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Oh Thanks. I didn't know about the markets closing since I'm french. Is it closed 'til tomorrow? THANKS

Thanks. But there's the holiday calendar : 2006-2007 Holiday Calendar Thanksgiving 2006 Christmas 2006 New Years 2007 Martin Luther King Jr. Day 2007 Presidents Day 2007 Good Friday 2007 Memorial Day 2007 Independence Day 2007 Labor Day 2007 Columbus Day 2007 Veterans Day...

Is CME down right now on TS or is it just another bug from the latest build? Do you got ER2 charts? THANKS

ER2 is a beast. I definitely don't like it. You find some random system with a 1500 + ROA and 1.6 + Sharpe with say 1200 trades , and the minute you're going live , It just seems that you're trading the biggest losing system ever, straight down. That's the experience I had with ER2...

Thanks for these informations, RoughTrader.

Really helpful . I had never thought of it. Thank you very much, RoughTrader... Last question if you dare answer: What is the proportion of your orders that are filled as limit orders/ market orders? I suspect the number of filled limit orders would be very low for fast timeframes.

When you're manually entering your stop orders or using TS "send stop orders to the TS network" option( not working actually ), your stop orders are already in the book and are filled way before the market order that is sent when the level is reached. When I make the transition from manually...

Good question RoughTrader. Since frosty says he has almost no slippage, I suspect he uses stop orders. market orders would be about a tick per round turn. Limit orders would be an average one tick per side due to unfilled orders.Am I right?

Apex, who's your broker ? Buying limit orders on lows of bars and selling on highs is a difficult job...Neither TS, nor OpeneCry have such fills in my experiment... Seriously, if somebody knows a broker that permits it, I would grant him bottles of good wine from my country( France )...

exactly what I am thinking, but still trying to improve...

I have been making 0.14 % a day for the last 3 years, and I am really happy...

If you want a positive thing, I am still running one of my initial systems. It's still making 75% of the average yearly backtested results after 3 years...

Hello FrostEngine, Sorry to talk about a thing you may already know. When I start a system, I take care to have at least a capital equal to the margin + 2 times the initial maximum intraday Drawdown. Considering you daytrade ER2, you may have a DD of 2500 $ at least. If you obtain...

Hello, I am an automatic trader from France watching your thread for two weeks. Damn! You are just experiencing the beginning of a drawdown, it's not even the fourth of what a real drawdown could be!What did you make on the overall? Down 500 $ or something like that... Don't plan to...