I want to start this journal to record my progress as a scalper. I haven't traded any markets for several months, Im going to be scalping stocks with a volume of no less than 2 million shares per day and that are part of the SHO pilot program [no uptick rule]. I trade from level 2 and TAS data, no charts [at the most I use them as reference] Today I started trading on TDW. I started with trading it with good results, on 100 share lots. After 23 trades I was tied with the market at -$1 gross... after that things got ugly in 4 consecutive bad trades I lost 1,5,2 and 10 cents reaching my max loss for the day at -22 gross [max loss is 20 cents for now, I might adjust it to a tighter stop later]. I felt that as the day progressed I became slower at identifying the change of directions in the stock, and that caused me to decrease my performance. I had several scenarios where I would lose money attempting to do a long, and then by the time I came around to do a short I lost money there too... I need to work on my endurance to be able to trade profitably.