Frosty - I realize you've only been on the board for seven years so you may have missed this obscure feature. http://www.elitetrader.com/vb/forumdisplay.php?s=&forumid=48
I'm looking at it as well. I wouldn't mind knowing more about your system, but it's obviously very understandable if you want to keep it for yourself
This week I have moved up to using 5,000 lots. My strategy and execution have largely remained unaltered this week as I took a break from working on the system. Here is a chart of my weekly performance thus far (Values are in PIPS). The overall strategy underwent a lot of changes in the first few weeks as it was still evolving, followed by substantial execution changes about 4 weeks ago when I switched to limit orders. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3621228"/>
My new phantom trade detection just detected 2 potential phantom trades that happened right when MB Trading came out of its rollover period. No trades happened, but NinjaTrader just told 2 of my strategies they are now long (but I had no orders placed). My phantom trade detection realized no orders were placed yet NT said I was filled. Now I simply restart those strategies manually, and all will be well. No money lost as no trades occurred yet. The danger would have been when my strategies tried to "close" these phantom trades which would have caused a real trade to open. Glad I can detect, but my fear is in middle of night when connection is lost and gained and NT does this to me. That is when I have to be worried.
<b>Results for the week of 9/9-9/14</b> <b>Starting Balance:</b> $5055.48 <b>Ending Balance:</b> $5206.33 <b>P/L:</b> +$150.85 <b>Pips:</b> +302 <b>Trades:</b> 57 <b>Avg Trade (pips):</b> +5.29 <b>Skipped Trades:</b> 5 <b>Total Slippage:</b> -23.2 pips <b>Commission:</b> -4.5 pips <b>Total Cost Per Trade (pips):</b> -.48 pips <b>Thoughts</b> Monster week!!! The best week I have had since going live. I will continue to increase the leverage I am using. I know I am due for a draw down soon, likely right after I increase leverage. However, I have a lot of faith in the system long term. It appears my cost per trade is staying around the .4 to .5 pips mark. I will likely drop this metric soon as its a lot of work calculating. <b>Challenges</b> Broker went down today which caused some issues. Phantom trades also still a problem.
This week I am greatly increasing my leverage. I will trade $1000 for every $325 in the account. As such all trades will be for $16,000 this week. This is up from only $5,000 per trade last week.
Frustrated, lost 62 pips due to phantom trades this week. Ended the week down 97 pips overall. Current account balance: $5050.45 I don't mind having a losing week, just hate that a lot of it was due to phantom trades.