Index futures scalping

Discussion in 'Strategy Building' started by farmerjohn1324, Oct 27, 2022.

  1. Yeah, but that was a "black swan" event....only occurs once per generation.....at most.
     
    #71     Oct 28, 2022
  2. Pica550

    Pica550

    I trade NQ my SL is based on market condition, from experience RR 15pt/30pt seems to be a sweet spot for me and max drawdown is set at my daily average, I didn’t do backtest cuz I feel like that’s backward thinking too many what ifs sometimes clouded my judgment. But I do keep a journal to document all the mistakes that I made, one glaring thing stand out is no SL, (I used to trade without SL) Never again!! Good luck!
     
    #72     Oct 29, 2022
    Laissez Faire likes this.
  3. Do you have any comparative experience with ES?

    I've talked with a guy on these boards who claims NQ to be superior for scalping and how some of his set-ups won't even work on ES. From what I understand he exploits momentum moves and arguably there's on average more momentum on NQ than on ES (which backfills more and is generally thicker to move).
     
    #73     Oct 29, 2022
    NoahA likes this.
  4. Pica550

    Pica550

    I agreed with him NQ move faster for scalping than ES, I used to trade ES as well, Now I have both charts on 500ticks open to help my decision but execute trade on NQ.
     
    #74     Oct 29, 2022
    Laissez Faire likes this.
  5. Interesting....because I have heard of the opposite RR: 30/15 for instance. I don't understand why you don't trust a backtest of this factor ?
    Daily average of drawdowns ? How far back do you go in the average ? 10 days, 30 days, etc.
     
    #75     Oct 29, 2022
  6. Pica550

    Pica550

    I’m using the 3 months ~ 60 days, It’s not that I don’t trust back test, I use multiple setups it will take sometime to translate it into algo for testing. Right now I just don’t have the time for it, I rather spend time to enjoy life it’s a personal choice.
     
    #76     Oct 29, 2022
  7. MACD

    MACD

    Kindly point me to the platforms that will help. Thanks
     
    #77     Jun 14, 2023