The trading record that I am posting is hypothetical. I am posting the signal from one of my two 'master' systems (ensemble signal traders) with no trading rules applied. My trading partner is still long, but at a lower level because he applied some additional trading rules that triggered a buy during the day system Sp_z0020 went long MOC. There are up to date 'zoomed in' images of the signals generated by both of the master systems at: http://cid-ccc1c8d8b047979c.skydrive.live.com/browse.aspx/Dakota Systems Kind Regards, James
Signal for Tue April 15, 2008 MOC: Long Trading Instructions: None Open Position: Long 1 ESM8 @ 1371.00 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Wed April 16, 2008 MOC: Long Trading Instructions: None Open Position: Long 1 ESM8 @ 1371.00 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 Note: This is a hypothetical trading record. Kind Regards, James
Humpy you have a good point. I reckon I could build some pretty good models with Dakota R/T if I create a O/H/L/C series normalized by volatility. I'd have to stay up most of the night to do / monitor the trading because I live in Sydney, Australia. It could well be the ticket to giving up the full time job though. James
I should be able to do a fairly quick assesment of how well my approach will work intraday by assigning 'fake' dates to the intraday data and reading that into Dakota EOD. I'll post the results on ET. Thanks, James
Signal for Thu April 17, 2008 MOC: Long Trading Instructions: None Open Position: Long 1 ESM8 @ 1371.00 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 Note: This is a hypothetical trading record. Kind Regards, James