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Yeah I guess that's overstating it. I generally believe the posters here if they appear to be a mostly sane individual that types in complete sentences.

Kevin Davey is a legit algo trader. He uses TradeStation. He made 160k in 2014 and 300k in 2015 according to his tax returns. https://www.tradingschools.org/reviews/kevin-davey-kj-trading-systems/ I have his book on testing trading algos. It's pretty decent for how to test your strategy for...

Good suggestion. I emailed CME and this was their response: Clearing Risk Management <Clearing.RiskManagement@cmegroup.com> Hello xxxxxxx, Margin rates are based on several factors, one of them being implied volatility, which has increased lately driving the need for higher margins. Regards

Haha yes, over 100% not 200%, my mistake.

Anyone else notice the required initial margin for palladium futures went from $4950 to $10,340 over the course of the last month? Did a bunch of retail specs get wiped out by palladium recently? Vol is up maybe 30% but nothing crazy. I'm not trading it right now. Made a few losing trades in...

Good book on basic backtesting and walk-forward analysis: For ideas on indicator setups/entries/exits, try searching for PDFs of Omega Research Strategy Testing and Development. Lots of good ideas in those.

Ah yes, that's true. My bad.

You're not a rookie, but three weeks ago you thought ES closed at 1:15 PM on Fridays. I saw your post before you deleted it.

CL front month, simple trend following strategy. I don't follow Al Brooks but I liked what he said about crude in Futuresmag a couple months ago: "The daily crude oil chart has been in a triangle for a year. There is, therefore, a 50% chance that there will be a bull breakout and a 50% chance...

If you're not optimizing parameters or rules for your strategy, then just a backtest might be okay if it looks good based on your original hypothesis. If you are optimizing parameters, then you should do some out-of-sample testing. Walk-forward testing is great if you have enough data. Even...

Haven't been able to come up with a strategy to trade the front month of NG. Seems totally random. One thing I did notice looking at the charts. Smooth price moves seemed to happen most frequently overnight Tues and Thurs. CL seems to make much more obvious trends so I'm trading that instead.

Which VIX instrument?

Not to nitpick, but it doesn't seem like a million bucks would be enough to crash VX futures. The inside bid/ask always has hundreds of contracts usually on both sides even in ETH. The current inside bid right now (6 PM central) is 631 contracts. You'd need almost 4 million in margin just to...

"The market behaves much like an opponent who is trying to teach you to trade poorly." -William Eckhardt

Yeah, not necessarily audited, just returns that someone else has verified. Haha, afraid not. I'm a novice futures swing trader with a small account. I can barely fund myself. I guess nearly all of the successful traders with 10+year records I'm aware of have been swing traders. Rentech and...

Any daytraders with audited 10+ year returns? I think a few of Market Wizards were daytraders but I'd have to flip through the series again to check.

Load up Barchart.com during the open and you can see for yourself the # of contracts on the bid/ask

QM moves exactly the same as CL, just has half the leverage. 6B has some nice swings. My last sim trade on that was an 11 day swing.

I think there's some confusion due to OP conflating exchange and market maker, when they are two different entities...

Great thread bbpp. I'm wondering if you have any knowledge on a strategy known as "HFT VIX Scalper" that was the #1 strategy on c2 until it disappeared earlier this year. It had a Sharpe of over 10. Here is a screenshot: It was a futures strategy so I guess that is out of your area, but I...