Thanks for clarifying - but you seem to be under the impression that I am pitching / selling/ giving away some system. This is not the case....
milehigh - sounds like you have truely mastered trading. any further details of your zero-drawdown trading strategy would be much appreciated...
HoundDogOne has given some very solid advice there. All I would add is - try not to get too disheartened. It's a cliche but the markets really...
Hi guys - does anyone out there trade an intraday volatility breakout system on the eminis? I have been toying with a few ideas and here are some...
The futures didn't open on Sunday back in those days - '87 was pre-Globex.
I don't own the system but from what I understand it is essentially a vol breakout method with a few bells and whistles. So I am wondering what...
Agreed - also depends on the time-frame you are trading in. For example, intra-day in ES I might look for 1pt av profit after slippage....
Hi Frost I'm sure you know that a simple % chance of a direction next bar is not enough to form a strategy (altho it's a good start). Other...
Murray - are you abandoning this thread? I am interested in this type of analysis - I had previously tested most of what has been shown so far...
where are you based / where do you want to trade?
They are rare but I might be able to help you - send me a PM
I'm really not sure there is one. I spent some time looking for this stuff a while back and couldn't find anything reliable. In the end I had to...
think this guy is just joking - he asked the exact same question about ES a while back:...
Trouble is, none of these ideas have an aweful lot of value unless you have some (back test) numbers to support them. I can't tell you how many...
Great post MGJ - think getting dirty with the numbers is the only way to do this kind of thing. SoundFX - good luck with the project. I have...
thanks guys - appreciate the views. i'm in the process of designing a breakout system for the energy complex so wanted to get a handle on what to...
Anyone with experience trading these contracts - what sort of slippage is fair to expect when leaving stop orders in these markets? i'm used to...
Hi Art - just for the record I also read the thread regularly. Thanks for setting it up and staying so committed to it. Also, sorry to hear...
I use WealthLab which uses a $ amount as standard but will also let you code your own script to define commissions
Think I must be misreading your question but let me say upfront that i do not use any software like this - my trading is not high frequency enough...
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