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Yes, KC is from ICE. I have a work around that let's me see the real time KC quote to set the right exits after the entry is executed. No need pay the extra ICE real time data fee so long as I have a work around. My Business major was a concentration in Entrepreneurship, which still comes in...

The trade signal analysis is primarily based on the daily, "regular session" price action for each instrument. Yes, setting daily stop losses will result in some bad runs in each instrument. That is a cost of doing business for using rigid stop loss money management, IMO. But using no stops...

Yes, the next day's trade decision tree will be set at the previous day's close. About half the trade entries are a hard long or short irregardless of the overnight price action. The other half are signals based on a pivot point. If the instrument is trading above the pivot point before the...

I take a long or bearish signal every day in every instrument. I currently do not sit out any days as I am always taking a long or short signal, including holiday shortened trading days for instruments that are open partial trading hours. I make the entries in the early morning and setup IB...

To add to your thoughts, this particular strategy had six back test draw downs in excess of -$4,000 in 2016, average draw down of $-5,930. In 2017 it had 11 back test draw downs in excess of -$4,000 averaging -$5,720 per draw. Max draw over 2 years was -$9,200. More draws in 2017, but not any...

Yes, more history testing surely wouldn't hurt. I not so concerned it will trade OK in a bear market scenario in any of the contracts as it is direction-ally (is that even a word?) unbiased and trades about the same average P & L for longs and shorts. But a major change in volatility is my...

The account has been opened with $50,000 to trade this strategy, so you can fairly easily extrapolate the % returns from NAV changes posted in the weekly updates. It only has 3 weeks of live history and that is all that matters in my book. What it will return over the months we will just have...

Basically only have back tested the last two years. Obviously brings the thought it is tuned to a lower volatility market. But I think I'm OK with that because until proven otherwise that is the market we have. I hear a lot of chatter from vets saying it can't continue, but who really knows...

Basically yes, except that I trade 2 lots each of LE and LH. But that week I had't included LE yet. Another lesson may be when trading systematic type strategies is you never know which days / weeks will be great and which will be poor. Gotta take every trade, let the probabilities work for...

Week Jan 2nd – Jan 5th Continuing positive, but one costly mistake. Being on the right side of limit downs is cool, being on the wrong side of a mini-flash crash is not cool. Brought in the LE this week to officially begin the 8-future basket. 4 winning days, 0 losing days. 22 winning trades...

Week Dec. 26th – Dec. 29th Rebound with a vengeance. This week didn’t include LE yet. 4 winning days, 0 losing days. 23 winning trades, 5 losing trades. Lesson 2: If you have something that is mathematically presupposed to trade positive over time, don’t get scared after one crappy week...

Week Dec. 18th – Dec. 22nd Sucky starts are always awesome for confidence! This week didn’t include LE yet. 1 winning day, 4 losing days. 12 winning trades, 23 losing trades. Lesson 1: Every time you begin trading a new approach it always begins with a draw down. Every time. It must be...

Introduction Everyone is a future millionaire with their best paper trading or back tested trading strategy until it blows up. So I’ll trade mine live and post weekly results until it Hindenburgs in a glorious fireball and you can hear me screaming “Oh the humanity!”. Maybe people will find...