sorry to be getting into this thread so late. you guys misunderstood. he made 139,000$ selling his how-to books and dvds that day. not actually trading. :p
it seems that the choppy area lasts a bit over 2 years? true that the long term performance looks good, but I'd be worried that after the first few years of good performance the system becomes invalid for those 2 years and is recently picking up validity again for whichever reasons. it might be...
I disagree. I know there is no way to show ES can be modeled as an i.i.d system in the short term.
but generally if you look at the chernoff bound, the larger the sample size m => the smaller the probability that the value is an epsilon outside of the expected value. implying there is no...
out of sample data? I dont believe this system is adaptive or incorporates any kind of ML. out sample data does'nt not apply to this situation if i understand what you mean by it. with ML systems you would have a training set and a sample set. with a static system you can assign all your data to...
you would be saying the exact opposite if the fed meeting blew up your account. better safe than sorry. i understand interfering with the bot invalidates the results obtained by backtesting. but I think its counter productive to automatically assume any input you have to give to your bot will...
im curious what % of trades go into positive profit territory during its life span? i always have a gut feeling when thinking about trend following that once profit is obtained, it should be protected somehow.
eep. another negative day? danm. why dont you set up a socket so your ats can send your trades so mine can take the opposite side. at least one of us will be making money :p jk.
i always thought it was interesting to try to make a system that consistently lost money on a no commission /...
Quick question about unbundled pricing. Does a single round trip (1 buy and 1 sell) of a future count as 2 future contracts traded in the unbundled pricing model? so would I just need 150 round trip trades to make the 300 contract mark?
its ok to be switching from one system to another. the time in the market is irrelevant. if your backtesting algorithm executes the same as paper trading (or worse estimations) then algorithms which perform significantly better than others should be the ones which are tested on the live account...
I hear this suggestion over and over again. Though I don't always take it myself. Trade forex futures on globex instead of trading on FX bucket shops. Predicting the future when it comes to FX is just as difficult as predicting the future of anything else I guess.
I was under the impression that making money using forex on IB does not mean IB is losing money against your trades. I thought they match against other clients or banks. Never taking the other side themselves. I could be wrong.
why if you are conistently good, you'll end up having trouble getting fills? will the brokers (IB?) start treating you differently if you make good trades?