I have built two trading systems:
1. Intra-Market Statistical trading Model
2. A proprietary Indicator based Trading System.
Here are the details of my automated trading system:
Broker : Interactive Brokers. www.interactivebrokers.com
Software : MATLAB and JAVA interacting with the JAVA API provided by the above broker
(Matlab2IB www.exchangeapi.com)
Hardware: A DELL PC with Intel Core Dual processor with 1GB RAM and 60 GB Hard Drive
I try to trigger the Automated Trading System every day but may miss it when things get very very busy or not available at home. I do use www.gotomypc.com to keep track of how the automated trading system is doing when I am away from home. If the trades go completely against me, I stop it by logging into my computer through www.gotomypc.com
Week-08/28/2006--09/01/2006
The week was OK. Here are the daily reports directly from the broker---THIS IS WITH REAL MONEY
2006-08-28 BROKER STATEMENT MATLAB LOG ---08/28/2006
SUMMARY:
| DAY | Round Trip | PNL | COMMISSION | BALANCE | 4,387.90 | ||
| T W L | |||||||
| 08/28/2006 | 4 | 3 | 1 | 107.96 | 17.04 | 4495.86 | |
| 08/29/2006 | 0 | 0 | 0 | 0 | 0 | 4495.86 | |
| 08/30/2006 | 1 | 1 | 0 | 45.74 | 4.26 | 4541.60 | |
| 08/31/2006 | 2 | 2 | 0 | 91.48 | 8.52 | 4633.08 | |
| 09/01/2006 | 4 | 2 | 2 | -152.04 | 17.04 | 4481.04 | |
| Total | 11 | 8 | 3 | 93.14 | 93.14 | ||