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Frankly, I am looking forward to the time a major blow-out will happen out of this, since it will only be under the most extreme circumstances regulators will take action. CME/Globex has pretty stringent rules re. number of orders submitted vs number of contracts transacted ... of course...

Would basic supply/demand not apply? I mean, if there is little interest in a particular market, it is more likely to be price erratically. In your examples, how did the open interest & volume traded compared?

All systems, automated or not, fail eventually. There are 2 associated issues: 1) how does one detect the failure of a system? I will argue here that it is easier for an automated system, as the execution is systematic, error-free, as a result one can monitor the system performance from...

Trading aspects which I find "hard" (ie. I am performing below my expectations): - identifying & validating possible edges - programming setup ideas ... dealing with all kind of noise, variations, taking context in consideration ... - testing ... reviewing 1000s of trades one by one (the...

+1 if I can add to that ... markets are inherently uncertain, as a result you cannot predict the outcome of the current trade - never. Once you are 100% convinced of this, the next step is to understand that if you have an edge (a trading method with a positive expectancy), and money...

Have you tried inverting the other filter & test your new filter on the 170 setups that are currently discarded? I would expect the "good" part of the new filter to perform better than the "bad" part on those 170 setups, even though "better" might just be "not as negative" in that case. I...

I doubt the 30 samples heuristic applies to trading, especially to backtesting. But your filter impacts 35% of the setups, and it appears to be stable throughout the backtesting period, this is good. What is somewhat contradictory, is that despite you believe the filter to be based on a real...

It still sounds like you have not verified the performance of your method on a large enough sample of setups (500+), and as a result you do not trust your own method. If you did trust your own method to be profitable in the long run ... you would know that some trades are going to be...

Why are you handicapping yourself ... is trading just too easy for you? Seriously, fund your account properly, and trade as you should. If 4K is what you need, then wire an extra 1.5K (you started with 2.5K, right?) and stop making excuses. No disrespect, just common-sense. Have a great...

1- do you have enough setups in the "bad" part of the range to think it is statistically significant? 2- how stable in time is the performance in the "bad" part of the range? BE overall means little, for example it could have been negative in the 1st half of your backtesting & positive in the...

If it wasn't for Brett Steenbarger's "Enhancing Trader Performance", I might not be able to answer your question ... but I read it several times, in this light it is "obvious" that you are missing a trading system with verified (by you) performance, a system that you would really trust & trade...

Re. SET ws Last Trade price, I suspect this is not a platform issue, but a datafeed one ... some datafeed report the SET instead of Last Trade price for daily bars, which makes sense from an accounting point of view (SET is used for Mark-To-Market reporting). In most cases, the difference...

I'd guess that 80% of the 90% give-up within 6 months, so it doesn't change much for them - at least on their resume.

You are absolutely right, however it is not about economics, it is politics only.

I definitively pay attention both to Day of Week & Time of Day ... actually in conjunction. It is obvious that some time windows are better for some strategies & worse for others. Over-optimization can be avoided, but for this the filter must have a large enough impact (number of trades)...

A correlated question you should ask is "and how long will it take me to get to a point where I can consistently make money trading" and another one is "what are the chances of it happening for me" Starting with the last one, you'll find different figures depending where you look / who...

With the right data-mining tools (which I understand you do have), it should be easy to find if this is statistically significant or not. Why don't you share your preliminary results? This might prompt a deeper discussion.

I would suspect the Day of Week has a meaningful impact on the trade outcome ... specifically, in a bull market, you'll probably see price going lower Monday / Tuesday (more losers on these days), then going higher the remainder of the week (more winners on those days) ... and the reverse in...

I see 2 sorts of opportunities for "ideal" pullbacks: 1) "strong" trend - how one defines a "strong" trend isn't the point ... the point is, an "ideal" pullback is one which leads to a new leg for that trend with a very high probability. As already stated, in such conditions pullbacks are...

I think you should provide guidelines so that most answers interpret "consistently profitable" in a compatible manner. Also, what about traders doing both discretionary & automated trading?