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I see where you are going with the curve fitting. I just find it very difficult to believe I could curve fit 1-3 minutes in the ES getting in and out of positions within an average of 2-3 minutes at the very most. A lot of times it is has unloaded the position < 60 seconds. Doing this greater...

I'd have to agree. If you haven't been involved with the markets your entire life and just looking to make a "transition" so to speak I would definitely stick to your first endeavor. There is so much god damn competition and this isn't the most ideal economic environment as to getting...

Can you be more specific as to what you mean by "what do you work with"? I guess the OP was about as detailed as I can get without literally spelling out what my methods are. What specific timeframes are you referencing and what quantity of trades are you looking at?

I would like the opinion of anyone else who is solely trading these timeframes and is 100% automated for the ES. I have been doing quite a bit of research (++2000 simulations) and it almost seems like as soon as 1/1/2009 comes around the market 100% changes gears and absolutely has changed...

I see, I was more or less just giving constructive criticism based on my experience. Later man (and GL)

Cool man, all I am saying is if you want to sniff real institutional money you will not go far without these things. I promise. GL

What? Have you ever licensed or sold/traded a system with another entity? Usually one prerequisite would have to be the Annualized Volatility of gains. Is this your first time? Your hypothesis (or POV) is lacking a few things. If you are looking for constructive criticism you will need...

What is your annualized volatility?

This most likely isn't your first county fair, but how much do you trust metatrader for backtesting? I found it very flawed, but only briefly got into it then gave it up.

Also can you use a anonymous like visa gift card to fund account? I guess main thing is to always keep subtracting money from the account? Would hate to just have the system take it all.... how do you think they go about this?

I had almost the same thought. Use a virtual machine to go about this. My friend from highschool is a borderline genius that plays in WSOP events all the time. I am thinking about trying to implement the same thing. Although you are correct about the NL theoretical situations. How did...

Anything is better than the sample you have. 15 minute candles, do you honestly think going into this, IYO, this is a significant enough sample size to base anything off of? I can almost 10000% guarantee you any edge you thought you had in the less volatile days of 2000 is long gone now...

Excellent, you are a gentleman and a scholar. I will look into this.

Really? 2 cents? If we go back 1 full decade to 2000, depending on your strategy at the time you would be paying more than 2 cent spread difference. It is my hypothesis, every year back after that (2000 - 1, 2000-2...) would be greatly adding to the cost. At the time, although it was...

I know you weren't talking to me but.. IMO it is much more advantageous to the long term investor getting into this market, at least compared to "x" amount of years ago. I suppose theoretically the more (real) competition the lower the cost for x+1..x+2 shares -> x+1000.. What is the...

I doubt it, if I can think of it than so can every other motherfucker on the planet. I am nothing special, I might have a better than average knack at pattern recognition but that doesn't mean shit in poker without the mathematical backing and historical sample.

Listen. Time to face the facts mang'. Don't you think it would be more advantageous to buy the historical high quality data than waste some other guy's money chasing a dream, or most likely better put "nightmare"? Like anyone with an understanding of statistics would even balk at...

great link. The only problem I guess now is how can I implement this statistic into an automated strategy? Guessing there is no "bond vix". IYO does it generally follow the SP500 vix? Or do you think that would be a good starting point? Thanks man

Why? You risk x% if someone goes all in compared to your current capital with "y" hand. Or you make a raise of x% of total capital when you have "y" hand. If you have a royal flush lets say (yeah, I know) are you going to program your algorithm to fold at any price? I just thought...

I am sure you could find someone to automate a poker strategy if you were that good, right? I was just assuming professionals somehow just automated their rules for online poker and just used their supposed "edge" to over time amass gains? Have automated algorithms started to dominate online...