No Commission Market?

Discussion in 'Retail Brokers' started by robthequant, Aug 9, 2018.

  1. -$25.80...not $2.58.

    Your a coder you cannot help it...The details haunt you. I understand completely. The way I have learned to combat that is comprehend peoples comments with a buffer and use them as generalities. Do not take everything so literal.

    Good luck to you and your algorithm! I worry that your profitability is on such a fine line. Be careful.

    ES

     
    Last edited: Aug 10, 2018
    #21     Aug 10, 2018
  2. ok, so that's 20% commission from profit if I get 1 point
    and 2% if I get 10 points, that's really bad:(
     
    #22     Aug 10, 2018
  3. Heatmap your successful trades by time...see if that gets you closer...you can't do any better on retail commish.

    Hope that helps.

    ES

     
    #23     Aug 10, 2018
  4. Apply a bell curve to your equity...lets take a look at it..

    ES
     
    #24     Aug 10, 2018
  5. It's 20% both ways.

    $12.50-$2.58=$9.92/$12.50=79.36%-100%=-20.64%
    $125.00-$25.80=$99.20/$125.00=79.36%-100%=-20.64%

    By the way a point = 4 ticks = 4*$12.50. So say a "point" or a "tick" when you talk about ES.

    ES

    P.S. Now if you go for 10 ticks per trade vs. 1 tick per trade with 1 contract...now your talkin'..but I get the impression your hyperscalping and your algorithm is trying to compete with the HFT's. Move to Chicago and put your server next door to the exchange.


     
    Last edited: Aug 10, 2018
    #25     Aug 10, 2018
  6. On a 10 lot
     
    #26     Aug 10, 2018