i found the holy grail

You found the holy grail - that's great. Now leave, trade it and never come back here ^_^

 

T&A is essentially a tick stream.

 

You mean T and S?

 

Yes, T&S. My finger slipped. I wasn't thinking about T&A.

 

Well, you got me thinking about it!

Anyway, yes, T and S is tick data.

But I was confused by the poster's statement that T and S was the holy grail. Was he being sarcastic?

 

I will let him respond, but I think he meant TS as in TradeStation users. The original poster had a screenshot of a TS setup.

TS == tradestation
T&S == time and sales

 

Thanks for deciphering! Can you decipher the rest of his post?

 

never mind..keep doing what you need to... we need your $$$$$

 

dumbgai,

Your results appear to be hypothetical.

1) If you turned $10k into $10m in that period, you would not be here. You would be out spending your money. I know traders who made it big, and I see them only when they drive home in another new car. They don't talk to people who haven't made it yet.
2) Not including broker fees and commissions in your lovely chart means that you could not simply post a broker statement because they would indeed have removed fees and commissions.

Now, I know that you are the first guy ever to post such a thread for the public good... not for your own ego, and not to get a rise out of people who would beg you for your system... however, there are lots of pretty charts on ET. One more is worthless without broker statements and audited results.

Have a nice day.

 

not sure if i read your post correctly. what i am stating
is that going market neutral strategies are highly highly
influenced by trading costs. you would not trust a system
for scalping that does not account for commissions, right?
pretty much the same here. without comms - meaningless.
literally.