I have been thinking for a long time about starting a journal on ET. For some reason I never did. I had been trading the system with pretty decent success but the last few times, I just got screwed. I gave up all I made and some more. I do not have any problem cutting my losses short. As soon as the price hits my pre-determined stop I get out. My problem is exiting when I have a profit. I do not want to get out too soon but most of the times my profits have turned into losses or no profits at all. I have been working on a moving average system to trader the YM. I use Ketlner channels and moving averages. For the moving average I use the high, low and close of the 5 dma. For the Ketlner channel I use 10 period. This is a trend following system. Rules to go long: Keltner channel (10) is in an uptrend and price is above the upper channel. Buy at/ around 5 dma (close) with an initial stop at 5 dma (low). As prices move up increase the stop. Rules to go short: Keltner channel (10) is in a downtrend and all the moving averages are below it. Sell at/ around 5 dma (close) with an initial stop at 5 dma (high). As prices move down increase the stop. Why this works? Because we will be buying retracements and selling rallies. We are not predicting anything but going with the flow. We are not trying to pick tops or bottoms. Most of the times that I 've been screwed is when I tried to pick tops or bottoms. If this methos works, why am I putting this on a public forumn? First, so that I can be more disciplined and not take premature signals. Second, we all can learn from each other and lastly, I use a larger keltner channel besides 10 period and trade in that direction only. I won't be giving the number of periods for that one but it is larger than 10. If some one can tell me how to post charts, I will post it here with the execution report from IB. I use CBOT advantage plus. Thanks again.