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I have 100 million dollars. Where do I sign up?

In case anyone is interested I am done with this system. The performance this year has been shit. The DD IS terrible, it was only tolerated because the expected return was good. Not so this year. What kind of reasonable DD profit factor and other factors should I aim for? I really value...

As a young man in his 20s I go to the doctor very rarely (about 5 times in the last 2 years) and only for very minor things that are in fact covered my employer insurance, which costs around 200$ a year.

I'm lucky enough to live in a country where there's affordable and public healthcare. Not everything is paid for here and there are always those who abuse the system. However, I am glad that in this country, entire families' lives aren't ruined because of a freak accident or some disease...

I already ignored that guy. I scanned his history...all negative condescending posts about how everyone is wrong about everything.

Him and Jack Hershey in the same room... I got my popcorn. Also I don't like popcorn...maybe I should be in that room too?

I know this, which is why I try to keep it as simple as possible...but can you extrapolate on that? Empirically, how would I actually "use caution" to avoid overfit? Thanks.

Well I would partially agree with you. I do eventually want to lower the leverage but right now being undercapitalised I need to take slightly more risk. I mean 20th percentile + cushion isn't that bad anyway........

Thanks. Definitely gives me something to seriously think about.

Margin is really low and irrelevant really. I mean if you trade one contract for 400-500$ ur crazy or a genius. 2 x Max historical drawdown is about 10-20 percentile...or in other words max historical drawdown is about 2500-3000...20th percentile Monte Carlo result was 4000.

I am able to answer some of those questions partly due to indiscretion in the past, partly also I don't know the answer to a couple of them: LIVE max DD has stayed within backtested results backtested over 5 years worth of data. holding period is on average 1 hour. averaging ~0.7 trades...

I'd rather be safe than sorry. That's why I use 20th percentile...the extra cushion is always good.

Yes that is correct.

For a $5000/contract ES setup: max dd = 4000 (determined after 10,000 runs in Monte Carlo sim where 4000 was at 20th percentile for max DD) expected profit per year = 50% of that 5000 (determined through 10,000 runs in Monte Carlo sim where 50% was around the 20th percentile for...

I think you missed the point altogether. The closing price for the same candle is different, regardless of what I call it.

Thanks for getting back to me so quick. I tried your method for both computers. No change at all.

Both were obtained within seconds of each other from the same program with the same feed in the same market. It was the close price that was different not the current live prices. I reloaded historical data from feed several times but discrepancy remains (1 tick).

Using Ninjatrader with Zenfire...on my laptop it says the closing price of the ES was 1677.25 yesterday at 4:00 pm but on my desktop it says 1677...same setup and everything...both updated. whats the deal guys?

This is entertainment gold right here.

Strategy is direction and volatility independent as backtested results were through turbulent 2008-2009 years as well as slower years afterwards. Performance didn't seem to deviate whether it was up or down market, high or low volatility. What I'm wondering is whether I should keep trading...