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Are you suggesting 30 tick stop slippage events are common in CL away from maybe news announcements? I've watched it for years and I can't recall every seeing something like that in the tape. If you have examples, I'd love to know about it. In any case, an event like that would cost maybe...

The average win in CL is about 8-9 ticks. Other than inefficiency from a commissions perspective, and potential liquidity issues, I can't see any reason that is a problem. Plenty of money has been made on single ticks as far as that goes.

At least.

Trading before work - I'm in MST time zone so I can trade until about 11:00 EST.

Already doing that - that's where the results come from. The question is whether there's a better option.

I'll take that bet - flip a RNG "coin" with the reverse of my win_size/loss_size ratio (41% chance of "win" on each flip). Do a run of 106 "flips". If you can find any run of 53 consecutive flips with at least 33 winners, I'll pay you $X. If you can't find one, you pay me $X. You game?

The trades themselves are pretty independent unless you believe some VERY odd technical theories about minute bars and tape ticks days ago driving current price. The confidence test used didn't require normality and in fact, assumes it doesn't exist (and it clearly doesn't in this case)...

I can't day trade during the work day and keep the job.

And I find it odd that someone setting himself up as an expert on statistics would deny that a 50-item sample could be significant for certain types of tests. A simple confidence test based off a binomial distribution will tell you that data is VERY significant - in fact the results were...

Those trades are representative, not comprehensive. The question is NOT whether the edge is good. I can evaluate that without your help, thanks very much. The issue is how to convert the edge to money assuming it is good.

I have an good edge in scalping certain futures - ES and CL for certain and it's probably portable to GC. It doesn't appear to work in the rate complex. Theory suggests it might work in other places, but I don't know for sure. The basic nature of the edge is a custom coded indicator I would...

Sell to close 6J at 0.010212. Nominal profit $625 6E was stopped out earlier today.

Stopped out at 1.3680 on the 6E position. Back in long at 1.3646. Stop 1.3620 Still in the profitable 6J position.

Long 6E-12 at 1.3712 @9:45 PM MST Stop 1.3680 Both 6E and 6J positions open at the same time.

Long 6J-12 @ 0.010160 @ 9:09 PM MST Stop 0.010120

Here's results to date. They've been positive since the last update, but not nearly as good a PF. The system definitely mis-played the unwinding of the shutdown, which is a point of future improvement.

Exited 1763.25, nominal profit $200 $195.98 after commissions. Allmost certainly too early, but I'm going to be busy this afternoon and don't want to watch it.

OK, conditions are good again and we're back! Short ES-12 @ 1767.25 @ 8:35 MST, stop 1776.25 Edited to add time zone

Moore's law is shot to hell. There's two problems: 1) even if you had more transistors available, that doesn't really equate to being able to compute faster for most problems. Only problems that parallelize easily, and where someone (or some compiler) has done the effort to parallelize...

Sell to close 434.25 @ 6:02 AM MST Loss 62.50 nominal, 67.86 with commissions.