300% Annual Return -- Fully Automated

Discussion in 'Journals' started by frostengine, Jul 2, 2011.

  1. Forgot to ask: Who's your intraday historical quote provider?

    (I use IQFeed along with PiiTrading's historical quote CDROMs, which go back to 2003)
     
    #61     Jul 4, 2011
  2. is there a reason why you're not trading pre-RTH? often, CL and 6E make a lot of their big moves before US mkt opens.

    Best of luck on this project, btw.
     
    #62     Jul 5, 2011
  3. How scalable is this system?
    How much $$ could it handle before you start moving the market?

    I will be following this thread with interest.

    Cheers.
     
    #63     Jul 5, 2011
  4. Ninjatrader is known for unreliable backtesting because in their current database they can't store the historical bid/ask data correctly.

    Just my 2cents.
     
    #64     Jul 5, 2011
  5. I had been using esignal up until a few weeks ago. I am now using kinetic
     
    #65     Jul 5, 2011
  6. Decided to be aggressive. Running standard strategy on CL, ES, 6E and running new aggressive exit version on NQ

    Will update with trade status later today.
     
    #66     Jul 5, 2011
  7. Will you be posting immediately after the trade is placed?
     
    #67     Jul 5, 2011
  8. 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...
     
    #68     Jul 5, 2011
  9. Hmm..How did you get 10 years of historical 1min quotes? Looks like futures on both esignal and kenetick only go back 2 or 3 years...

    Does esignal allow you to export historical data to CSV files? I always thought they were sort of a closed system.
     
    #69     Jul 5, 2011
  10. 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
     
    #70     Jul 5, 2011