Intra day ES statistics

Discussion in 'Index Futures' started by bloomberg1, Dec 27, 2019.

  1. MarkBrown

    MarkBrown

    keep werkin at it son... got to get those numbers way up.
     
    #11     Dec 27, 2019
    bloomberg1 likes this.
  2. excellent thanks. so you dont use a "bar" low high for a stop but rather a"measured" approach, which is what I want to achieve...
     
    #12     Dec 27, 2019
  3. SunTrader

    SunTrader

    If you are using data higher than tick, to generate stats, such as one hour or fahgetaboutit daily your software is making assumptions about where fills are being made. Don't trust it for second.
     
    #13     Dec 27, 2019
  4. imjohn

    imjohn

    For my ES trades, my stop is set a tick beyond the signal bar. But the size of the signal bar fluctuates trade to trade (and grows larger in more volatile conditions), hence the fluctuating stop size.
     
    #14     Dec 27, 2019
    SimpleMeLike and bloomberg1 like this.
  5. no more granular
     
    #15     Dec 27, 2019
  6. stops at times larger than target?
     
    #16     Dec 27, 2019
    SimpleMeLike likes this.
  7. schizo

    schizo

    Time stops are the absolute worst. It's better to place your stops above or below the price inflection points.
     
    #17     Dec 27, 2019
  8. imjohn

    imjohn

    Not in the same period, but, per example I showed with the screenshots - September average stops (24 ticks) were larger than December average targets (14 ticks). But in same period, my avg targets are always bigger than avg stops.
     
    #18     Dec 27, 2019
    bloomberg1 likes this.
  9. imjohn

    imjohn

    :D Happy with the numbers, just got to get contracts up.
     
    #19     Dec 27, 2019
    speedo likes this.
  10. do you consider average draw downs in any calculations?
     
    #20     Dec 27, 2019