Yes, transaction costs and slippage (unless opening limits are used) are constants that drag down the performance of any system, even when you...
Well, I designed a mechanical ES system that's been running in paper-trade mode for the last couple of weeks. This thing is a DOOZY!. This week...
Hi, This site DESPERATELY needs a way to go to any page within a thread, not just from p-10 to p+3 or last page (p being current position)....
Extrapolating current trends is tempting and easy, but often wrong.
Trillion is the new billion.
Both the last posters are right. I've lived in the Detroit 'burbs, and they are one of the worst places I've ever lived. They exemplify everything...
Now come on, just because parts of it are subject to rampant homosexuality, don't tar us all with the same (brightly colored, scrupulously clean)...
It's been crap all week. I put this down to pre-Fed syndrome.
As far as backtesting goes, the longer the time period you test over, the more reliably your system will work. So, obviously, continuous contract...
http://www.cme.com
October 10th? You gotta be kidding. I proved my system with 2.5 years of tick-level data, then 6 months of forward (i.e. real-time) testing.
Extrapolating current trends is always the easiest thing to do, but it isn't always right. If fact, it's seldom right, because the market is...
So, you took the seminar then :) Yeah, you lost money, but gained knowledge. Welcome to the (unfortunately painful) learning process. If you can...
Give up the notion that the market is rational. Develop a system based on what actually happens, not what is supposed to happen, and stick to it...
I personally dislike the NQ (too fast-moving and random), but it's your call. I cannot say I've started out with 5k and never looked back. I've...
She's no longer my girlfriend, thank you very much. She's now my WIFE.
Yes, in a word. About $3.5k to trade ES and YM again. Too bad for IB I already defected to a low daytrade margin broker. (I take back anything...
I've never managed to hold long enough to hear the worlds "Good (morning/afternoon), thank you for calling Comcast ..." :cool:
There was one glimmer of hope in the whole debacle that is this show: one of them had a copy of "Fooled by Randomness" on their desk. At least one...
Doesn't your voice get tired?
Separate names with a comma.