Recent Content by FaceOff

  1. LOVINIDA - CL automated strategy

    Regarding C2....that is a no risk platform for Matthew. The people taking the risk are those paying fees to host systems - because you will pay...
    Post by: FaceOff, Mar 23, 2015 in forum: Commodity Futures

  2. LOVINIDA - CL automated strategy

    I papertraded my CL system for 3 years prior to going live with real money. That's how long it took to work out all the glitches and remove every...
    Post by: FaceOff, Mar 23, 2015 in forum: Commodity Futures

  3. LOVINIDA - CL automated strategy

    For me, whenever I see a chart like that, it looks like curve fitting. And not sure how you can tell if a market is neutral or not until after...
    Post by: FaceOff, Mar 23, 2015 in forum: Commodity Futures

  4. LOVINIDA - CL automated strategy

    I would recommend testing over a multi-year period, rather than 2 months. You will also need a strategy for handing roll-overs, since this will...
    Post by: FaceOff, Mar 23, 2015 in forum: Commodity Futures

  5. Fully automated futures trading

    Hi. Thanks for posting the charts - interesting results. Is this paper trading or real money (I only ask because I've got some great looking...
    Post by: FaceOff, Feb 11, 2015 in forum: Journals

  6. Scalp Strategy that works

    Shouldn't C be doubled (since you are being stopped out of 2 contracts)?
    Post by: FaceOff, Aug 5, 2009 in forum: Strategy Building

  7. How long before you were fully automated?

    A million dollars is not a lot of money and certainly doesn't classify you as "rich". There are far easier (and low risk) ways than auto-trading...
    Post by: FaceOff, May 12, 2009 in forum: Automated Trading

  8. How long before you were fully automated?

    I think consistently make 55% in 45'ish day is an unrealistic expectation. What makes you think you can achieve that sort of result when the big...
    Post by: FaceOff, May 12, 2009 in forum: Automated Trading

  9. IB: execDetails() missing

    Thanks Nassau - that's handy to know. FWIW I upgraded to 893.5 and it's been running ok for 12 hours, so it "appears" to be more stable, but only...
    Post by: FaceOff, Apr 2, 2009 in forum: Interactive Brokers

  10. IB: execDetails() missing

    It is occurring for me on TWS 891.5. Which version did they same to go back to?
    Post by: FaceOff, Apr 2, 2009 in forum: Interactive Brokers

  11. IB "Can't find order with id" messing me up

    I can also confirm that adding the 300ms delay between orders fixes the problem. Thanks to everyone for their help.
    Post by: FaceOff, Mar 31, 2009 in forum: Automated Trading

  12. Support and Resistance Algorithm

    I did a bit of analysis on this a month or so back. You can take the prev day high, low, close as S/R. Also, today's open seemed valid. Use a...
    Post by: FaceOff, Mar 30, 2009 in forum: Automated Trading

  13. IB "Can't find order with id" messing me up

    Isn't this exposing you to additional risk? What if your program crashes, power goes out, internet drops, TWS doesn't report the fill, etc...
    Post by: FaceOff, Mar 23, 2009 in forum: Automated Trading

  14. Filters

    Anything which stops you entering trades is actually reducing your sample-size in back-testing, which will lead to curve-fitting. So to test if...
    Post by: FaceOff, Mar 23, 2009 in forum: Automated Trading

  15. IB "Can't find order with id" messing me up

    I have experienced the same problem. Some details.... 1) I used OCA orders (with a profit and stop order) without issue on the ES. Then I...
    Post by: FaceOff, Mar 23, 2009 in forum: Automated Trading