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Attain ECN gives 0.003 per share for adding liquidity, the highest payout to my knowledge..is anyone using this ECN for rebate trading? Does the fact that it is an ECN with low volume compared to ISLD and ARCA affect this type of trading? Also does anyone know any good brokers that provide...

Did most of the profits come from one or 2 huge winners..that could be a weakness.

Good point, Murray, about requiring a trade through your price to record a trade when backtesting. On some occasions (though rare) a stock can even trade through your price and you would not get filled (NASDAQ currently does not have a trade-through rule).

Thanks for your reply, nononsense. Perhaps i was not clear in my original posting. Let's assume the system is historically profitable and has no probability of driving you toward bankruptcy. When you start trading the system in realtime, you still dont want to start trading it with your full...

Thanks guys, Electric: can you elaborate on what you mean by FRM tamed version please? Is this the technique you actually use to ramp up your size as you start trading a new mechanical system? Prevail: Fixed ratio looks interesting. Do you have any actual experiences using this technique...

Hi all, I would like to get some feedback on how to size my positions when starting to trade a new mechanical system which is historically profitable. I want to start trading the system but dont want to get hit with a drawdown that may be hard to stomach early on. Assume a 100K account with...

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