Grinding it out, day after day

Mirror image of last week. Only 4 days long and generally slow summer trading, but it was my third best of the year.

+$53,000 on 433,000 shares traded. Daily pl was +23, +19, +5, +6

Almost half the gains came from positions I carried overnight coming into the week. Long ES, NQ, short VXX were the main ones. I got caught on the wrong side of some nasty trends on Wednesday, but otherwise everything clicked.

Only hung around in the office long enough each day to catch the end of the tour stage. Got in some great workouts, and today is the finale of the 100 day burpee challenge. Finally! My shoulders are getting worn out.

Have a good weekend all.
 
Corey,

You had mentioned before that you gradually increased size "more slowly than what you're comfortable with."

Were there any points in your career when you were so comfortable with what you were doing that you instantly doubled or tripled your share size.

Thx.
 
Quote from lescor:

I trade multiple strategies. Some have hard stops, some have time stops, some have no predetermined stops. Could I optimize what I'm doing now and make it better? Probably. There's a never ending to-do list of stats to look at and ideas to tweak things. Once in a while I get motivated and hunker down and do the work and usually come out with some changes. But it' summer time and I'm not in hard work mode right now.

I take offense to your Neke comparison.
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No offense intented. But it is clear from your response that you do not hold neke strategy in high regard. It is also clear that you automatically assumed I was labeling you a gambler. Fairly touchy and sensitive for such a successfull trader.
 
Quote from Mike805:

LOL...

What is wrong with you? Seriously, what's the problem?

In any case, next time you have a comment, take a few hours, maybe even a few days, and think about what you're saying. With that last statement you've officially classified yourself as < newb (as in almost 100% ignorant).
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The heat getting to ya? ;)

I could care less if you think I'm a noob or not and I have no problem. Except for that fact that too many members on ET are too sensitive and touchy. Take a deep breath and calm down.

Correct me if I'm wrong. Stock day trading, directionary, no stops or large stops that lead to potentially 50% DDs. There seem to be more similarities to neke's approach than differences. In short, high risk = high reward.
 
if you were a trader you'd have figured out his system is nothing like nekes.

now stfu and stop polluting the thread.


Quote from short&naked:

The heat getting to ya? ;)

I could care less if you think I'm a noob or not and I have no problem. Except for that fact that too many members on ET are too sensitive and touchy. Take a deep breath and calm down.

Correct me if I'm wrong. Stock day trading, directionary, no stops or large stops that lead to potentially 50% DDs. There seem to be more similarities to neke's approach than differences. In short, high risk = high reward.
More...
 
Lescor (or anyone who trades with Sterling Pro),

Are there any sources (chat rooms or informational sites) that can help with API coding through Excel? I suppose it would include VBA or/and DDE knowledge.

How similar would this be to IB's API? (Although I am inexperienced with IB's API through Excel as well).

I have a few statistical arb strategies that can only run optimally if I can create a gray-box execute and order managment program.

thanks,

Walt

btw... congrats on this past week, and the entire year as well...
 
Quote from short&naked:

The heat getting to ya? ;)

I could care less if you think I'm a noob or not and I have no problem. Except for that fact that too many members on ET are too sensitive and touchy. Take a deep breath and calm down.

Correct me if I'm wrong. Stock day trading, directionary, no stops or large stops that lead to potentially 50% DDs. There seem to be more similarities to neke's approach than differences. In short, high risk = high reward.
More...

You obviously haven't paid too close attention to either journal, because there are far more differences than similarities (the most obvious being the equity curves).
 
Quote from jones247:

Lescor (or anyone who trades with Sterling Pro),

Are there any sources (chat rooms or informational sites) that can help with API coding through Excel? I suppose it would include VBA or/and DDE knowledge.

How similar would this be to IB's API? (Although I am inexperienced with IB's API through Excel as well).

I have a few statistical arb strategies that can only run optimally if I can create a gray-box execute and order managment program.

thanks,

Walt

btw... congrats on this past week, and the entire year as well...
More...

No groups or boards that I am aware of other than a fairly dormant thread here on ET. IB's API and Sterling's API are not very similar. IB's is better documented, better supported, easier to learn and generally more forgiving. Sterling's DDE works well IMO though.
 
Quote from Moneyball:

You obviously haven't paid too close attention to either journal, because there are far more differences than similarities (the most obvious being the equity curves).
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Oh no. Fail. The equity curves are actually quite similar. Depends on the which years you compare.
 
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