Hi there,
I have been a full-time student of the markets for the last 5+years (almost 6 already !). I develop & operate automated trading systems, for the last 2 years I have been trading only CL (crude oil futures).
Not making a living yet, but I have some hope to get there with my 2 currently active systems - both are intraday swing trading systems, with rather low frequency trading (150-200 trades / year each) - one is live since mid-July, the other one since mid-September.
I have been using Ensign pretty much since I started 6 years ago, and this is the charting software that I use for all my automated systems. I have build over the past 4 years a pretty decent infrastructure for theses systems ... sure it has many limitations that TradeStation / NinjaTrader / ... do not have (in particular, I have no practical way for "optimizing" anything), but since I only trade price action and never use any indicator (never say never ... in the past I developed at least 2 systems that were using indicators), this isn't such a big deal for me.
I came to automated trading as I had psychological blocks forcing me to have rock-solid backtesting results ... I soon realized that if I was to produce rock-solid backtesting results using software, that same software would be in the best position to execute the trading strategy live. Which is true now, but it didn't come overnight...
I am still working on a few enhancement ideas for my most recent system, after that I will likely work on a much higher frequency trading system - ideally 10 to 20 trades a day. The main driver behind that is to ensure that drawdown duration (in days) remains very low - I find this (drawdown duration) to be the most difficult thing to live with for my current intraday swing trading systems, even though it is purely a perception issue.
Cheers
Dom