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What do you mean, "easier"?

As for the number of years required to develop a strategy, I don't have a clear answer either. I suppose some strategies are built to benefit from knowledge of a great deal of past data, whilst other (i.e. some kind of machine learning) are tuned to work only on very recent price action. I...

Spurred on by some ET members, notably @SPYAlgoTrader, @d08 and @traider, I decided to conduct a further back in time test for my main strategy. So I bought 1-min historical data for NQ from 2007 to date and did some experiment. By using my usual approach of plotting the % return of trades...

The data I have at the moment doesn't go that far back, so I can't answer this question. However, you guys are getting me curious so I will get more data and do the necessary backtests. I do remember those were very bad years, so testing them might be worthy, although I'm not sure about the...

Never heard about it, I will take a look. Thank you.

Not that far, but here they are for the last 6-7 years for the last strategy (MNQ): Y axis = % X axis = no. of trades Note: the graph reports the series of trades as they would have occurred, but it doesn't take into account the dates. For this reason it shows no flat sections, as the trades...

+++ Monthly update: +6.11% in September with 4 trades +++ The (relatively) long term, long strategy is doing fine. +65.52% since inception as calculated by me, +76.70% as calculated by IB. The recent flat line in the lower graph represents the pause when the system stopped trading during the...

Then there must be differences from country to country.

Already looked into it, I can only find "CME Real-Time" under Level 2 and it's $11.00 per month. Is yours under Level 1?

I can't even find "CME Real-Time" among my optional data subscriptions.

You need it for realtime continuous quotes. Without it you could just get snapshot quotes. A little counterintuitive, but this is what IB told me.

Yes and it's waived if you generate at least $30 commissions per month. You also need US Equity and Options Add-On Streaming Bundle for streaming quotes ($4.50/month).

Well, as they say, opportunities come when you are ready. In this respect I guess I'm only half ready. I'm still waiting to see if the returns will allow the system to go on its own, or if at some point I'll have to look for some kind of partnership. What's your take on Collective 2 and similar...

The system can hold positions for many days and it can close them at any time, not on daily open only.

I'm pretty sure there isn't. I've never run into it anyway, not even when I traded with less than 25k.

Trading MNQ since November 2019 no problem. See: https://www.elitetrader.com/et/threads/i-wrote-a-bot-and-gave-it-25k-to-trade.340739/page-19

Well... I can't really tell. It probably wouldn't harm. On the other hand if you look at the last report I posted, the average % gain per trade is currently 0.19%. So even relatively small movements could affect the system in unpredictable ways. I'd be glad if other posters expressed their opinion.

I meant that if very large positions are opened - which you have no control on - that could potentially play against the effectiveness of a system and worsen the returns.

You bet. Europe is not overrun by Muslims, currently. But in a few decades it could very well be. I think they understand compounding better than many traders.

What makes you say that Europe is getting better? Honest question. What @Turveyd just said is very real across many EU countries. PC and the left are destroying the right to not being able to tolerate social decay.