8 Week Assessment Time to compare my actual results against the strategy expected results for each instrument. For this comparison the strategy...
Week Feb 5th – Feb 9th In a week where many fortunes were made or lost, this strategy produced a result almost equal to its weekly average for...
Just keep pushing ON. You built it up before, you can do it again.
Nice timing BNT! Hopefully by this time next week you are busy working on a maximum profit plan for all these call options you picked up today.
To be fair the perma bulls have been right for years and have made a lot of $$$ to show for it. So long as they used basic hedging and/or stops...
This is turning into a margin calling, account busting event. The Perma Bull god is officially dead, he has forsaken his flock.
That was about the most orderly, 1000 point YM Dow Mini Futures drop you can have in 8 minutes. Chart below is in 10 second bars. Triggered...
Yes, I concur. I think continuing to my last paragraph in the post echoes this thought. One cannot predict the future.
I wanted to back test with a large enough sample size that also had recency relevance. 1 year entails about 260 trades. 2 years entails 520...
Currently I stick the SL levels that have shown the best P & L performance over the past 2 years, except with the change I made in KC. The...
In the thread intro I tried to allude tongue-in-cheek that any back tested system that looks this good is inherently flawed in some way as no holy...
Then to take this a step further, use a percentage of each contract as you suggest and then apply a volatility factor for each contract in some...
I agree with the mathematical principle in play here you are referencing, but if you have a positive expectancy better than a 50 - 50 coin flip,...
I've looked at the TST rules as well and see the max draw down as the biggest hurdle. But looking at their rules, they treat max draw differently...
Making Discretionary Tweaks to Systematic Strategies My trading of this strategy so far has been mostly rigid in terms of sticking to the model’s...
Week Jan 29th – Feb 2nd Back to red and “The Grind” continues. Seems like this week was a “So close, no cigar” type of week. Several trades...
At least with this type of selloff we will find out whether the Plunge Protection Team is real or not. They got the whole weekend to figure out...
You are correct, the continuous contract data is really dangerous to use. I performed all back testing on the actual contract I would have traded...
Question to the crowd - When to roll trading forward financially settled contracts? For deliverable contracts, IB shuts down buying and selling a...
I would say that slippage number matches to my first 8 weeks of KC live trading.
Separate names with a comma.