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Another aspect to consider, even when you get in the 10% profitable, is the amount of capital required to make a living. If you think making 100% (before tax) a year is easy, or even doable, just use that to assess what capital you'd require to make a living at that performance level. Add...

Results for the week ending May 23rd: (live accounts, 1 contract each) - Basic TM: 1 win ; no loss ; net +195 - Alternate TM : 1 win ; no loss ; net +195 Both trade management options are making a new "all-time" P&L peak. The preliminary v04 that I run on sim went long yesterday at...

FWIW, in 1987 Larry Williams won the WorldCup Championship of Futures Trading with a whopping +11,376% This is an average +19.5% per week, compounded. Did he maintain that performance level for even a second year? No. But still, he proved this level of performance can be done by an...

It all depends on you trading plan, and ability to execute it perfectly. Now, from your opening post, shooting for 1:1 w/ a 10-ticks stop in CL is, IMHO, a recipe for failure. With a 10-t stop, your entry must be with the immediate price direction, so you are getting slippage here already...

If you are using CalculateBarOnClose = true, then time a 1-year backtest and see that its duration is insignificant vs the 1-year duration. If you are using CalculateBarOnClose = false, hence processing every single transaction, on a large enough number of markets, you might start having...

Results for the week ending May 16th: (live accounts, 1 contract each) - Basic TM: 1 win ; no loss ; net +225 - Alternate TM : 1 win ; no loss ; net +265 Both trade management options are making a new "all-time" P&L peak. I am now actively working on CL151 v04 - it will bring 1 new...

I have a trade idea for you. I am pretty sure it will reach your goal, although possibly not instantaneously: Short 1 CL futures, and stay short (rollover when necessary) until your broker closes that position as you no longer have the maintenance margin. Short again 1 QM futures, same...

Just get "BetterThanDefault" compiled, then backtest your strategy using that filltype instead of "Default", with 1-tick slippage - You'll see immediately what I am talking about.

This system averages $2.5 per contract per trade in backtest ... in my experience, it has 100% chances of having a negative expectancy when traded live. Assuming you have properly configured commissions & slippage for backtest, you are still exposed to NinjaTrader not accounting for the...

Results for the week ending May 9th: (live accounts, 1 contract each) - Basic TM: 2 wins ; no loss ; net +740 (+515 / +225) - Alternate TM : 2 wins ; no loss ; net +740 (+585 / +155) Both trade management options are making a new "all-time" P&L peak.

I'll answer that as a genuine question. The purpose of offering/selling trading systems is twofold, just as is the purpose of a CTA or a Hedge fund or even a Mutual fund in managing OPM: - the first part of it is to make money - the second part is to offer other people access to a product...

I have updated the backtest results for all 3 systems up to May, 2nd 2014. For CLAlwaysIn, this is using v53, which introduces 2 new patterns For CLSelective, this is using v12, essentially unchanged on the performance front For CL151, this is using v03, tiny change in the alternate...

CL151 had a solid month (April 2014) - the results below are for trading 1 contract. Basic TM - "official" results (backtest, 1 tick systematic slippage on entries + same on exits) 15 trades ; 11 wins ; 3 losses ; 1 BE ; net +1325 Basic TM - public live results (as tracked by RAPACapIntro) 15...

The basic strategy would be to forget about trading yourself, and focus on finding good money managers or off-the-shelf trading systems to trade your risk-capital.

Results for the week ending April 25th: (live accounts, 1 contract each) - Basic TM: 4 wins ; no loss ; net +780 - Alternate TM : 3 wins ; 1 loss ; net +810 Both trade management options are making a new "all-time" P&L peak on the last trade. The attached pics are this last trade of the...

You really like living dangerously, don't you? :) Leave NinjaTrader DB alone, use your own files or your own DB if you think you need a DB. Cheers Dominique

The high-level idea: In OnTermination(), my strategies take note (in a file) of their current position & open-orders, then cancel all open-orders. When restarted, the strategies restore their current position (I do that using a MKT order while in Historical, and I make sure I don't issue any...

As long as the current strategy instance is running, there is no reason for an IOrder to "disappear" (you wrote my order object is null after reconnect). If your strategy instance is terminated, and a new instance is started, then the new instance *cannot* access orders placed by the old...

How many actual reversals per day, vs how many actual pullbacks before another leg of the existing trend? If you want to trade reversals, you'd better get a lot of stats on where when & how they appear ...

Results are in USD, for 1 contract