300% Annual Return -- Fully Automated

jazzguysoca · Jul 5, 2011

Quote from frostengine:

I have purchased and saved historical data over the years. Been building these systems since 2004. I essentially have 10 years of future data on nearly every US based future contract

Got it. I've been doing more or less the same thing (been at it since 2000). IQFeed goes back to 2007 on stocks, 2005 on futures. PiiTrading goes back to 1999 on futures, 2003 on stocks, so between those two I can patch together 8 to 12 years of intraday data.

IQFeed also offers 3mos of tick data and I've been collecting it for over a year on ES, NQ, 6E, etc.

Good luck today - look forward to checking out your results!

ProfLogic · Jul 5, 2011

Quote from frostengine:

I have purchased and saved historical data over the years. Been building these systems since 2004. I essentially have 10 years of future data on nearly every US based future contract

Do you have tick data as well as minute data that far back?

frostengine · Jul 5, 2011

Quote from ProfLogic:

Do you have tick data as well as minute data that far back?

Yes

trendy · Jul 5, 2011

Quote from frostengine:

Had not planned on it as it does a lot of trades and I have another job to do during the day so I am not watching it non-stop...

No offense, but that does create a credibility issue, but hey, its your journal.

ProfLogic · Jul 5, 2011

Quote from frostengine:

Yes

Thanks, let's see who your trading goes and I might be able to help you smooth out your trades.

frostengine · Jul 5, 2011

Quote from trendy:

No offense, but that does create a credibility issue, but hey, its your journal.

To be honest I am not worried about credibility. Have nothing to prove or nothing to solicit from anyone. I was planning to post screenshots of actual account daily or weekly to satisfy the "doubters". But as far as posting every trade, not going to happen. Have better things to do.

frostengine · Jul 5, 2011

May just be impatient, but I am a little concern by the lack of trades thus far today. My standard strategy on CL,ES, and 6E have not yet placed a trade. The more aggressive one on NQ has placed a single trade that got stopped out.

Guess I should relax market has only been open for 1 hour. The sooner the standard strategy starts putting up a few trades the better I will feel.

Now is Now · Jul 5, 2011

Quote from frostengine:

To be honest I am not worried about credibility. Have nothing to prove or nothing to solicit from anyone. I was planning to post screenshots of actual account daily or weekly to satisfy the "doubters". But as far as posting every trade, not going to happen. Have better things to do.

You do as you see fit...the only person you answer to is YOU.

NiN

ProfLogic · Jul 5, 2011

Quote from frostengine:

May just be impatient, but I am a little concern by the lack of trades thus far today. My standard strategy on CL,ES, and 6E have not yet placed a trade. The more aggressive one on NQ has placed a single trade that got stopped out.

Guess I should relax market has only been open for 1 hour. The sooner the standard strategy starts putting up a few trades the better I will feel.

Don't worry about it. There is a lot of consolidation going on today. This week will probably start off slow due to the Holiday.

toucan · Jul 5, 2011

Frost....

I agree with proflogic..... Its probably a good thing that your system hasn't generated many trades. Given the narrow range day we are having.... Your system will pick up more trades later in the week as price movement picks up.

toucan