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I wish you guys would just post something meaningful for once or just STFU. RoughTrader

The idea behind fixed-ratio position sizing is that every contract should perform an equal amount of work (profit return) before position size is increased. It is equivalent to starting with, let's say, 1 contract in 1 account, then at a later time opening a new account with the profits and...

Yep, I hear you. I've found that cutting some loose and letting the price manage the rest of the trade is also very profitable. However, I found that not scaling out tends to be even more profitable in the long run. If a trade was infinitely profitable over an infinite amount of time, taking...

In my mind this sort of position management looks ideal. I had it in my mind that using two profit targets with a break even stop active when the first target is a sure-fire way to mitigate risk and lock in profit. What I have found in my backtesting is that this is actually detrimental to...

Let me guess, you actually think that a transaction has to take place for a commodity to decrease in value. Let me put it this way. If 5-year-old Jimmy's lemonade stand is selling dixie cups of momma's good 'ole fashioned at $5 a pop and no one's buying, you think Jimmy might consider...

Have a look at fixed-fractional MM. RoughTrader

Oh boy.... I need to get back to my trading and stop messing around on these boards. RoughTrader

Which only reinforces the fact that you are wrong. RoughTrader

This line of reasoning is also flat out incorrect. RoughTrader

This reasoning is flat out incorrect. Markets move through buying and selling force. If everyone thought the market was overbought and stopped buying, it would stop going up. Plain and simple. RoughTrader

Thanks for all the replies, guys. I'm aware of ntp protocol, and have my windows machines sync'ed to time-a.nist.gov. I still notice about 20 to 30 seconds offset between windows time and IB TWS's time. IB TWS's time i noticed is synced down to the second with TradeStation's time. Is...

*Yawn* this kind of strategy is a pipe dream, pure and simple. If you backtest without slippage, yes, you'll find it very profitable. but you WON'T get the fills on ES. The order flow in ES is set up so that by the time you enter your limit order, there are hundreds of contracts waiting to be...

Hi all, I'm wondering if the CME has a time server that allows you to sync your computer time with the exchange time down to the second. One of the annoying things to deal with (particularly with ATS deployment) is the time offset between the computer and the exchange's time. RoughTrader

hehe, that's an interesting coincidence. Good thing I don't trade options! RoughTrader

There is nothing wrong with going with TS as long as you're not a rapid-fire scalper. I use it for swing and position trading, and it can be used intraday as long as you are careful to model the slippage accurately. RoughTrader

You'd be surprised how many baby boomers are facing retirement with not so much as a penny in savings. Not everyone is a successful futures trader who makes $50,000 per trading day. People are generally poor. RoughTrader

I was going to post a comment but you pretty much summed it up for me Kohanz.... RoughTrader

Thanks, needed that. RoughTrader

Speaking of the data outage frost experienced the other day, has anyone else noticed that the IB quote for ER2 is stale? I'm seeing the last price stuck at 792.5.... RoughTrader