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1 year ago: go long, post up big size on the bid and drive price up into your offers. if you had posted up big size and it was about to get hit, you had time to cancel today: post up big size -> get hit instantly and shit your pants (no chance to cancel) that was the style that some swift...

What you're talking about here is called Profit Factor. This would be a profit factor of 10. You are god-like if you can achieve this through a system. It's like playing blackjack and winning 10 dollars for every 1 dollar you "loose". PF = net won / net loss It's not just about the end...

So doubling your net in one year with a couple of 50% drawdowns in that time would be considered okay for you? I could possibly double my capital tomorrow.... but at the risk of blowing out.

I'm not up to date with the current Visa rules, but 9 months ago when I was there you were only allowed to stay a total of 90 days for every 6 months. So you would have to stay 90 days, then leave for 3 months, then come back again. The only other way around it is to get a work permit, a...

Is this a serious question?

Great site! Thanks for the link.

I don't mean to hijack the thread but I have a Q. I have zero knowledge when it comes to databases. I currently store all my tick, minute, and daily data in plain text ASCII files. When I'm backtesting using software I wrote, the majority of the time spent is loading in the data (probably...

I think she meant profit sharing prop firms like Swift.

Wow, so coooool. What a hip name. Sign me up! not. How exactly is it "1000 times more powerful than limit orders"? Does it work in big orders using sophisticated algorithms designed by your amazing programmers?

I lived in Thailand for a couple of years. I found the G3 connection from your cell phone to be pretty reliable. If you have the proper type of phone you can connect it to your USB and use it as a backup (I had a Nokia N70). All you need to do is pick up a SIM card for about 7 dollars and...

here's an ideal example of an intraday falling knife. too bad they weren't all like this :D

I also love intraday falling knives. I scan for them and when I get a signal, market in indiscriminately! Theres no better feeling than catching the bottom of a long tail. Shorting shooting rockets don't seem to work as well though so I don't bother with them.

Are they hiring right now? A friend of mine wants to know...

Actually, I meant to the version of me that existed 1 hour ago. I just love myself THAT much.

I would go back 1 hour and make sweet love to myself.

Your computer will be more than fine. At this very moment I'm running sterling with a couple of charts with T&S/L2s and taking in an API feed for 300 stocks running 5 automated strategies which require a great deal of calculations.... and all on an old 1 ghz centrino 11 inch tablet with 1 gb of...

Thanks for the charts Tums. Good info. Surfeur, it's the max a position goes against you and for you before you close it. No calculation. As for the ATR, it improved my profit factor (4.9 to 7.2!)/ percent gain per trade/ win ratio/ etc. There is only one variable I can change in my...

Thanks. I'll check that out. By looking at my MAE and MFE charts, I decided to test entering into positions at +2% and -2% for the data set above (2007, 100 of the highest volume stocks). Profit factor for positions taken at -2% was 8.2, and for +2% was 3.3 (original at 0% is 4.9). About the...

I completely agree. But this system looks only at the current days data and makes a decision. I wouldn't think that a position taken at 10:30 would have an ideal exit at 15:55. Know what I mean? The system isn't fitted because the entry can't really be optimized. There aren't any variables to...

Yes you're right. I was going to include MAE but wanted to leave work early. Here it is attached along side with MFE vs Profits. Looks like I can maybe set a trailing stop at step intervals of 2. So if > 2, stop at 0, if > 4, stop at 2, etc. I'll see how that works out. Thanks for the input.