If you can prove to yourself and others that you can gain at least 1 tic per day by adding these new rules, I'll adopt them. Fire away. I'm not going to test them.
I agree with this improvement. Sadly I can't afford to hire 20 MBA in finance preppies. Let's stick with the original beggar for now.
as far as the ES future, all i can suggest is, you buy at bid or short at ask. there is about 90% chances of being filled. that most probably cancel out the effect of slippage and lead to perfectly neutral zero sum expectancy. then it is all about luck... anything beyond this point is pure fantasy, as the law of large numbers takes no prisoners.
Nice thinking, but let's assume you are trading 500 lots. No amount of window cleaning can overcome those commissions on a daily basis. You are suggesting sources of income outside of trading and cost cutting. The first is not part of the method, the second can be. But nice thinking: Cut costs as much as possible, and be frugal. Add it to the list.
Nope. You'll be filled on all the losers and left unfilled on many winners. Suboptimal. You have an order to buy or sell, your obligation is to execute at 16:15 or come up with a PROVEN better entry and/or exit and/or variation in risk management that gains at least 1 extra tic per day on average.
Now that you mention size as a variable, the need for a size management algo is highlighted. You will need to prove to yourself and others that adding this "size management algo" produces at least 1 extra tic per day on average. Any suggestions?.