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Interesting feedback...it would make sense that i would get caught at sucker points given that i was more or less fooling around (with risk management in place)...still, it seemed easy to pick off a few points at those times, as the price tended to fluctuate a bit more at those times. Anyway...

All this talk of an imminent bounce is bullshit...yes, that is how things normally work. And, i won't be surprised if it happens here, but... The reality is there is serious, significant and ongoing deleveraging/forced-selling taking place, and so there absolutely does not have to be a...

Also, one thing i was using/reacting to was what i will call velocity, which was sort of a volume combined with speed of price movement to detect possible reversals or probably more accurately areas where the price would end up fluctuating for a while and i could pick off a couple of points...

More or less shooting from the hip using support and resistance (to a degree)...not totally reckless as I had entry/exit points locked in before entry, but i have no doubt i was probably playing a losing game (although not today) I can't really effectively execute my system manually...too...

So I wrote a system recently that daytrades ES futures...pretty low risk system that does decently. Fully automated. Ultimately, boring but profitable. Today I took a spin manually daytrading some 10 lot ESpositions...What a difference...man that was like smoking crack. Super addictive...

Hmmm....i may have to move. I did not realize Penson was public. Wonder if I am even safe there...

They KILLED me with this...I had just spent a month developing an automated system that was very profitable playing these instruments. Without the margin, its ok, but far less effective.

Yes, ninja trader strategies will "recompute" what your theoretical holdings should be when you restart a strategy, but I have found that to be very ineffective if you want a strategy that manages a basket of positions. I am really looking to develop something that is more robust and reliable...

Thanks for the reply Wayne. Once the trades are entered, does your system manage the trade from that point? Or are the exit orders entered at the same time the position is opened? My system needs to dynamically manage the positions after the are opened (stops and targets change dynamically...

But when you restart, does the software continue to remember your current positions, levels, stops, profit exit points, etc? This is where I have been running into trouble with everything else. Almost need something that can actually store this information to allow for reliable restarts...

its kinda like hustlin on the street corner, but with more transaction costs and regulation. Always trying to score your next fix or cover a square meal.

Hi Rabbitone, Thanks for your response. Let me try to clarify the problem i am having. Basically, I am currently running several successful intraday strategies via Ninjatrader. It works fine -- i start them up in the morning, they execute, and its all over by night. Rinse and repeat the...

Hi All, I am looking for guidance on the best way to approach the development of an ATS that can both a) manage positions for multiple days and b) manage them at the portfolio level. Up to this point, I've been evaluating a number of different package solutions and, in fact, actively using...