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I was specifically referring to ES contracts' $12.50 per tick.

I'd rather not disclose the details of this system, however: Would any of you be interested in collaborating on a system here on ET with full disclosure? I would be willing to run the stats/charts thru tradestation.

Half brag half educational: This trade was worth 41+ points for me. Signaled short Friday at 919.50.

Those of you familiar with Tradestation, what is the proper about to include for slippage? $12.50 per tick? Or does this calculation assume the 12.50 I I need only enter 1 for one tick 2 for two ticks etc.

swtrader: I would not wish day trading on my worst enemy. I continue because it suits me... barely. Trading is the absolute hardest thing I've ever done in my life. If you haven't done so already, I urge you to consider "sophisticated investing strategies" instead. especially if your goal in...

Out of curiosity, how long do you folks hold your trades? I know that for some, it's tough to nail down a specific time frame... For example: My mechanical system ranges in hold time from 5 minutes to several days. You're contributions are always appreciated.

I've learned that lesson way too many times myself.... Sounds ridiculous that the hardest part of trading is following your own rules! Good luck aphex.

Ha ha ha.... I know, it's too early to be counting my eggs, but I couldn't resist! :D

Be carefully with inexpensive T1 vendors. Usually you get what you pay for: "Cheap" T1 vendors may also hook you T1 line onto a shared internet connection like DSL and CABLE companies do. There are two sides to a T1 internet connection: 1. The data transport, hopefully running at the full...

In my experience VIEWSONIC are dependable, but not highest quality. EIZO is the way to go if you can afford it.

Thanks for the input and offer liquidtox. I use only 2 criteria + and exit. Tested on NQ & JP also. similar results. Lesser performance from different time-frames. What does this mean if it works on 10min but not 5? Etc.

I have not done any optimization. Took my tape reading criteria and tried to quantify it.

And the rest of the summary:

OK here goes... summary report:

1.) This is about the 3rd incarnation of this system applied to TRADESTATION. It's my first time backtesting via software. I used to just keep detailed logs in EXCEL... 2.) Stats to come... 3.) Oh, as you will see the actually gross is just shy of $30K, not $20K. Didn't want to sound too...

I used to scalp. Would not attempt that on anything less than DSL. Cable can have too high latency. T1 and Frame are nice... and expensive. I use T1 for one reason: dependability. My circuit is monitored in real-time. If something goes wrong the telco knows about it before I do. By the way, I...

I propose this question with sincere respect... Mechanical System trading critics: I have constructed a system (in Tradestation) and backtesting shows $20K return last year on one ES contract. 900 trades = $4,320 in commissions via IB. Trade volume is consistent indicating no...

I have used the NETOPIA R5320 for 2+ years and love it. Pretty easy to setup. Fract-full T1 or Frame with 56K backup. http://www.cdw.com/shop/products/default.asp?EDC=231735

By averaging down when you're in a slump... aren't you compounding your losses? I try to increase size after a loosing day/trade/week and decrease size after a winning streak.

Well said Sempai.