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Just to clear a few things up about my past trading experiences. I opened up my first trading account in june 2004. I have been purely a discretionary trader up until just a few months ago...And for the past year I have been a very high frequency discretionary intraday trader...... While I may...

syswizard, After the first time I had the freezing issue it was just days after upgrading TWS.... I then downgraded back down and never had the problem since.... PS: Bot is up $920 in my ib paper account

Depends.... #1 can you trust your backtesting? Its very easy to make mistakes in backtesting where the system may have knowledge that is not known at the time of entering the trade..... #2 Does your backtest account for commision and reasonable slippage? #3 Is the expectancy per trade at...

roughtrader, What stability issues are you refering to?? I had only 3 problems: #1 was a code screw up I made the night before which did not cause any problem, just ment the bot did not trade that day #2 was one day of lost quotes when A LOT of people were having quote problems form...

syswizard, I have no way of knowing if the bot would have been on the right or wrong side of that move. My apt had a power outage at around 12:20 or so... So I do not know how the bot would have performed in the afternoon... Luckily at the time the bot was flat.....

Sim mode resulted in +$115 for the day

Today's loss was part of the system.. I watched it all unfold in front of my eyes... My emotions said to sell for a -$100.. I could tell the market direciton had shifted.... I spent the better part of the afternoon trying to find a way so that in the future the bot could identify what I saw...

walter, Yes I will continue to modify the system, and will continue posting PL. The PL will now just be from the IB paper account and not my live account..... I may also post some design information at some point to get a discussion going about various strategies..... but haven't decided...

Lost -$1350 today.... I think that is it... I am calling it quits and reevaluating..... I have enough equity left to make another attempt at some point in the future, but I have to be 100% sure next time..... I hope everyone got something out of this journal....

+$50 today..... The bot only traded 3 days this week, for a profit of +$105 for the week. From the time the bot went live to now, it has traded 29 days for a loss of -$543 if you include my -$744 manual screwup day. This means the bot has lost an average of: about $19 per day. If you...

optioncoach, The description of my strategy shows why just because its a strong trend day does not necessarily mean it will make money.... the bot does NOT start trading until 9:00 central... the vast majority of the days where it does not make money on trend days is when 80% of the move is...

+$165 today..... Was up close to $335 about 15 min ago, then a spike down took some of the profits away before bot got out.... Anyway, its a green day.. so something to cheer about I suppose

nonlinear, I like your analogy. Only difference is I am not expecting anyone to tell me what is "wrong" with the system. If I wanted in depth analysis of the system's flaws I would go into more detail. Currently I am more interested in advice that pertains to how to handle the situations...

-$110 today

walter, I always expect at BEST to get filled at the bid on sells and at the ask on buys...... That doesn't always happen.. but not ALWAYS for the bad... as I have discussed earlier in this thread, due to the nature of my when I am entering into a position I actually get what I consider...

TraDator, I use market orders... limit orders would kill me on the unfilled positions

Actually My totals are a little off since the bot has been live, after 26 trading days the bot is currently at: -$648 including my -$744 screw up I made. -$104 if you assume the -$200 the bot was at when I could have easily liquidated after the screwup that day... Either way after 26...

syswizard, When I get some time I'll generate some backtests to get those statistics.... from what I remember is the avg num of trades is around 4..... The proportion of long/short trades is fairly even.... Over the past 4 months only a very SLIGHT edge in total profit from long trades...

-$344 today......... not a good day, but not overly horrible either.. its the first real loss for the bot in a week..... still not over my screwup from the other day which is keeping the bot underwater right now...

What are some good overseas futures I can trade? Basically, I can continue trading the ER2 during the from about 8 central to 3 central..... now i'm looking for something I can put on at night as well... Preferably a contract that behaves similar to the Er2 as far as trendyness, range and...