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What does "works" mean to you?

If you are making a market in the eminis by trading 5 contracts, you are probably trading the wrong month. :)

I don't know what it is with Esignal and rollover day - but they seems to have some issues every time. Sometimes they don't rollover their "continuous" contract (the #F version) until one day after the actual rollover.

The answer is the same as it has always been - you rollover to the next contract at the open on the Thursday before the current one expires. Period.

Yes, the contracts always rollover the thursday before the week they expire as far as volume goes.

I hear ya. Maybe with 90+% of the people who mainly use "non-radical" methods fail, I figure it's best to stay away from anything that makes sense in the old fashioned way. :)

Sure, that is possible. Like I said, I have no idea what the edge is here - if there is any, and why it works - if it works. As someone else mentioned above, maybe the edge is that is forces a strict discipline - and that removes many of the things that cause bad trades.

Isn't that a bit contradictory? Maybe when to trade is 9:33, 9:35, 9:38, etc... - no?

Because the e-mini is 1/5 of a full contract (SP). SP is $250 a point.

Looks good too me. If your charting package marks the bars with the time they start, then the first bar on the chart would be the 9:30 bar - the 9:33 bar would be the 4th bar on the chart. If you charting package market the bars with the time they end, the first bar on the chart would be...

If I had a dog, and if the dog could trade in a way that gives me what I'm looking for, I'd be all for it. Why not? :D

I'm not saying entering at those times IS NOT putting the probability of a winner in my favor. It seems that it does, but I can't tell you why it does because I don't know why. And if it does, it does, no matter if I can explain it or not. :) Lets say I have two indicators - one being...

Exactly. This type of system forces a exact discipline. It also had other benefits - if you know exactly when you are going to make a trade you can be off doing something else and not worry about missing signals that could happen at any time. You know up front exactly what the possible...

You see, I don't really buy the "cut you losses short and let your profits run" thing. What does that really mean? Why isn't letting a .25 point profit run to a 1 point profit "letting your profits run"? And maybe some systems work better when they cut losses short and limit profits. I...

This specific method - today is the first day with real money. I've looked off and on for a while at doing something like this. Have noticed good things based on time but never really put anything together and down on paper with fixed rules. I've backtested it some by hand - and I see...

I don't have any reason other than it seems to work. And the system seems to give me all the things I'm looking for in a system (in my first post). Like I said, the time is just another indicator. I think if we ask most people "why" the enter the market when indicator XX says YY the...

I understand that - not trying to argue with you - but you can't really make a statement like that because you might not be doing exactly the same things I'm doing - that's all I'm saying. Just wanting to make sure your backtest is actually trading the system, thats all.

No, the entries are not random at all - they are at those specific times only. The decision to enter long or enter short at those times is based on something else - whatever you want. Stochastics seem to work well, but it really doesn't matter - maybe you'd find that the current TICK would...

If you can't see the trades the backtesting system is making - how can you tell that it is following the system?

BTW - There is no slippage with this system. All orders are limit orders, period.