Search results

Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5404.50 Misc Charges: -25.79 PnL Today: -89.26 PnL To Date: 1391.46

Sorry, I just saw your question. I actually developed this system to trade the ER2, but I picked the YM to trade live because it gave me a better chance of surviving with a smaller account. If I had started out with a larger account I likely would have made a different choice. Here are...

Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5248.02 Misc Charges: -25.79 PnL Today: -154.26 PnL To Date: 1234.98

Bah, you're no fun ;) Thanks for the thread. Its made some good reading.

I think I live nearby. Would you be willing to let me spend a day watching you trade?

Dustin, would you mind sharing a bit of insight about how you entered this and about how you enter trades generically? One of the things I have difficultly with is how to put on the biggest positions for the trades that go my way. I can get as large of a short position as I want when there's...

I almost forgot to post this. And sorry about the frankenblotter. I had to piece it together since IB rolled the realized P/L before I captured it. Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5402.28 Misc Charges: -25.79 PnL Today: 95.74 PnL To Date...

Merry Christmas everyone! Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5306.54 Misc Charges: -25.79 PnL Today: 160.74 PnL To Date: 1293.50

This is what happens when you increase your position size on the same day you catch a stop on a wide range day. I keep telling myself going from 2 to 3 will be easier. And 3 to 4 will be easier still. Haha. You have to be really sick to trade something like this. Product Traded: YM H8...

How about if they are all very good at what they do, so they have independently developed very similar algorithms? One likely explanation is that they are all tracking some other highly correlated security (like an index futures contract), and when that sees some selling, they get less...

Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6114.32 Misc Charges: -15.79 PnL Today: 230.74 PnL To Date: 2091.28

Product Traded: YM H8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5883.58 Misc Charges: -15.79 PnL Today: 320.74 PnL To Date: 1860.54

You don't need historic level 2 (market depth) data to create volume, range, or tick bars. All you need is tick data. I purchased data from anfutures and it is very good. I bought the 1 minute data set from them, so I can't comment on the quality of the tick data, but I believe it was taken...

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5562.84 Misc Charges: -15.79 PnL Today: 485.74 PnL To Date: 1539.80

A few weeks ago I needed a new laptop in a hurry because I had to leave town on short notice. They didn't have any XP machines, so I went with Vista. And... I love it. I was really prepared to absolutely hate it, but I just don't. User account control is the best, and the first thing I...

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5077.10 Misc Charges: -15.79 PnL Today: 260.74 PnL To Date: 1054.06

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 4816.36 Misc Charges: -15.79 PnL Today: -34.26 PnL To Date: 793.32

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 4850.62 Misc Charges: -15.79 PnL Today: 680.74 PnL To Date: 827.58

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 4169.88 Misc Charges: -15.79 PnL Today: 350.74 PnL To Date: 146.84

Product Traded: YM Z7 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 3819.14 Misc Charges: -15.79 PnL Today: -364.26 PnL To Date: -203.90