Recent content by bpr

they should have allowed u to close existing positions ... creating new positions yes ...but not allowing you to close exiting position is errorneous fight on that point u can not fight the point that their liquidation took 4 hours delay ...

u r giving up profit compared to naked startegy ...so no free lunch ...

I was asking OP

what are you using ? broker api ? data feed api? language ? any special platform/technology used ?

do u mind explaining ATR adjustment ? how do you use ATR to arrive at optimum timeframe for range/renko/tick/volume chart ...?

last I checked IB took partial owner ship of OneChicago ...don't know the percetage ownership... so did they knowingly let it fail ? IB wiith its large subscriber base could have easily marketed and made it a success. Also the product design and brokerage structure was complicated and not user...

How much leverage u r getting 3x or 4x in stocks ...in futures easily 10x inbuilt leverage that to for free.. also no shorting shares locate hedache and its fees... very good for traders the reason it did not take off becuase very bad for brokers they will loose huge business ...

have u considered tradovate ? ...they provide 550 ES margin ...not sure they have any restriction on large account ...if you pay some monthly fee ...commision is 0.19 or 0.09 thrid party software is lacking though

it could only mean one thing ...low quality datafeed ... does not contain all ticks

Trade was at 13:13 EST buy stop order 2898.75 filled at 2900.25 ...6 tick slippage actaully I very rarely see slippage but 6 tick is too much ...even considering the current liquidty situation ... how people execute more qtys ?

yesterday I got 7 tick slippage for 3 qty stop order in ES ... is this normal??

Agree the win probability of any system will vary lets say plus minus 5% or 10% Let’s say some day u get big deviation …so the next day/days should revert or not ?? Consecutive loosers is another topic ...

Lets not divert from the topic. Nobody is talking about 100% win rate. Lets consider a deviation. Lets say one day you have 80% win vs the system average 60% Does next day trade proabilty suffer ?

This makes sense mathematically so basically every trade is independent so probability resets at every trade It is strange though… to arrive at win percentage of a system we do back test group of trades in diff periods and take average...but we expect all individual trades to have that...

can u elaborate ? how to calculate that ?