Do you plan to host your strategies on C2 (for a fee of course)? On Oct 6, 12:57 pm, nonlinear5 <[email protected]> wrote: > I've started trading with JBT live today. I'll record my experience > here. I am not going to describe exactly details of the strategies, > but I am willing to say that they are variations of the strategy known > as Defender in the JBT distribution. I will be running three > strategies, each trading one ES contract. All three are rather > conservative, meaning that they settle for small gains and small > losses. All three trade the ES from 10am to 3:30pm EST. From > backtesting results over the last 16 months, the profit factor is > around 3 and the PI is around 6. The number of trades is between 250 > and 400 per strategy for that period. > > Today's results: ran three strategies, D2, D3, and D4. Ended up with + > $328 for the day. D2 is +$101, D3 is +$126, D4 is +$101. Each strategy > made 5 trades. Slippage was near zero, except for one trade where it > was one tick (position was sold at 1152.75 while the current best bid > was 1153). Out of the 15 trades, 12 were profitable. > > The purpose of this journal is not so much to publish the performance, > but to report any technical and logistical issues related to JBT in > live trading. For those of you who are trading live with JBT, please > report your observations here. Thanks.
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