The main goal of this thread is to demonstrate the real obstacles arising during automated trading the proprietary developed strategy. I will provide some history of this system and will shortly describe: 1. Total system trading ideology without any specific disclosing details, 2. Development history, 3. Hardware and software realization, 4. Back testing system results and forward system simulation, 5. Forward testing system results, 6. System real trading results, 7. System verification and correction, 8. Comparing the automated trading system calls with the real trading results. Then, I will try to represent daily and monthly system statistics with the analysis of divergence between the system calls and the real trading results from 05/01/05 to 12/31/05. This analysis will include the reasons of this discrepancy and the ways of removing or decreasing its value. Letâs consider system degradation and how to detect it. I believe this thread will give to the beginners some understanding the game they are going to be in. I wait for myself from this thread some advices and discussions of the listed problems from the more experienced participants, if it will be possible. Some remarks. I do not sell something. No software codes, no Website references, no trading signals, and no review letters.