Friday, March 11th, 2011 - Only had the ATS on CL for the pre-lunch RTH period today, no trades. I'm going to revise my testing after I fix my intrabar issues this weekend. Until then, it's temporarily suspended.
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Monday, March 14, 2011 - I didn't get my weekend homework done, so I'm still suspending my ATS until then. I ran it in SIM for fun though. Today would have been my first winning day on TF. It didn't take a 24 tick winner in the morning because I set it up wrong, so it actually should have made more than it did.
Tuesday, March 15th, 2011 - Didn't run the bots, forgot to set them up the night before. After a superficial review it looked like it would have been a down day.
Wednesday, March 16th, 2011 - Another losing day. Glad I banked my profits from last week and suspended this until I get some time to revisit my testing. ES didn't take any trades for some reason, maybe I didn't set it up right, missed a winner.
6E: +28 ticks
CL: -58 ticks (2 trades: -3, -55)
ES: no trades
TF: -49 ticks (6 trades, don't want to count the ticks of each trade!)
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Sorry friends, I've really been busy lately, no time for trading or ATS improvements.
I have been researching an end-of-day stock strategy that I came up with. It's 100% fundamental, not technical, the pattern repeats over and over again for many stocks. I've been visually back-testing this for a while and started forward testing it this week, so far, making 1% or more a day, depending on 1 or 2 day variations. Looking to execute soon with real money. Will probably execute this on Lightspeed or some other low-commission per-share execution platform.
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