Recent content by jazeonli

  1. jazeonli

    my journal 3

    Don't blame the travises. You just need to enter a recurring withdrawal instruction in you IB account. Start with 500 EUR per month. It would be refreshing to see you learn from your experiences.
  2. jazeonli

    my journal 3

    After a while you would start feeling good about the rising bank account the same as you feel good about your equity curve. I would suggest to stop showing the equity curve and rather show your bank account curve. The good thing about the bank account curve is that it cannot have a drawback ;)...
  3. jazeonli

    my journal 3

    Just an idea how to blowout an account with martingale and still keep some money. It looks like the number of your martingale contracts rises with the rising account balance. Have you thought about withdrawing 1/2 or 1/3 of your monthly profits and trading with the rest? If you blowout the...
  4. jazeonli

    my journal 3

    Why don't you develop a few new strategies? Than is never boring.
  5. jazeonli

    my journal 3

    If a girl doesn't poke you, you miss it Travis. D70 please poke Travis if you are a girl :)
  6. jazeonli

    my journal 3

    There is one important player when it comes to currencies - the government. Japanese government is interested in yen falling in value. This is good for Japan's exporters and their debt obligations.
  7. jazeonli

    my journal 3

    An idea about stop-losses. You set an alert at the price you usually set a stop loss at. When alert is hit, enter trailing stop loss half the initial stop loss distance away. This way you will try to minimize the loss amount. This approach works if you set the correct initial stop loss price...
  8. jazeonli

    my journal 3

    Watch for a few trades that make huge profit/loss and skew the results. An easy way would be to calculate two separate total profit/losses: a) one which includes all trades b) another one without top/bottom 5% of trades If these two differ too much, look for outliers in your trades.
  9. jazeonli

    my journal 3

    My intraday systems generate 16-28 trades per week (or 3-6 per day). My longest term systems generate only 2 trades per three months. I don't have that many systems running at the same time (usualy less than 5). My theory is that more systems there are worse they can be since they compensate...
  10. jazeonli

    my journal 3

    Since Travis is into conspiracy theories I must mention that all the code for ProRealTime is stored on their servers. There is a possibility that somebody could program their servers to alert them whenever there is a successful strategy backtested through their solution. From the amount of...
  11. jazeonli

    my journal 3

    D70, are you looking for autotrading software that will execute trades for you or are you sitting next to the computer while trading and are willing to execute trades yourself? How many trades do you execute per day/week? All this discussion made me revisit some of the backtesting solutions I...
  12. jazeonli

    my journal 3

    I didn't recommend to take on JBookTrader (or any other) by yourself. I know it is complex. I recommend to have somebody by your side (a programmer) who will take care of the generic trading application (the hard stuff in Java) which connects to the broker, subsribes to a data feed, calculates...
  13. jazeonli

    my journal 3

    Please stop praising me Travis :) Yes I am a programmer and I like to program. Especialy trading systems. The problem is that once the systems are trading live you have nothing more to do :confused: I have to keep myself busy with many other projects to not get bored and tinker with the...
  14. jazeonli

    my journal 3

    Here is one of my strategies that is similar to your approach: Increasing/Decreasing Peak/Trough Volume with Normalized Momentum Idea: We observe the peak/trough volume. When volume at this points is increasing/decreasing, the direction change is probably to hapen. We observe 30 minutes bars...
  15. jazeonli

    my journal 3

    I don't want to offend anybody with this post. I just want to share my story and why I don't use Excel for IB. Many years ago when I decided to use automated trading strategies I also started with Excel. I wanted to make it easy on myself even if I knew how to program in other languages. I also...
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