Frosty's auto-trading bot goes live with REAL money

It actually is a fairly good way of comparing strategies. I have been cranking through strategy after strategy and forward testing in preparation of going live for round #2 soon, and this formula is one I have been using to help weed out the strategies.
 
Quote from frostengine:

It actually is a fairly good way of comparing strategies. I have been cranking through strategy after strategy and forward testing in preparation of going live for round #2 soon, and this formula is one I have been using to help weed out the strategies.
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thinking of using this as a intra - trade filter.

open profit/(drawdown each position * sum of time in positions)

mark brown
 
Frosty,
This was a very inspirational and useful thread. I am following in your footsteps and starting down the path of auto trading. I have just finished preliminary learning of IB api. I have posted C# code testing the IB api and running a naive strategy at my blog.

[http://www.arbitragedude.com/?cat=92]

I plan to keep a log of my real strategy on my blog as well.

Happy Trading ya'all.

Regards,
ArbDude
 
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