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It got liquidated today. They announced this two weeks ago. https://www.velocityshares.com/etns/product/uwt/

If CL retraces its price perfectly back to $40 or $50, UWT will still only be worth between $0.40 - $0.60 a share. This is due to the math of compounding gains vs losses. You can do the calcs yourself in Excel in a few steps.

I think leveraged ETFs are nice instruments for swing traders. But it doesn't surprise me that the data apparently shows that most people lose money trading them. Perhaps the feds should ban trading equities altogether since most people lose money doing it? It would be in the public interest :)

Excellent indicator. I made $10,000 last month using it. I recommend that you spend $499.95 and buy it asap!

I thought about switching to ES options instead of ES, but the ES options have awful (~8%) spreads overnight.

Last time weekly RSI was this high was January 26, 2018 :)

if you’re just using price series, something like NinjaTrader or tradestation is probably fine to get started and program some simple strategies. You can always roll your own later.

Been noticing a lot more liquidity in overnight NQ futures the past couple weeks. Usually there's a two tick spread but lately it's just been a one tick spread at 5+ contracts. I remember during the Feb 2018 VIX event, NQ overnight futures were a ghost town. I think the spread was 8 ticks or...

Couldn't this just be his broker selling his order flow like pretty much all brokers do? Or is that something different?

You can check the bid/ask on barchart. https://www.barchart.com/futures/quotes/ESH20/futures-prices

Right, it's just a drastic shift in the amount of training data, from 4 years to 1 month. I don't think it's reasonable to train a strategy on just 1 month of data, even as a test of robustness. I could be wrong! :)

Not sure I understand. Your walk-forward is optimizing using only 30 days/6 weeks of data? Why aren't you using 4 years like your other test?

1. Build a basic strategy in the Strategy Builder and then Unlock Code to examine the C# to see how a basic strategy is coded. 2. Look at examples for doing common tasks like setting stops, etc. in the Reference Samples forum...

Can you try running your neural network on live data to see how much money it could make?

Daily chart looks similar to Aug 2016 where there was a slow grind up after a few months of sideways chop.

top funds of 2017 by 3yr return

30,000 contracts in one minute, not bad.

Decided to stay short NQ over the weekend because I like pain.

i'm short since 8035 on NQ. might take the loss and flip back long after the cash close today.

Any evidence that de Prado has a positive PnL?