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OK, I thought this might have been what you meant, but wasn't sure. What the other guy said about having to be relatively early in the book to get that kind of fill seems about right to me.

I use stop limit orders 99.9% of the time and the only time I've ever had a problem getting my exact price was in the couple of seconds after the release of the monthly employment numbers.

I don't think that rape is comparable because the victim may choose not to report for personal reasons and there is often gray areas involved regarding consent. If someone straight out steals your strategy (and, implicitly, your money), none of that really plays a role. Besides, I asked for...

It doesn't matter how many parameters the strategy has. What matters is how many parameters there are to choose the 10 from. If I can choose 10 parameters out of a set of 12 parameters, I may be able to get all 10 right. If I have to choose the right 10 out of 12,000 parameters or 120,000 or 1.2...

The potential number of variables that go into identifying the common scenario makes it practically impossible. Imagine trying to guess 1000 encrypted passwords and each password could contain any letter, number, hieroglyphic, ideogram, wingding, astrological symbol, etc. Even a supercomputer...

Anyone who's done this? Ideally I like to use stop limits to get me in and out and if I'm holding a trade after hours, I'll be looking to get out, since I don't initiate trades after 6PM ET. Since I'm not trading huge size, I figure that the front-month contract always ought to be able to get...

Once you understand how to set up an actual "context" for understanding the market and can do so repeatedly, some portion of the market's movements become predictable with a certain level of probabilistic certainty, at least with regard to the binary question "Will I be able to make a profit on...

I have no idea at this point. When it comes to actual trading, all I focus on is my strategy and everything else is just noise. The more I focus on just doing my own thing regardless of what others may or may not be doing, the better my results. So, either my focus is paying off and my...

That still leaves the question of when has this happened? If it is actually technically feasible, it should have happened to someone with enough capital to actually make headlines at some point. The closest thing I can think of is when Goldman was accused of doing something like this, but...

Actually, you can have it both ways. I already told you that my initial stop gets hit less than 5% of the time. Therefore, I can size my positions the same "as if" my stop were close by because I know that it's rarely going to be hit. The difference is that I don't get stopped out the 50-60% of...

Well, let's put it this way, is putting your initial stop at a recent high or low an unpopular way of placing an initial stop? No, as a matter of fact, it's probably the MOST popular way of placing an initial stop. An initial fixed percent stop might be more popular, but "recent high/low" is...

No, I can't say that I know Scott Redler, but if his claim to fame is being on CNBC, I can't say that I really give a shit. What I do know is that my initial stops get hit less than 5% of the time, which means I have to re-enter trades far fewer times than those who place their initial stops...

Between 10:30 and 10:45 EST, the ES moves an average of 1 point per minute, obviously not all in the same direction nor all the time. But, that means that there is the potential to get an entry as much as 15 points away from the entry your strategy generates, if all you have to go on is the time...

All of these scenarios stack hypothetical upon hypothetical and then draw a conclusion that has zero chance of happening in the real world, yet is logical given the premises. How about 1 high-profile instance of this happening? Let's stipulate that it "could" happen in the same way my house...

Yes, the ones which are easy to replicate don't work. That's why they are easy to replicate. There was another thread where I recently did a back of the envelope calculation of how many possible permutations of even the most basic TA indicators there are and the number is in the trillions...

The best analogy I can think of to explain why this is impossible is that of target shooting. You can miss the target any one of a million ways, but you can hit the exact center of the target only 1 way. For a firm to try reverse-engineering your strategy is like trying to hit the exact center...

I used to work at a firm which did a ton of buying and selling of index options to hedge life insurance portfolios for variable annuities and I recall those guys spending a lot of time on the phone with various brokers to negotiate pricing. Are you talking about things like that? I still don't...

While I will admit to a severe lack of knowledge about the back-end part of trading, it seems to me that the pricing of an asset would need to be nearly the same globally ("the law of one price") or else something is very out of whack. If I as a retail trader buy or sell a futures contract at a...

"Right now, though, he's having his worst month since he started day trading, down an average of $465 a day. It's only his third losing month since he started in January 2008. It sucks to come into work early every morning, do a really stressful job, and go home with a weekly paycheck of...

But this goes back to what the other poster was saying, which is that those "trading" platforms only give you the tools to re-arrange the same old indicators and approaches that everyone is losing with, when what you really need to do is something that is outside those particular boundaries...