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As would be expected after Rhinotrader pointed out the strategy was only yielding a little over 1 tick per trade, adding an additional tick of slippage was detrimental. The strategy only produced a little over 2k of profit in this scenario. Attached is the PL chart showing how things played out...

RhinoTrader, I am using 1 tick slippage per trade, not per side. And its using market orders to enter. Since the spread on the ES generally stays pretty tight at just 1 tick with large bid and asks on both sides I figured this should be sufficient. Perhaps I should throw in another tick of...

I have a question for those of you who looked at the PL chart. If you notice the fist 1/4 of trades or so was basically only about break even. It wasn't until the next 3/4 that it started to really make money. Would this be a major concern for someone trading this strategy? One thing to note...

Yes the current commission rate charged by IB for ES futures and 1 tick slippage is being applied to all calculations. Some may say 1 tick is not enough slippage, but for the ES I find you seldom experience more than 1 tick of slippage during business hours. If someone has some input concerning...

This chart details the max draw down experienced for each individual trade. This is the last chart for this strategy I plan to post for now. Hopefully this turns out to be a meaningful discussion. Thank you for your time

This chart details a running total of the drawdown.

This chart details the profit and loss for each individual trade.

In this thread I will provide performance charts for strategies I am currently working on. The goal of the thread will be to get feedback concerning these strategies. Which should hep me decide which strategies have the best chance of succeeding going forward. I am welcome to all "constructive"...

You get a free paper account once you submit your resume and your trading plan.

Quick question on future options. This is my first time trading future options, so wanted to make sure I'm not in for any surprises. Looking at YM, options expiring in Nov. I am currently short a few 12,400 options that I shorted a few days ago when market was tanking. As long as when the...

Assuming the fed does cut the rate on tuesday. Does this have a direct affect on mortgage lending rates? Such as if the fed cuts by 25 basis points on tuesday, would mortgage rates for something like a 30 year fixed start dropping very shortly after? Or can the rate be cut with no affect at all...

It happens 20% of the time... so if your looking at every 1 minute bar from 8;30 central till 3;00 central. when the regular market closes..... 20% of the bars you will make a prediction about... and of those 20% bars you make a prediction on you will be right about what direction you said 83%...

Lets assume that for the ES 1 minute time frame. You could tell with 83% accuracy whether the next bar will be either up or down. However, for only 20% of the bars you have a prediction.. but those 20% that you do step up to the plate and make a prediction you'll be right 83% of the...

What index future contracts have good trends on small timeframes such as < 5 min ER2 had good trends but due to the move I wont be trading that contract. I have been looking at ES a lot, but it seems more suited for some sort of counter trend strategy. Most of the moves are short lived...

Does anyone else see that feb 20 until march 14th looks exactly like how July 17th to today, august 10th looks? Especially if you look at march 14th and then look at today august 10th..... Anyone think this is going to start a big push upward again like it did on march 14th?

I chose ES because its the most liquid contract. The competion in the ES is very fierce, which is also something I like. I would have chosen the ER2, but with the move to ICE, that contract may change substantially. I find YM to be too think,and I just don't like the way the NQ trades.

bigbubba, Yes the hard stop and hard profit target seems logical as well. Actually I almost wonder if that is a better route. Simply because if I find an entry that has a edge using a hard profit target and hard stop, then it simplifies the next stage of development. For example, using the...

To me it just seems logical.

Right after posting this I actually tried looking harder at the random results and realized that it would probably make more sense to compare these results with random if the # of trades taken matched closer. So I reran the random trading with a less % chance of entering a trade. Here are the...

This is a lot harder than I thought it would be... or you can just say i'm pretty dissapointed with most of the entry strategies I have been testing. Here is the results from the best long entry strategy I've gotton thus far. Exit After 5 Bars: Trades 574 PL +2 pts, Win % 37 Exit After 10...