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  1. Q

    Scalping Vs. Runners

    If you can, that's great. "Usually" large spreads indicate the instrument is illiquid. If it's liquid with large spreads, it is "usually" very volatile and as such an HFT playground. I am not arguing against your success, just putting out my pre-conceived ideas to be challenged by people who...
  2. Q

    Scalping Vs. Runners

    I think this kind of scalping is long gone to the HFTs. Maybe some thin instruments you can still do it manually, but you gonna get run over sooner or later. Just an opinion. There's been some discussion here on what scalping is. I'm thinking in terms of micro momentum bursts and seeing how far...
  3. Q

    Scalping Vs. Runners

    OK, I understand what you are saying. I don't think we are talking about the same thing exactly. I agree with above for swing/trend trading (even some day trading). But if you are a scalper, you scalp. You do it with large size and small risk. Obviously, you need to have an edge where you...
  4. Q

    Do you need to understand where the edge comes from?

    I can't trade automated strategy unless I understand it's edge. Backtest results are not enough. This is just my psychological make up. As Van Tharp said, you don't trade the market, you trade your beliefs about the market. I can't trade something I don't understand. But I can appreciate when...
  5. Q

    Question for ThinkOrSwim Users ... is it me or does TOS bid lag Ameritrade Quote bid?

    I'm not surprised. Everyone is cutting costs. Why pay for infrastructure to handle peak volumes when volatility is so low. So once volatility spikes, everything breaks down. Sad part is there is nowhere to go. The industry is in a state where the worse it is for retail guy, the more money they...
  6. Q

    Do you need to understand where the edge comes from?

    @kevinkdog, I was hoping you would comment on this. I am no expert but it seems to me lots of people looking for data to give them strategies, while Imho one should come up with strategies and then have them validated/invalidated by data/backtesting. I understand there is no right or wrong...
  7. Q

    Question for ThinkOrSwim Users ... is it me or does TOS bid lag Ameritrade Quote bid?

    What is Ameritrade bid - web based Architect? Last week was awful on TOS. There was like 10 second lag in the morning compared to IB (which is far from the fastest). My level2 would catch up but charts/TnS would not update. Very disappointing. They are getting worse and worse.
  8. Q

    Scalping Vs. Runners

    Sorry, I don't understand. I thought when you have a runner you are playing with market's money ... You are risking unrealized gains only. The trade already worked out. What am I missing?
  9. Q

    Do you need to understand where the edge comes from?

    Sure, but a sequence of trades should realize your edge if you have one. HFT strategies, for example, have clear edge which can be understood(but not necessary realized). So when they stop working you can quickly tell that something has changed. If you don't understand your strategy, how do...
  10. Q

    Sim vs Real Money Trading

    And when do you decide to shut it down? When your draw down exceeds 2 standard deviation of your worst Monte Carlo simulation? I don't think there is a way to get emotions out of trading. You need to measure your cohonnes and trade accordingly, IMHO.
  11. Q

    Do you need to understand where the edge comes from?

    For people who develop and test their strategies, do you try to understand why it works? Fo example, your strategy shows great results and when you dig down you realize it was buying dips. So you say to yourself - great I have a good strategy to deploy in a strong bull market, but keep it on a...
  12. Q

    Scalping Vs. Runners

    I like to trade based on my equity curve. Grind/scalp up to some threshold, but try to catch runners after that. Nothing lifts your spirit like sitting back and watching the runner outpace your wildest expectations. Worth all the stop outs.
  13. Q

    How to Stay Calm & Collected when trading for real?

    You can't sim trade low float stocks. You must trade them live. Unless you write your own simulator and account for latency you will experience in live trading. I am assuming you're taking liquidity of course.
  14. Q

    Prop trading Firms

    I assume they trade US equities as well? On the site they say they are not scalpers. Can you share what their style is? Is it same across different instruments?
  15. Q

    Help me filter this list of trading books

    Common guys, we have a legit sponsor here @kevinkdog and no one mentions him!? Sounds like a good place to start. https://systemtrader.show/sts-006-kevin-davey-world-champion-in-futures-algorithmic-trading/#more-135
  16. Q

    A truly amazing EA

  17. Q

    A truly amazing EA

    I know nothing about MT. Yes code needs to be changed. Don't have to split along long /short ... Split along pairs. So your code will be something like: BuyPair( thePair ) If thePair is on paper list : FakeFill Else SendOrder GetPosQty( thePair) If...
  18. Q

    A truly amazing EA

    You don't need them talking to each other. One will trade longs and paper/sim trade shorts, the other will do the opposite. I don't think fills would be a problem. If they diverge for some reason ... restart.
  19. Q

    A truly amazing EA

    Sorry if I missed it, why can't you trade this in the US? You can't open two FX accounts?
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