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The most simple way is check the correlation with the previous trade, or 10 trades or day or week, etc. As a simplistic example. If your strategy does better in trending market and the market is more range bound/ dead on a day, you would expect a lower than 60% win rate. So if you have...

Have you checked for serial correlation? Trading is not flipping coins.

What is his average profit per contract. I believe the person said " scalping is not a reasonable strategy for retail." Which I would believe to be true but also be willing to convinced otherwise. Professional scalping strats average around .50 per contract. Making them completely useless...

There was a bunch of ACD enthusiasts here years ago. After trying it for awhile, I believe they all dumped it.

Why micros over spy, etc?

Right. I have been doing this for my sole source of income for over a decade. It is definitely my lack of understanding that is the problem.

What a load of crap. I hope your success holds.

Look out below!!! Or back up the truck?

It was a joke but kind of true. Automating makes it easier to avoid many mistakes and compare your decisions to the real strategy. It also makes it easier to increase size. Bad days are days the strategy didn't work. Not days I was stupid.

Automate. Now machine makes mistake not me.

Why would you need a new session for each algo?

Usually a dividend.

None.

Depends on trade. Technical analysis on es won't make a difference if shared. Spread trading milk futures, it could disappear in a week.

No. You will end up long middle and short more wings. During large moves you will get crushed. Gamma changes with price.

Tough game at this time.

I don't undersatnd the H1 M30 designations, but I believe they are time designations? Some strategies work better at some times than others. Usually for identifiable reasons. Perfectly reasonable to only trade most profitable times. Seems to work better in less liquid markets than more...

Do you understand options synthetics? Long a 80 delta call is same as long stock and long 20 delta put. Is that what you want? Also high delta options have wider spreads and more slippage.

I have traded futures since 2005. I have never seen a pro use a exchange supported stop. Ever. I have never used a market order. I don't belive my front end supports them. Please keep using stop market orders. I love when they execute.

Never use a market order. Use a limit order at worst price you will accept.