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Hit rate is inversely proportional to profit target only if you assume a very low reward to risk ratio. Win rate means nothing. You ought to look at the profit factor. Profit factor goes negative for high win rate with low reward to risk ratio.

You have no references to provide, yet you called the post "ramblings". Why is that? I'm trying to understand. Is the post bad or you are a negative person?

Best pattern for what? For which market and with what risk-reward and performance parameters? FYI, This program is now called Price Action Lab.

Flocking is a well-known phenomenon but to be honest I did not know about the analogy to HFT robot flocking. Since it is well-known to you, can you provide some links to this specifically because I am quite interesting in it?

What a pity for you! Allthough this is wrong about HFT, locals also knew the order flow before the retail in the past. This is why they paid for a seat at the exchange. Just learn how to trade and stop complaining about HFT. It is here to stay and you must learn how to live with it or do...

Do you want to learn? Are you willing to listen? Or you will continue pretending you know everything, when it is obvious to everyone here that you do not know anything about real trading and you're just a wannabe trader. Trading is all about assuming the lowest possible risk for the largest...

I missed your reply and I thought it is too important to ignore. In principle I agree with you. I have been able to get data-mined system that are as good in the OOS as they were in the IS, not better though. See also this post...

Valid point but I think it depends on how it is done. I tried several programs that work that way. I have spent countless hours working with them. For example, Adaptrade starts with random populations of systems that use a mix of indicators, patterns, etc. Then it uses genetic programming which...

His analysis works only for constant dollar stop loss. In addition, future volatility and drawdown are big unknowns. His method is a recipe for disaster besides being a waste of time and too complicated for anyone who understands what is going on. Trading means moving big size at the least...

Double leverage for a 40% increase in return is a recipe for disaster imo. However, it is a valid method I agree. He does retail hype...

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Give 100 people the same book and 5% will claim is is the best they have read, 50% will claim it is average, 5% will claim it is garbage, and the remaining 40% will keep quite understanding that the less they talk the better it is for them. Do you people get the message or you will keep trolling...

Thanks. So if I get it you work with a Polish MM of CDF products, you trade custom sizes that cannot be reproduced by anyone else in this forum and you close positions on a Sunday (platinum position closed yesterday). What is the purpose of the journal then? Journals are supposed to offer...

Are you trading CME contracts or CFD products? Who is your market maker? I hope you have no problem disclosing the information.

If they have blocked you, that won't work for you either.:)

I think you sold PL at 1520.25 and last Friday it closed at 1439.90. That is a $400 gain per contract I believe. Can you explain? Can you please state the price at which you close the trades otherwise this journal makes no sense.

Even if there are some TA edges they are very hard to find and they may work well for just a very short period of time. This is way my approach of fading edges has worked well http://www.elitetrader.com/vb/showthread.php?s=&threadid=215283&perpage=6&pagenumber=3

ES is too efficient to provide an edge. FX is not efficient so you can find an edge. Simple but there are always fools.

"I'm looking for a basic car" "Learn how to design and build cars" Give us a break people! The guy is a trader not a programmer like you. The guy wants to make money not spend his life coding. Amibroker (Cheap and good. A little harder to learn) Multicharts (I like it, Easy to learn...

What month? Was that to close a long position? P.S. Maybe it would be better if you add the contract month.