Recent content by rubicon

Thanks four your advice The1. One clarification; the average of 0.73 the strategy made included the limit + tick slippage (and commission)

Thank you for your post. I tested the strategy (just with longs) for 2008 using limit+tick (both in and out) and it made money. With respect to the NQ the strategy averaged 0.73 points per trade on 1210 trades. That included commission and a 0.25 slippage for entry and 0.25 for exit.

Hi there, I'm working on an automated strategy that uses stop limit orders, where the limit px is equal the trigger px, to enter a position in ES, NQ and CL. I was wondering what the odds of getting filled are if i place such order type with let's say 25-50 contracts for ES, NQ and 10-20...

I thought about that, however I like to spread the risk on various instruments. Liquidity and volatility also play an important role in my strategy and that is why I like so spread the capital over multiple instruments.

Thank you for your advice. I don't have much programming experience but that too can be learned. As far as experience is concerned I think I have enough to know what a ferrari is but most importantly i know where my limits are. I was just trying to find out which software, assuming you have the...

Thank you. I looked into NT. The only thing I have no experience in C#.. Thanks for the posts.

short term it might... long term many headwinds working against japan.. Debt burden, Population age to name a fewOn a macro level I don't think Japan will work, on a micro level there are definitely companies that are worth looking at...

I use Metastock 10. And by fake signals, i mean that when I back test some trades are stopped out with a gain but in reality it is a loss. Never mind though. I have found another thread with help. Thank you.

I have been trading ESA and NQA manually in the 5-60 min timefrae for some time now and I would like to fully automate my trading and expand the instrument sI trade do about 15-20 (ETF's, treasuries, fx, and commodities). I have no experience with this kind of software and I was wondering which...

I've been trading 2-3 instruments manuallyusing 5 -30 min bars for a couple of years using a low cost broker. It this point I want to expand the instruments I trade to 20-30 and I would like to fully automate my trading. I'm new to full trading automatization, so I was wondering what software...

Sorry in advance if this is a repost> I've been backtesting various strategies for a while and the biggest issue that I have is when I backtest strategies for intraday moves that use stops or traling stops, I get many fake signals. Is there a backtesting software that handles this issues...