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!



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 -

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!


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.


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...


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