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I prefer daytrading ES to NQ because: 1- It is slower: allows better risk control 2- It reverts better to the mean: I like entries on OS/OB RSI7, NQ overshoots more often 3- ES tends to lag NQ most of the time: I look @ NQ as a price leader 4- There is more momentum squeezes: my favorite setups...

First of all I was not talking to you, and then you came with the most idiotic accusations I read for a while. You started trolling me and then I answered and prove point by point how wrong and misinformed you are: about HFT volume (you based your calculation of numbers of trades on few quant...

So? Where is the PnL ? Not in this link. Cheerleader.

He said he is profitable for 10 years, ask him to show a snapshot of his PnL curve.

Wikipedia is too 'popular for you' LOL ? If I give you academic studies on HFT it would equal giving caviar to pigs : a waste. PnL on my ES mean reversion 'simple' strategy account http://postimg.org/image/7jgiwqnvj/ ES itself made +2.2% YTD with a lot of chop. I'll update in this thread my PnL...

I already have a trading system that is working and I'm living off of it. Your post is the most ridiculous piece of garbage I read for a long time. You are certainly losing $ in case you are not playing monopoly $ out of your mum's basement. Concerning the " 51win/49loss" it is obviously an...

Nope, it implies negative expectancy trades. HFT algos are not overtrading and yet they make millions of trades per second.

Looks simple and obvious for noobs.

Fluff, she always voted in favor of big banks and is taking their money.

No. If the setup do not check all the conditions then don't trade. To have all the conditions, you must be patient and trade less. Because good setups are not so frequent.

Not bad trades, less than optimal trades. If you take trades that are 51win/49loss, you'll loose $ over time due to commish and slippage. Being selective is very hard to do if trading very often for a swing trader.

Good high probability trades with great risk reward are just not so frequent. Trading too frequently (I'm not talking about algo trading) deteriorates overall PnL. Takes 2 to 3 years to understand that concept by trial and error, past that, when you understand why trading extremely selectively...

So 2 users complain about IB limitations your answer is just "get the fuck out"? What is the point of a forum then?

Weekly debit spreads on ES when RSI14>70 or <30 . 1.5 Month to expiration OTMs on NG when there is divergence between MFI and price. Trade in direction of the trend, wait for pivot points.

Selling far OTM puts is the strategy that puts the most the odds in your favor and gets you the best win rate. Does not make it the best strategy in absolute, because some unexpected events could wipe out years of profits (that's what happened to Victor Niederhoffer among many others using this...

You can buy OTM butterflies if you want to play volatility, better Risk/Reward than short fly. +1-2+1 2XSTD away from current price

Programmers and engineers are underpaid in all industries in the rich countries. Programming and engineering requires more knowledge, skills and intellectual horse power than most other jobs. The reason for underpayment is that engineers across the world talk the same language: logic. So the...

MNX is illiquid, spread too wide.

http://www.optionistics.com/

Reasons for bearish diago fly: 1- Vehicles goes down IV goes up, diago benefits from increased IV 2- Short legs decay much faster than long legs 3- Better execution on far itm and otm legs on monthly than on weekly because spread is tighter (for far itm and otm, not for atm).