Yeah it's dropped a bit from the session high. I have no plans to try to go short on this thing though. Just longs with reasonable profit...
Price ripped to 1465 overnight! Currently at 1450.
PDT rule just drives potential equity traders into trading futures instead, where they blow up their accounts even faster. It's like not letting...
I closed my trade at 1423. Price ripped higher to 1433 overnight! Wish I was still long haha. It probably will drop back down for a week looking...
my strategy made its first trade right after the open tonight. price is still going up right now lol [IMG] the other green lines are simulated...
good call on palladium. been going straight up since september. supposedly when it gets too expensive auto manufacturers can switch to platinum...
Barclay CTA Index 2010s [IMG] 1980s [IMG] Maybe trend-following makes a comeback in the 2020s? :)
4 trades so far this week with an avg of 12hrs per trade. lately, been opening trades at futures open and profit target hits mid-morning (hard to...
I think Clenow uses a 3x ATR (100 day) trailing stop in Following the Trend to mimic a CTA-style fund.
here u go bud https://finviz.com/screener.ashx
2018 results, posted this in the SP500 thread already: [IMG]
If he was holding both ES and NQ at the same time, leverage would be about 2.3 for a 100k account. Closer to no leverage if he was only holding...
Makes sense to me that electronic trading would smooth out this edge. Yeah it's humbling as a trader to realize that your edge could evaporate...
I mentioned it mainly because of its recent massive fall from grace. A year ago, it had the highest 3 year Sharpe of any equities mutual fund that...
http://performance.morningstar.com/fund/performance-return.action?t=QLEIX®ion=usa&culture=en_US
[IMG] ;)
Closed my NQ position at 1:29 today with no issues. However, my entry order last night at 5:00 got rejected several times until 5:07 when it...
There's no "scientific" answer to this question. William Eckhardt said in 2011 that he requires 1800+ trades (including backtest) before he goes...
Yeah I traded the open on NQ. I was getting weird 10 second pauses which I thought was IQFeed going out. Turned out to be "CME Velocity Logic"...
Barron's publishes a yearly top 100 list based on 3 year annualized return. 2017: https://www.barrons.com/articles/top-100-hedge-funds-1524873705...
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