Ok, I have been trading futures/commodities for a few years. Just went over to a direct access platform (Terranova Investor). I like many things about the platform but there are a few problems. So I am still looking. I am seriously considering opening an account with Tradestation in the next week or two. I like the idea of being able to backtest/automate trading strategies. I have never developed a trading strategy on a computer. Obviously if I am still trading after a few years I have developed some kind of strategy that works. My question is, if you were starting out now, how would you proceed? Obviously I am reading everything I can get my hands on. I am also picking up a lot from this site. What things, looking back in hindsight, have helped you the most? What was a waste of time?