Hi, there, I created an ATS and have been tested it for 10 trading days now. I have been running it against a IB sim account. From today on, I will post to this journal the P&L everyday. I am not soliciting anything, just want to create a track record in pubic domain. Here is the summary of today's P&L, you can find the details in the jpeg file attached. NQ: $182.00 ER2: $3758.00 ES: $4119.00 Thanks
Today's Summary: ES: $245.20 ER2: $2216.00 NQ: $0.00 Total: $2461.20 Since today Globex closed earlier at 1:30 pm, my ATS was not coded to handle this situation, so some positions were not liquidated in time. So in the account snapshot, you can see some unrealized gains. I am going to liquidate these positions first thing Monday morning. Zhen
It seems that Globex is open after 5:00pm, so I just liquidated my outstanding positions. Here is the summary of the updated P&L: ER2: $2341.20 ES: $893.30 NQ: $0.00 Total: $3234.50
Today I am going to end this journal. Obviously my system is not performing well. Thank you for your patience with me. I will keep improving my algorithm and hopefully will start another journal soon.