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I figured this out I believe: Thats the average daily return. Makes sense, i've done 66% over the past 11 months (.20 *330 days ) The one factor that does not matter, but kind of does... I was trading half size for the first 7 months of the systems existence. Just getting used to the...

"Is it a single factor model, ie just looking at price?" I believe what I do is multivariate time series analysis, I believe that is what it is called. I understand how markets move, in basic terms. The figures I posted are derived from IB, my brokerage account that clears my futures...

Its a futures system, directional based (not spreads). I place bets on where the market will go... Take profits and take losses...long short (ZN, ES, Currencies, Metals, US Energy complex etc) Average hold 2 hours to 3 days, no hold over the weekend. What else are you looking for?

If anyone cares... I'm trying to understand my performance over the past 11 months. I know how to google, and I apologize if I appear lazy. New system I designed. I understand some of the below, but I'm looking for a critique and to help understand my performance better: I know that my...

Sun Trader, After 1727 Posts on Elite Trader, your telling me you don't understand how "The Broker" "The Sell Side Analyst" is a market force where their goal is to line their pockets through transactions? I'm explaining Technical Analysis in it's purest form and the forces that influence...

So current price at the current moment is determined by ALL participants perceived value. Great. I'm enlightened by the term "Perceived Value" I propose, Price is quantifiable and can be predicted by understanding the following market forces: Greed of Brokers - Taking markets to levels that...

Perceived Value, I get it. But how do you define Perceived Value? I guess Perceived Value = Textbook Value * Average Temperature of the Earth ? I see exactly what you are saying, Markets will gravitate towards value. Very Simple, Very obvious. Why are Finance Professors not making 10mm+ a...

I trade 11 different markets, They all do the same thing over and over and over again. No difference. Bonds trade the same as NG, as the same as Pound, as the same as Platinum. I can show you the same thing in Bonds last week too, same exact move as NG. Over and Over and Over again ALL...

There is finally someone who knows how to play poker in the white house, especially one that understands he who has the most chips, typically gets what they want.

Let's look at an example, let's simply look at Natural Gas on Thursday and Friday of last week. Where did Natural Gas top out on Thursday? 2.98, I would argue there was big volume there. Where did it shake out the weak hands... Under 2.94... how was the volume there? Pretty sizeable. Where...

Manually Back testing: Although time consuming...I'm now an expert at pattern recognition. I can see things in real time and distinguish between subtleties in the market that most can't. TEST TEST TEST... IT PAYS $$$$$ Don't trade it unless you have tested it

The analogy is, if your at a card table and sit down with 500 bucks, and USA is sitting next to you.. They sit down with 20,000 bucks. Trump/USA can bluff and push people around as much as they want. "Trade war, Blah blah blah" Love the media panicking all day long. Trump is just...

If your starting to try to understand how markets move, focus on longer term charts. Daily bars 4hr bars etc. 5 min, 1 min... too short term in my opinion...too noisy. It doesn't mean that you can't trade shorter term in the future, but shorter term is harder in my opinion. I trade futures...

Handle, Thank you for the feedback. I will have to analyze what you wrote as well. I have fairly wide stops, and your question of how many go against me from the start is difficult for me to answer. Often my entrance is not perfect, so I would say 75% go against me by 20% of my max risk per...

Thanks for the feedback, it's great having someone take a look to see what potentially might make more sense.

Speedo, I appreciate the advice, I'm going to have to analyze this closer. That will require a ton of time to test. I manually test everything.... It has it's pro's and con's. Wins might be higher, but losses could be higher too.

I don't using Trailing stops. I use fixed stops, equatable to fix $ amount that is max risk per trade 1.8% of account roughly. Once I'm UP half max risk, OR half distance to winning target where I take the trade off, I then move my stop up to where I entered. This is a risk management...

If you look through this most basic lens, and this is before even trying to understand technical analysis you might become enlightened.... Market ecosystem is designed from these basic concepts: Large Traders/institutions Need Volume to operate Brokers need large volume to get paid and...

I love your name Sweet Bobby, it's just great, nothing else to describe it.

If Anyone cares... Curious out there, in particular the actual profitable traders what their Win Loss Matrix looks like. I've been studying mine much more in depth for 1 of my more profitable short term systems and it looks like this: During a Monthly period Losses 27% Wins 45% Flat*...