Big Mike's Trading Blog

Day trading futures, discussing money management and trade management techniques, and more

Update on what's new

I haven't taken any trades this week.  All of my time has been spent on strategy development, which has been around the clock lately.  I do have a new strategy (shocker!) that I've been busy backtesting and optimizing.  My gosh I hate optimizing.  Hours, hours, hours... please when will NT7 come out??

This strategy is currently trading about 3 times a day, and for 2008 it produced about 25k on 1 contract on the ES.  So far 2009 it's done about 10k.   I'm still working on it, trying to get the drawdown improved a bit, and have been letting it run this week in sim mode in the live market.  Naturally, it's taken about 6 trades, all winners, for around 20 points.  All sim though... I'm sure it will produce some nice losers as soon as I go live!  Isn't that always true??



It would seem the VMA Zones indicator is quite popular, it's been downloaded a couple hundred times already (was only posted a few days ago).  I would like to enhance it some more, and have a few ideas, just not enough time.  If you missed it, you can find it in the download section.

I spent most of last night blowing away one of my servers and re-installing Ubuntu 9.04 server.  I also raised the overclock to a nice stable 3.6GHz now.  It could go further but I would rather it be 100% stable than get an extra 200 ghz out of it at 'sizzling' temps (it's a C2D E6850 running 65c under max load).


Well, back to my backtesting and optimizing!


Mike

5 comments:

Anonymous said...

Hi Mike, it seems that your are really bussy, always under steam so we say here ;-) I must say this is the second blog i find really interessting + used to look at periodicly - yes - the second one :-) - and i checked out a lot.
Tell me because of the overclicking-stuff - wouldnt it be much more energy-efficience to use bigger CPUs in standart-mode instead of overclocking the old guys ? - cause our machines are running day+night i think.
Have a nice weekend -
max-td

Big Mike said...

Hi max-td,

Yes newer CPU's are more energy efficient, but I am just using what I have. You can see a post about all my hardware under the 'about me' section.

All of my machines run 24/7 and have their own UPS. Even my router/dsl/cable/wifi has a UPS, as does my TV and home audio stuff. I was a geek before I was a trader!

Mike

iwannatoscript said...

Hi Mike,

i see that is tag like ubuntu.

Have you get successfull to run ninjatrader directly to ubuntu without virtualmachines?

x max-td

what is the other blog?

Big Mike said...

Hi iwannatoscript,

I have not had success with running Ninja via Wine under Ubuntu. I did try, but only for a minute. This isn't really a big deal for me because even if I were to switch my primary desktop to Ubuntu, I still require Microsoft Office (OpenOffice won't do it) which means I will be running a virtual machine (probably via VirtualBox) anyway.

But, that is probably unlikely to happen anytime soon. I love Ubuntu for servers, but not there yet for my primary desktop (I did try it for a while).

This is my only blog.

Mike

sam028 said...

Hi Mike, nice blog, any some very cool NT indicators too !!!
As we are a lot waiting for an multithreaded NT, I do use Ubuntu (old Opteron dual-core on dual-socket motherboards) with SUN Virtualbox.
I can have up to four NT per physical server, for backtesting, forward-testing, optimization...
NT is not as fast as it could be on a real hardware (no VM instructions available on my Opterons), but quite cheap ;).
I really don't like Windows, and tried a long time to use an Ubuntu as my main workstation, but finaly resign, I still need my big Excel macros, and I had bad experiences after Ubuntu upgrades...


Sam.

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