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Looking back, my first mistake when I first got involved with program trading was I got so excited seeing all these $$$ after running a few tests I put it on real trading right away. Took a week to realize what I saw and what I thought I saw was completely unrealistic. Lesson learned: if it looks good and easy, double-check, triple-check and test it from all angles and read the forums on program trading as much as you can before taking it for a real spin. There are tons of traps imaginable and unimaginable.