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c'mon, no kidding it's being sold off. from where to where?

i don't trade it either, just very curious.

How is the baht trading? Anyone know?

coup in thailand. how's the baht doing? does anyone know? Edit: started a new thread on this

is this per side or rt? 40 was saying earlier that it's around $300 rt, so that would be near your 3.5% figure.

lol anyone else have comments?

cool! hey what are reasonable slippage assumptions for 1 contract?

since there has been so much talk about natural gas lately, i was curious to see how my model would have performed. the last time i checked stats was 7/19 (my previous post). Rest of July: -3050 August: -3500 + a trade which shorted on 8/28 and is still open (pnl should be around 15k as of...

why do you think this?

for #2 i think it depends on how your trades usually work out. if your trades tend to go against you at first and then goes in your direction, what you're doing works great. but if most of the good trades go in your direction right away, then you will have small size on the great trades, and...

maybe amarathn should have hired 40yotrader to trade NG! http://www.elitetrader.com/vb/showthread.php?s=&threadid=72595&highlight=ng+collaboration

guys i haven't been trading it. this is a backtest from yesterday. i'm saying had i found this in 2004 then i would have started trading it then.

nihabashi, there is something about your post that i'm not clear about. when you say volatility is trending (as opposed to price is trending), in your view what type of strategy takes avantage of trending volatility?

this doesn't explain anything. if you;re implying that volatility dropped, then it's not unique to 2005 and 2006. volatility dropped plenty from 2001-2004, yet the results are great during those periods.

no, all years were backtested results. i'm saying that if i found this in 2004, i would have started trading it. i would have never expected that performance would deteriorate so rapidly even if i did curve fit it a little.

Had I found this in 2004, I would have definitely traded it. Look at it completely break down starting in 2005. This kind of stuff really worries me. Anyone have an idea what might have happened? It is trading NQ. Was there some structural change in the contract or something?

5 min bar shows short grail? i see lower peak.

yeah i did get in early and have a little profit already.

all the way down to the congestion level i guess. i am short so hopefully you're right.:D you use a 24/7 chart even for ES?

put each symbol in a different chart and apply the same strategy to each chart.