB lets you do that, for instance, and there are probably others.
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    If you are employed full-time, when do you spend time working on your system?

    You have to look at your situation as an opportunity, not a problem. You have income while you develop, test, refine and take your system live. Going on full auto will expose more problems and bugs than you expect (at least that's my experience), and having the time & money to sort them all...
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    BUG in IB TWS

    Glad to hear it. Thank you for your effort. FWIW, the problem still exists in this mornings 893-Browser TWS, at least for me.
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    BUG in IB TWS

    I see pretty much the same thing on 892.9 For me, it's as simple as clicking on a different tab. TWS "freezes" for exactly 10 seconds (according to the time in the lower right), then switches to the new tab. One other observation: TWS 892.9 runs smooth on a dual core xeon system with lots...
  11. V

    Mark to Market Election for ES traders??

    futures are *always* MTM - no filing needed.
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    Turbotax Dies at 3000 trades, Any Other Software?

    I use TradeLog to produce schedule D and then manually enter the summary info into turbotax. TurboTax has a large number of random limitations related to schedule D. I've long since given up on TT for schD and just use tradelog.
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    What will the uptick rule do to impact our futures trading?

    at least before, futures were not subject to the uptick rule, so i doubt they'll make the stock indices, options etc subject to the reinstated uptick.
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    Norton could be datamining your computer

    The official story: http://community.norton.com/norton/board/message?board.id=nis_feedback&thread.id=39119
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    New FireWall - Can't access Platform - Need Help

    think of the VPN as a "modem". You (using the internet), "dial" into your home computer. You view your home desktop (aka remote desktop) as a window on your current desktop. If anyone comes to visit you at the office, you close the remote desktop window or minimize it. Home computer is still...
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    New FireWall - Can't access Platform - Need Help

    your best approach, imo, is to leave the trading computer at home, and then use a VPN from the office to your house. VPNs generally go through firewalls just fine. Then run remote desktop, citrix or something like that. Another choice is to go through a proxy server, but most good...
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    Digital Signal processing in trading ?

    In my experience the most useful aspects of "dsp" algorithms is their use for noise reduction. Most people use simple or exponential moving averages which both have terrible spectral characteristics. I suggest you start looking at some of the good and simple filtering techniques, such as...
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    Mortgage Interest Deduction Phaseout?!

    there are already limits on deductions for high-income earners.
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    unnecesary system

    Since someone gave it to you, the right thing to do would be to give it to someone else. You're not planning to sell what that belongs to someone else, are you? I'm sure that lots of folks here would be eternally grateful if you post the rules :)
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    Anyone Else Got a Glitchy TWS Today?

    I had no quotes in one of my TWSs. Had to restart. Otherwise fine
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