Yes, I agree. I hold nothing overnight in this system and trade it for only a couple hours a day.
Yes, I agree on the stops.
Agreed. I was staying away from MKT orders but kept the option open. Does TS use last price when calculating your fill? So do you all think...
Well, that's a fair assessment. My motto is usually "cut in half and cut in half again". We'll see. It only trades once a day and if that. I...
I do appreciate the feedback. I didn't want this to be a cheerleading thread. This is good. -m
Thanks for the input, but this is strictly automated. I plan on no deviation from the plan. I have enough experience under my belt to know the...
My plan is using Tradestation 7 which is supposed to give you auto executions without confirmation for futures.
Here is an attachment of the equity curve and monthly P/L. Please understand that none of this is mean't to brag, for I think it is a good...
Okay, thanks. I will have to try to factor that in someway without missing winners. Thanks for the input. -m
Thanks in advance!: Exposure Interval 2 min Start Date/Time 2/12/2001 12:05:00 AM End Date/Time 3/17/2003 2:17:00 PM Trading...
You are correct about the profit factor. It is 2.65, not .65. Even with double slippage it would make $ but that would average about 5k a year...
Hmm...doubling commissions only takes away about 1-5k in profit. Its the slippage on the in and out that was over 8k. This is all good to start...
Thanks! The profit factor is messed up on the analysis and I do understand about commissions and slippage though it is 10k for 2 years total. I...
What do you think of these results? This is a two year performance analysis trading ES. These numbers are after full slippage of 12.50 per side...
What is the Easylanguage command for confirming a signal by waiting x bars after your entry signal to actually go long or short? If after waiting...
Thanks!!
How does one run the optimization function for strategies? I cannot seem to figure that part out. Thanks in advance.
I have friends who connect directly to ARCA. They tap directly into the feed (Which is FIX) and execute via FIX. FIX is awful for quotes. Its...
Another thing that bothers me about ARCA is that they "claim" to not have FIX logs available so one can measure their execution times to the ECN....
I have heard they have had capacity issues for a while during peak times. One of the problems is that their old feed uses FIX protocol which...
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