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Thanks everyone for the replies! psytrade and jimbojim, I was using an approximate 2% risk per trade given the average size of a trade (normally between $150-200), so I don't feel like I was too undercapitalized. jimbojim, the value was per contract, but I was trading 10 contracts, so my...

I have a system that I've been using since January. In January, I backtested it on a few different markets going back a few years, and it was extremely profitable. In 2009, it was over 100% profitable. I went all-in in January 2010. To make a long story short (I posted on this many months...

Joovenile, I don't think you quite understand HFT. There are many forms of HFT. The type of HFT you're talking about with flash orders and subpennying bids/asks is only on equities, not futures. The ticks are too wide to do this kind of strategy and the order depth is too thick...

I think they are this dumb, and even worse, they think we're even dumber than them that we would believe them. Obviously they would want to murder him, but they fear making him a martyr, so they are trying to discredit him instead. Next, I'm sure they'll add child pornography on his...

I'm not an expert by any means, but it seems to me that the bond prices are moving, not because of fundamentals, but because of momentum. Even in 2008, it didn't have this type of strength, and pure fear doesn't seem to explain the ferocity of this movement. When people are scared, they move...

Warning to the bulls: I got my face ripped off on TBT, thinking that at some point this treasury rally would abate. Today was capitulation day for me and I dumped everything, so just a warning to all you longs, today could be the turnaround day, now that I have given up.

Thanks for the kind words. Yes, it definitely needs some tweaking. I'm of the mind, like what Mark Douglas says, that losses are all part of the system. But it's really frustrating to see the entire month of profits just disappear. I do think that limiting the number of contracts in certain...

I just had a huge losing day today. I was headed for my first very positive month since starting in January, and in 3 trades today, I got completely wiped out of all my profits for the entire month. I'm back to square one after 17 days. It's extremely, extremely frustrating. The thing is...

I'm still a newbie with all these concepts, so forgive my question but what exactly is the difference between zenfire and rithmic? My understanding was that zenfire is where I place my orders, and it sends my orders to the exchange. (I have to be honest is that I don't understand why I have a...

How did you get this e-mail? Did you sign up somewhere on ZenFire's web site?

I run a couple of automated trading systems through NinjaTrader 6.5. I trade once per day per market and I trade the US, Hong Kong, and German markets. I wish I could fully automate it, because it would mean that I wouldn't have to rush home from work, or I could get more than 5 hrs sleep...

I have an automated trading system where the weakest link is myself. I keep futzing with it, even though the data shows that it works over time. After I took 8 days of losses in a row, I found myself extremely gun shy, and the thought of losing, whether or not it was big or small, was...

Thanks, I'll look into this!

I was actually being tongue-in-cheek when I used the term "nefarious", but I guess it didn't come through in my tone. I believe that anything goes in the stock market, even illegal things like insider trading. After 2008-2009, I'm convinced that all the stock markets are essentially...

I think I tried cqg, but if I remember correctly, I found that the times for their tick data was to the nearest *minute*, not even nearest second. I've been using tick data from tickdata.com, they have a wide range of tick data for about $100/yr.

I thought the same thing, but as other people said, no one is looking to make money off my 1 contract (although this year, it seems to have been very lucrative for "them" :( ). It really is a couple of things: 1) too obvious of a stop, so maybe a bunch of people are at the same stop as you...

I trade the DAX futures, and often I see behavior that puzzles me and I'm wondering what the logic is behind the behavior. (I'm sure that this behavior isn't limited to just the DAX.) This will likely be a dumb question, but hopefully someone can educate me on this. Sometimes, I'll see the...

I see... interesting. Thanks for your response. This is different from what I see empirically, however, to me what you say makes more sense than what I see.

This is a bit of a basic question, but what exactly is the time range of an OHLC bar? If I am using 1 min candles, and the bar is 1:00am, does that mean that all the data contained in this bar is from 12:59:00.000 am to 12:59.59.999 am? This is apparently the time frame that Ninjatrader...

Would those 10% circuit breakers that the exchanges implemented help any crashes? I know it would slow things down, for sure, but if there was some really catastrophic event, I wonder what the charts would look like if there was a big flush?