26R or risk 2 ticks to make 52 ticks for a system?

is it possible achieve an automated system for ES and have a 25.9R? it would be risking 2 ticks with a 13pt target. Same for NQ...With an automated system, in other words, a system running on MC or TS. Can it be done? Without voluntarily or inadvertently taking advantage of MC or TS inherent order entry data glitches..i.e. ts or mc can actually look forward in the data system when evaluating the decision process. And must have an accuracy >= 5% to achieve a positive expectancy... Can a system be designed to achieve that? Frankly, the 5% or greater accuracy is the glitch...I dont think so

 

It could be done for a few trades. On average it can only be in your dream

 

Good Morning MISSSNP,

Yes, it is possible.

 

Systems like this are a fantasy. For one thing, once you account for slippage and the spread, your '2 ticks' risk is in practice more like 5, sometimes more.

Markets are generally unkind to attempts to force through massively skewed win-rates or profit ratios.

 

A Monte Carlo simulation can answer the question.

 

Exit too close to entry. It will not work.

 

The metrics of having a more than 5% win rate and a loss of 1 r against 30 r return are not the problem. The problem is the 2 ticks stop. Wider your stop, wider your target, wider your time frame and then you will have what you want.

 

%%
Good points.
Good wide pattern+ wide profits ;
with wide drawdowns/some times a good thing.
ExCEPT when the major trend changes , then its nota drawndonW its a loss that gets bigger + bigger.

 

You already asked that question last week.
No matter how you'll rephrase it, you'll get the same answers.

To resume, possible yes, but unlikely probable.

 

thank you, so have you coded a system on ts or ninja, or mc, for any of the indexes that achieves that? if so, can you make the historical available