scalping the e-mini

Discussion in 'Index Futures' started by eagerbeaver, Oct 6, 2005.

  1. it is a very simple and specific position scale-in method with 4 levels {1/2 point apart between entries}. I would describe it more of a "previous entry replacement" method if you see the specifics of how it works. the method also has a "reversal" point as a part of the method to flip and get the position to at least breakeven --- works extremely well from the months i have been watching Billy use it {and from my own use}.
     
    #131     Nov 1, 2005
  2. is this guy trading on a simulator giving generous fills? if so, it would be easy.
     
    #132     Nov 1, 2005
  3. Don't think Bill trades the simulator any more. Just trading his real account. He used to trade both simutaneously. He shows charts now and calls out his trades.
     
    #133     Nov 1, 2005
  4. come out to Vegas for the trade expo and you can talk to Billy one on one --- he will be there so you can ask all the questions you want.
     
    #134     Nov 1, 2005
  5. realtor

    realtor

    I may be in Vegas if the wife can go. Is registration required to sit in on Billy's trading?

    (I'll also be in Franz's seminars, should I make it.)

    Current thoughts are:

    Franz is unbeatable, but doesn't teach his method. He won't be around forever. I'll follow him for now.

    Billy, however, seems to teach a consistent method that will survive himself. I'll probably sign up for his stuff to get the long-term survivability of a learned method.

    Macro, thanks for the tip. I do appreciate it.
     
    #135     Nov 5, 2005
  6. no problem --- sounds good, hopefully i will see you in Vegas then

    if your wife says she does not want you to go to Vegas, then just tell her you made the final round of the World Poker Tour for a $5 million dollar pot and your trip to Vegas is mandatory. :D

    tell her that is what you have really been doing everyday on the computer. :)
     
    #136     Nov 5, 2005
  7. realtor

    realtor

    Hmm ... okay, I'll try it, but I may need someone handy to staunch the flow of blood. :eek:
     
    #137     Nov 5, 2005

  8. tell her just before the machete strikes, that Ben Affleck and Matt Damon will be at your table and you will get their pictures and autographs for her! :D
     
    #138     Nov 5, 2005
  9. sunmoon

    sunmoon

    quote from blueberrycake (on another, but related thread "ES Scalping, is it worth?":

    Think about it this way, it's extremely rare to buy the bid/sell the ask in ES without the price ticking through to the next level.

    Hence in order to hit your target of .25, the price actually needs to move .5 in your direction. But to get stopped out at .75, the price only needs to tick down by .5.

    So if are long, and the price moves up by .5 you make .25, but if it moves down by .5 (the exact same amount), you lose .75 or three times as much. In this setup you have to be right 75% of the time to break even before commissions.
    ----------------------------------------------------------

    I have been backtesting a scalping system over all the ES historical data possible (7+ years+), and my annual return is well over 70% with max 15% drawdown.

    Now, my only concern is the fill price. I base my entries and exits on closing 1 min prices. So if my data shows 1000.75 as the close price of minute 10:46, that's the price my simulated entry goes in. In other words, I don't take into account slippage, or anything that blueberrycake refers to in the quote above.

    How realistic is slippage? Since my entry isn't based on trend-following indicators, shouldn't have a 50/50 (or even better than 50/50, since i'm going opposite to trend) chance of either upticking or downticking? In other words, if I don't get filled in at 1000.75, shouldn't there be a 50/50 chance of either 1000.50 or 1100.00? Any help would be appreciated, thanks in advance.
     
    #139     Dec 10, 2005
  10. Pabst

    Pabst

    How many trades per day on average?
     
    #140     Dec 10, 2005