Insider trading and front-running are HGs that are illegal. If you discover a HG, you will be monitored and you will have trouble. This is what happened to a couple of Swedish guys a couple of years ago. They ended up on jail for running a profitable bot against institutional bots.
I have tried to almost never tell the truth with my posts on ET, so I do feel very sorry for that, except this post today. Jaydom is (half) right! Another half is: if somebody can master how far a losing trade could go then he or she would definitely be a master of the universe. lol
Of course Holy Grail exists. As sure as humans are predictable and that everything in nature is ruled by Gauss curve. But to do systematic trading means perfect discipline and/or perfect system. Perfect discipline : depends on you. Marty Schwartz was a good example of disciplined trader with systematic rules. Perfect system : noone would tell you, neither I. Medallion from Renaissance is a good example.
NinjaTrader Introduces Brokerage Services - $3.38 per round turn "all in" So,basically you`ll be fine if your ave trade would consistently be $3.39.