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If the symbol is the same, how do I tell my broker which one I want to trade?

I just looked but I don't see how to tell if it's pit or electronic. I'm not sure which symbol to use with IQFeed. I figured GC would give me the pit one.

Futures have more leverage.

I'd like to trade something more liquid than YG & ZG so I'm thinking of Comex gold. Can it be traded electronically? So far I've just found GC but I think that is the pit contract.

Thanks everyone for the replies, especially the link to futuresindustry.org which is exactly what I was looking for. I agree with the previous post that one should calculate it themselves. I just wanted a starting point. This is more for curiosity than anything else. I trade very small...

I'm looking for a list of the futures contracts with the most volume. Doesn't have to be indexes, can be energy, financial, anything. Worldwide. If anyone has such a list they'd like to share thanks in advance for sharing it.

I tried trading someone else's system. Was doing ok and then I took a huge hit that wiped out all the profits I had with it. This was in September BTW, before the big crash. I then typed in all the trades they reported for the year and looked at the performance. It was totally different...

The problem is we never know when it will have a big draw down or stop working all together.

I'm currently using IQFeed for historical data. They're ok except for the fact that their historical data doesn't go back very far. 2005 or 2006 and I'd like to get data going back much further. What other options do I have? What I like about IQFeed is that you get delayed historical data...

Hi I work in IT too. 1 - I am using Ninjatrader and I'm very happy with it. So I suggest starting there if you know C++, C# or Java. 2 - This is a bit more complicated, my experience is all the published systems that I've found either don't work or they give so few trading opportunities...

After running more optimizations to try and find out why it wasn't working, I determined that NQ & ES use very similar configuration (stochastic thresholds, etc.) however YM is a bit different. When I found its optimum values, then the test is positive although it doesn't perform as well for YM...

Well if we're in a bear correction in a long term trend then in the intermediate term we're in a bull rally. So I'd use the bull market parameters. The trick is to identify when we transition from one to the other. When S&P breaks its last high (I think around 900) then we'll be in bull mode.

I have thought about this, but then I thought I could optimize it for the bull market and bear market and then trade the strategy optimized for the current conditions. Wouldn't this be more efficient than trying to find a strategy that works in both bull & bear markets?

This is a very good point. I observed today that one variation had 3x higher drawdown than another. Reducing drawdown is very interesting.

You bring up good points. I have 5 variables. For example, one is the Bollinger Band period and another is the BB width. Actually Option 2 didn't really add a criteria, I think I mispoke. What I did was replace a criteria with another one that is more specific. What I find is that I can...

I ran across this situation while backtesting a strategy I'm working on and I'm currently debating which option to trade. For example I can set the criteria really tight but it gives 2 trades a month. I can set it really lose and it gives a trade a day. The challenge is to find the optimum.

Ok, I made a mistake. The R/R ratio shouldn't change between Option 2 & 3: Option 3: Win Rate: 70% Reward/Risk: 1.5 Profit: $24k Trades: 100 Avg Trade: $240 R/R ratio is simply the sum of the wins / sum of the losses. I know it's inevitable that some may feel the need to show they...

Let's say you have a strategy which is positive and just for the sake of argument this strategy has (and I'm making these up so they may not be 100% correct but you'll get the idea): Option 1 Win Rate: 60% Reward/Risk: 1.25 Profit: $25k Trades: 300 Avg Trade = $83 Now let's say you...

I agree on backtesting. But I am a programmer so it's much easier and quicker for me to work out my ideas (and more importantly to rule them out) programming them and backtesting them. I think if a strategy backtests ok it might work in the future. But if it backtests negative it probably...

I have been investigating SPM and earlier on I saw a post where someone backtested it and they determined that their implementation of the SPM strategy (which may differ from what others are doing) worked really well in the current conditions, but didn't work in the past. So I tried writing...