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waxwing is correct about a common pitfall in curve fitting systems. You always want to try and develop your strategy using as little data as possible, but still enough to be significant..... If you are currently in strategy develoment mode you must be careful about avoiding this. For...

waxwing, Let me briefly describe how this system came about. First several months ago I was developing an automated system for trading the ES. I started a post here about it, you can probably find it in the Automated trading section somewhere. I did not like the draw downs as they were...

Bot made +$50..... backtesting after the day ended revealed the bot should have made +$100.... what happened is i exited a trade prematurely because I got scared going into the Fed meeting.. and figured it was best to close out the current trade... I have got to learn DO NOT LOOK at the computer...

I would first like to comment on all the great posts that have been made in this thread. I may not respond to every individual post, but I am definetly reading them all and trying to absorb their content... and i hope the ideas and interest keep flowing.... All things considered I have gone...

fatrat, Several months ago I purchased approx 5 years of data for various e-mini's.. some I got more data some I got less.. This data I have is all 1 minute data.. which sucks because I have some strategies where I need tick by tick data to test.... but can't due to this data limitation I...

Here is a longer PL chart than what I showed before.. this is for my origional method #1..... This is slightly more than 1.5 years worth of trades.... Looking at this chart makes me wonder why I am getting so bent out of shape.. looking at the longer term I should be solid.. perhaps I should...

walter, Good question i will need to run a test at some point and figure that part out, could be useful

Maybe its time for a little more discussion on HOW my trades are entered.. I will not give printouts of my exact trades, but will tell a little more about the strategy Thus far it has been classified as a counter trend strategy..... I let this classification go as it is "sort'" of close. At...

Lost -$104 today.... today was sort of interesting because on 2 of the exits I closed it out early.... I am curious to see the backtest in a little while of how it would have done on its own... again WHY on earth did I even touch the trades? No clue except for a patience issue.. actually I had...

I have always been a very impatient person, and I am showing it here..... I'm not sure what my problem is.. I really should just stick to one strategy or pull the bot out of live action until I am ready again... Its just I know this recent performance is a bad streak... I just cant keep watching...

Looks like I'm switching it up yet again.. tomorrow I will be moving to method #3 ;)........ I am probably going to end up kicking myself eventually for switching it up so much... but this strategy seems more solid at the moment so I am switching to it.....

-$204 today.... not a good day again..... one day this will turn around.. maybe if i'm lucky ;)

I could trade the signals manually if I was present, and could have corrected the code if I had time.... but due to some issues at work today I did not have the time to fix the bug or watch it to trade the signals manually....

Thanks to the cruelty the bot is now up nearly $600.... this was my big saving day that it has every now and then to make itself net positive.... can't believe I am missing it, all because I messed up a line last night which is causing it to issue duplicate order id's so my orders are not being...

WEll, I screwed up today...... I was playing with some changes last night and inadvertly disabled the live order system... so instead of the orders transmitting live it will just be basically capturing data today.. and sim trading, but not on the ib sim account........ Which since its...

For comparision method #1 would have only lost -$5.....

bearbelly, I have not performed any real in depth studies concerning time of day. However, I did some brief analysis and there really did not seem to be any correlation with the time of day and this system's results.

walter, I like your idea of trying to match market conditions..... would be great If I could find something that with any degree of acuracy could tell the market conditions... Thus far no ideas really pop out at me.... I will have to think about it for a while... Bot lost -$99... this is...

Not very long.. around 20 min, depending on what I need it to do.... The results came back only so-so.... It has room to possibly be good... As for as risk/winning % it looked a little better.. total profit was down however.... and equity curve really no smoother....but thus far looks like I...

dchang0, Good post..... makes a lot of sense, and you are probably right that keeping this play by play everyday is probably going to hurt me in the long run.... It may be a bad time to bring this up... but I may have a strategy that is FAR FAR more accurate in terms of risk/reward and...