Recent content by slowcheetah

Thank you. Always? So you're saying there are no brokers in existence who charge on a per trade basis, without a regard for quantity, like there are with equities? I mean, I haven't seen any that do but I haven't looked everywhere.

So are NT commissions not charged per contract? I did't see anything about that on the site so I assume you can trade 10 ES contracts for example and still pay 3.38 round trip?

Thanks for replying What lead up to that realization? Was it watching the market every day? Back-testing? What is you edge based on? Is it price action?

Hey Johnny, elsewhere in this thread you mentioned that you keep detailed stats, so If you don't mind i wanna ask a few questions What's your win%, profit/loss ratio, avg time in trade, # of trades a day. How long have you been able to average 4-6 ticks a day? How long have you been trading the...

Thanks Dhalsim, I eventually want to trade in a similar fashion as you described, but sometimes it's hard to estimate what's actually doable and reasonable to expect, so it's encouraging to know someone else is doing it. Btw, Op and other people reading this thread might find this ama...

Hi! What timeframe(s) do you trade? What are your strategies' timing edge based on? Price patterns? Statistical analysis? Do you derive your edge from observation and testing or do you use some type of machine learning? How complicated or simple would you say your rules, components and...

You might wanna check out forums like nuclearphynance and willmott.com which are geared more for quants and wannabe quants, too

Sorry, what do you mean? all included? https://www.interactivebrokers.com/en/index.php?f=commission&p=futures1

IB is 1.70 r/t for futures. goes down to 1.30 if vol>1000 contracts. 10$ data fee is waived if comms exceed 30$

I said I wanted to average 1 pt/day. It's not the only thing you should look at, but it's not meaningless. If trader A averages 1pt/day and trader B averages 2pts to me that means B is more effective at extracting profit from that particular market, for whatever reason.

they all got their pros and cons. if you're saving on commissions, you're probably spending somewhere else. Seems to be one of the best overall. Cost-wise at least.

Talking in points sort of standardizes things though so you can compare pure performance.

Using IB. pic attached That makes sense- they are averaged. They still seem like awkward numbers.

Why do some ES trades happen at smaller intervals than a tick? Like the tape will show trades at 1967.3219. or 1966.0312. Who is able to trade like that? I know my order entry doesn't allow for that..

No, i'm aware of all of that. That was my question from the start. Considering that the odds are stacked against you from the beginning due to the various things you mentioned, how many of you here net as many points a month as there are trading days in that month. Roughly. On a consistent...