I am (day-) trading most only my own automated systems, so I can spend all my time doing trading R&D ... I concur that most setup ideas fare no...
If you have a system with crisp rules that you currently trade manually - and successfully, then there is some chance that someone w/ solid...
You don't understand what commodities futures are, then. Because these markets allow for physical delivery, the real Long interest can differ...
and that's why it is a negative-sum game. Make an estimate of how much these "costs" amount in a day on your favorite market ... that's how...
I'd suggest a read of this really great book: "The brain that changes itself" by Norman Doidge. Even though the brain decays with aging, there...
One lose much more slowly trading off weekly charts, for sure. Can we all agree that day-trading is a negative-sum game, and as a result, there...
Of course, to each his own ... it works for me, contrary to everything I had tried before. For years, I had this "Cost of error" column in my...
1) no bail-out there ... my bank account goes down with every discipline error, which has a direct impact on my lifestyle - contrary to keeping...
Discipline ... here is what I am doing ... and it works pretty well: * for each discipline error resulting in a loss, I transfer that amount...
gmst: good job recovery that early DD in the week. May I suggest you add to your stats the number of systematic trades taken during the week,...
OK, don't confuse your trend following strategy's runners by design with outliers. What you can do, though, is look at the distribution of your...
The data-mining bias is relevant to systematic search for an "edge", that is to say systematically trying 1,000's of signals to select the best...
What's the rationale for selling it instead of trading it?
Technically, CME's market order is "Market with Protection", which is translated into a LMT order with price is set at current bid(ask) + 1/2...
I just edited my prior post, see last couple lines
I only trade CL, which also runs on CME globex servers. On this product it happens sometimes to get filled on a STOP with positive slippage...
ocean5: what are you waiting for to take your system live? the proof is in the pudding as the saying goes ...
How much slippage is assumed for stop-loss orders? In any case, I would say the avg/trade doesn't leave room for the performance degradation...
I have been playing a lot with margin requirements on my IB demo account. Here is what I saw, every-time I tried it: - took a futures position...
Ensign has second-based charts - but it's far from the best when it comes to automation (even though, this is the platform that I currently use...
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