Ninjatrader autotrail

I have been researching about all the Ninjatrader features and how I could possibly use in my strategy. I might develop something interesting in the  next few weeks.

Wondering anyone using tradestations optimize feature to search over a wide range of inputs. Most of my conditions take hours to optimize.  

BTW, anyone running Tradestation on a Linux server ?

Thanksgiving week results

Thanksgiving week - I knew should have stayed away or reduced the position size, but did not - end up losing 2k. Oh well. Let us see how this week goes.

First week of fully automated trading

Well the results are in.  It was harder than I thought to keep going when you see losses. Anyhow, I made it through the week and turned out to be a positive one.

No overnight positions, 4 contracts, $1100. I had a loss of -$2900 on Tuesday, but managed to make a gain at the end of the week. 

I may be doing 1 or 2 contracts in this short week.

Trading rules

Time to post my trading rules... This will be refined as time goes on...

1. Absolutely never ever place a manual trade.

2. Cannot interfere an automated trading strategy until trading for the day is over

3. Backtest atleast for one year before using.

4. Only ES

5. Be prepared for maximum drawdown based on the backtesting.

6. Do a real-time testing with simulated account before using real account.

Update on changes.

Its been a while since I posted. I hope to update more often. This blog is a journal for me to to review the progress.

After trying ninjatrader with esignal data/ ninjatrader with IB data, I was disappointed that back testing was not accurate and ended up losing based on it.

However, I do like IB execution.

So I have signed up for tradestation. So far it has been accurate - back testing vs real world automated trading.

I am working on coding the strategy to send trades to IB based on Tradestation signals using Ninjatrader.

My Environment

Interactive Brokers
Ninja Trader

Welcome

This is a blog about automated emini futures trading. I will follow-up with additional details.