Looks like the market was out for revenge on this trend trader today. Friday, 03/27/2009 Security: ESM9 Session PNL: ($3,265.20) USD To-Date PNL: $741.00 USD
This is an 81.5% hit. Do you expect more of these? Do you think it had anything to do with day-of-week? You started out doing 20-30 trades per day and lately are doing about 10. Did you change anything other than the weekly re-optimization? Do you anticipate doing more trades in the YM? [rwk]
Rough, could you give me an idea on the time frame your systems trades? Also would you consider it trend following, BO, or a fader? I have not yet gone through all your trades but I am very interested in other intraday ES trading systems to compare and evaluate mine.