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ROFL :D :D :D

The main point of backtesting is not to find out the maximum amount of money that your system can make, it is to find out the minimum amount of money your system can make. In fact if you run the test under ideal circumstances and perfect fills, you'll be disappointed when the actual results...

Drag!

Ever tried ... Long 1 ES - Short 1 Ym.

If using market orders, add 2 ticks to all buys and subtract 2 ticks from all sells.

The next strike above/below resistance/supports levels.

I will be looking to sell june calls/puts soon.

bought back june 1010 call at 4.0. Market looks as if wants to close higher on the day. After Wednesday's late rally and Thursday's (today) rally, i'll take profits on the option. Still looking for another opportunity to sell call premium.

Besides the technological issues (a reliable ISP) and the distractions I felt that a quality assurance type environment could be helpful. Another trader and myself (a trusted friend) decided that we would divulge our specific trading methods and allow each other to critique us as to whether...

I see that your win/loss percentage is pretty good, i.e. above 50%. However a better test of a system is average winners and average losers. What it the average amt of your winners? What is the average amt of your losers? How many trades total?

Esignal, CQG

Overall market is in a trading range. Whenever we break out of the trading range maybe pairs trading will again be worthwhile.

Let the training begin.

These are the ideas that I still wrestle with; how to hedge or protect your spread. Many have argued the importance of seasonal spreads, intramarket spreads, calender spreads etc. and I agree that there are a lot of spread strategies that one can employ. But how to compensate for the risk...

Have you considered a journal describing pairs trading strateges.

Usually good traders are drawn to other good traders ... and bad traders are drawn to others who can't trade.

June otm calls seem to have a shrinking delta. I'm short a june otm call and as the market has advanced +5.50, the option has only advanced +0.5 which is a delta of only 0.09. A couple of days ago the delta for that option was over 0.25. This supports the idea that even if the call...

Remember, all genders, all races and all ages come to this site.

That's really the only way to go.

If you can consistently make $100 trading 1 contract, all you have to do is to trade 10 contracts to make $1000. The challenge is not the math ... the challenge is the consistency.