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I agree that I need to lower volatility but I haven't figured out a way to lower DD. and that's my main focus these days. still, this strategy has been working great for me.

10% DD is not target but that's what happened past couple of years. of course I would like to lower dd, but I felt this strategy needs this much dd to generate sizable return. anyway, thanks for the reply.

Just wanted to share my trading real time here. trading style: medium term trend following(up to 2-3 months holding period) trading size: up to 2 ES contracts per 100K I only enter/exit position at EOD except when significant market drop(more than 3%) happens before close then I trade...

Maybe one or two every year But i change my system parameters every morning to be adaptive and it's been working pretty well for me

When I first started automated trading, My system put stop order and profit target order altogether when entering a position. After changing that, my system performance dramatically improved. It could be just random variance, but It appears to me that making your stop order visible early...

I've been running automatic strategy on NQ for the last 3 weeks. There have been 9 trades total and all of them are winners!! All my trades are intraday only and usually target 10 points profit in NQ so, I wanted to ask fellow automated traders, what are your longest winning intraday...

Decided to start journal here. My trading system NQ/YM pair swing trading(3NQ+2YM) plus 1 NQ for example, when I am net long, my position could be 10NQ long 6YM short Holding period: 1day - couple of weeks. Trading is only done at market close. I will try to post real time.

And many Japanese are willing to give up the money if the country is in financial trouble. In worst case, all they need is simple statement from Emperor. "This country needs your coorperation" Japanese debt problem will disappear overnight.

NQ up 0.9% ES 0.5% YM 0.4% you need to divide this into two groups of pair NQ/ES and ES/YM now you have two numbers 0.4%(0.9%-0.5%) and 0.1%(0.5%-0.4%) and you are basically betting that these two numbers will converge sooner or later. in order for 0.4% to decrease, you short NQ and...

I don't think you need that many NQ contracts for this. it depends on each future's gap. for example, at the open, let's say NQ is up 0.9% ES is up 0.5% and YM is up 0.4% you are betting that NQ/ES will converge relative to ES/YM so, you would have 3 open positions: NQ short, ES long...

I've been reading pair trading related posts on ETrader site and wanted to ask question. Anybody thought about intraday three way pair trading method? For example, let's say there are three highly correlated stocks, ABC. At 9:30 AM, A is up 0.9%, B is up 0.3% and C is up 0.1%...

A friend of mine is successfully running this model. Key is giving newbie traders proper stress environment. The more they eager to make money, they tend to lose more.

just an suggestion. Even if there is edge that can be easily educated, it is really tough to train new traders in short time frame. because trading is hugely influenced by psychology. so here is suggestion. It is called reverse trading. 1. develop simple trading interface that has...

develop an order entry system with only market buy and market sell. market sell is actually "market buy" and market buy is "market sell" Hire anyone with no trading experience and let him trade as he likes. tell him it is ok to lose money You can monitor his P&L and see what happens.

I started to feel sorry for him, seriously.