building the system

Discussion in 'Automated Trading' started by Kris, Jan 19, 2009.

  1. As I said, I believe the early 90s was 2+ years of flat nontrending markets. If you can get through that, then you might have something interesting
     
    #11     Jan 21, 2009
  2. Kris

    Kris

    I think this is good advice. I have to admit I've only ever traded stocks and options, and have no experience with futures (although I follow the NQ and ES intraday). I would bet that yes, a good portion of my edge is due to overall market movement and trading the futures might simplify things for me. I'm going to backtest the emini's and see how that pans out, thanks for your advice.
     
    #12     Jan 23, 2009
  3. promagma

    promagma

    Those are some good stats .... the large number of trades on only 10 stocks gives you a lot of flexibility to pick liquid stocks and scale up when you want to.
     
    #13     Jan 23, 2009
  4. intradaybill - how many intraday trades per day do you normally make out of a 60% +, 1.7+ system?
     
    #14     Feb 23, 2009