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What is the draw down profile. Those 3-4% down months and then the 5 in a row are worrisome. Go one STD DEV off those in combination and it could turn into 20%-30% down in a 6 month period. Would you continue if that happens? I would like to see 2x gain months to loss months in both...

Last Century, I used to have a subscription. After 9 months the topics started being recycled. So I stopped. Good while waiting on a plane to catch. Sort of like listening to "market place", a good fluff read-listen

And the business model works! The OP is another 'client" who was an easy "fee".

Check the "starting point" or "open" and see what time that is. Is it just the difference of the sessions initial price?

I see several trade possibilities in the short term (10 bars). But I would not enter any of them until I saw HOW the bars are being created. Past 10-15 bars holding I would not be entering because it is in that 60/40 zone for a lot of them, along with an insufficient R:R ratio. Basically it...

Anyone know how to get a continuous ES on Rithmic for backtesting? @ES#C and ES#F both come up on Multicharts Desktop as "no Data"

Short 71.5 SL 77 PT 60 Out at near BE @ -2 ticks BTW: Algo has done 6 points in 14 trades over the past 9 days. Pretty slow!

Hi All, I have several strategies but want to do a real job measuring them. I am familiar with the basic measurements (wiki level explanations), but want to get a more holistic picture of: How to use them in combination. How they play off each other. How to apply them for different types of...

Markets will always be here. Take time off. Knowing when to take time off is a lost art. Practice often.

Running new Algo with a PF about 3.5. Averages about 2-4 trades a day and 4 point/day. MAE is about 8 points. This week: Paper-Live for Live testing-debugging Next week: Live on Ironbeam-Optimus with CGQ. Will report weekly results. Still need to find a BACKTEST ES data source for 5...

One key aspect the precedes CPI, is that you have to measure. Without measurement, there cannot be any knowledge of improvement. Most people don't know what or how to measure the internal mechanisms that lead to a final result.

Right on. The graph I posted is the "opposite", small gains and large loss infrequently, without getting into some crazy unrealized drawdowns, or worse, it needing a martingale rescue plan.

Of course, but the W/L ratio matters for not only the PL but also the drawdown risk. The MA cross method the OP wants to use is classic to work in trends but get chopped to death in a range bound market. So you get big gains on trends days and range days get many small losses. The trade...

No. They are liquid. Just have them send out a request for bids. IB is at 4.58 on cash. 5/5/23 I-bonds are WAY too small. If you want to do 10K or less type stuff, I would look to teaser rate CDs. A lot of time they are fed rate plus a kicker, but they limit the amount to under 10-20K The...

This is a terrible place to take a short. Look at the trends. Up trend is in neutral. Down trend does not exist. An up trend in neutral does not mean there is a down trend. Also look at the last two candles. It is testing a support level. It may not be THE actual support level but it is...

One could make it work. But the order placement, timing and position management is what make a PL grow without the big draw downs. The "strategy" is edge neutral. All the profit and draw down risk is in the trade management. It would be a good starter "strategy" to work on your...

Ditto but 4102.25. SL 98, was hit

This is an optimization that is not worth pursing.

So what is missing in your post is: What frequency of trading best suits you? Do your setups make a good fit for the above. I have seen people whose personality is best suited for short term trades, using medium long term setups and over trading. They try to have "discipline" but it was like...

The market is like the weather. You get what you get, but the immediate rain or the clouds or wind are just the effects. Those things are caused by humidity, barometric pressure gradients and jet streams, which are in turn caused by ocean currents thermodynamics, solar activity etc. I.e...