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....It amazes me how anyone could believe their is any risk free strategy. Look at the Long Term Capital Management story or even recently what banks did with Mortgage back securities..."nobody defaults on their mortgage". Theirs always risk, why anyone would avoid it instead of facing it head...

It's funny that in the few documentaries I've seen talking about the flash crash they never even mention Sarao.

I like to think of trading as running a casino as I heard from that podcast. https://chatwithtraders.com/ep-072-rob-discovery-trading-group/ As the house you know you have a small edge in probabilities. Your goal is to grind out the bets and let your edges probabilities play out. You start...

If you have performed a forward test before and have perhaps a spreadsheet of the entries that would be the best way. If you don't I'd think you should start recording your entries/exits some way so you can apply changes to your exit strategy easily and record the results.

Like others said. You'll want to know how your changes worked in backtest. But your also leaving out other factors to consider. Profit factor or expectancy are important. Risk/reward is really nothing without taking into effect win/loss. Perhaps also the max drawdown looks better with scaling...

Could do a bit of reading on the closing auction process, closing imbalances and market on close orders. Lot of big money operating on the close and open daily. I've never really dug into the closing imbalances to see if there is some sort of edge retail could work with but it is on my endless...

Try it with some paper money. Stop limit should work. Stop generally means the activation price and limit will place the limit order. IB could be completely different but I would think most brokers work similar. In your above example Sell Order type : stop limit Stop price 110.00$ Limit...

I don't use IB but their should be something like sell on stop

Well oil is listed in U.S dollars

Rated have been pretty stable here. Lots of banks calling people up and offering 5 year locked mortgages at like 2.9 percent. Real estate is pretty stagnant where I'm from on the east coast, not much industry in these parts and everyone packed up to the western provinces for gas and oil...

To be honest like I said it doesn't really effect my style of trading. Was something I hadn't heard of was just starting a topic over it. I applaud for actually trying something though. It is a good way to get the market makers in there since it may be worth their time and funds now. I'm...

I do believe this idea is most likely the market makers idea as the SEC seems to listen to them more then care about the interest of the general public. I just foresee wide spreads and God forbid theirs a mini crash on one of these experiments. The slippage would be massive since the book...

So my broker had a notification of this pilot the SEC is doing on midcaps with capitalization of 3 billion and under and 2.00$ or less . Their going to have a minimum tick size of .05$ to try and improve liquidity. Not that this is anything I ever trade but this sounds kind of nuts doesn't it?

The other thing that shocked me was his trade count. Think he said he was on his way to somethin like 10k trades this year. That sounds like a lot of trades for someone selling premium.

I was kind of shocked by the bold statement, you could tell Aaron was too lol. It did get me thinking though that maybe he does know some numbers on success rates since he did own a brokerage.

Quick google looks like it's Danish.

It'd help if posted the ticker and perhaps I can dig up a tick chart. Could've been a large buy order.

Here's a couple of podcast that go over some interesting ways to tackle optimizing. http://bettersystemtrader.com/system-parameter-permutation-a-better-alternative/ http://bettersystemtrader.com/046-perry-kaufman/

I don't trade futures myself but I would have to think the spot market would have an influence since currency futures are a derivative of an underlying.

They can be used for counting. If a statement is true it returns value 1, if false it returns 0. Guess it all depends on what your counting.