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Here is the global situation of this good run. 4 days In the chart below there are the relative "efficiencies" of the various instruments. These are the reward/risk ratios, that is the ratio: avg daily profit / max investment ever *100K a measure of how effectively the...

This is NG. It also experienced a large drop. The vertical line (maroon) indicates where i performed the rollover (green and orange order). The 2 price curves (of the 2 different contracts) are "joined" by the app (and the strategy information also transferred). <img...

Fabulous crash overnight in the energy sector. [This time we got lucky again not to be hit]. Realized 29K, PNL 21K, max investment 9K, min PNL -2K, 3.84 days. Here is RB, with the single trades. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3218389" width="1200" />

Pretty lucky run (3.5 days). [ When i see profits on thursday, i have always the feeling to close all (and skip the friday) ... ;-))) ] <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3217884" width="1200" />

It's night here now (luckily PNL has increased to 12K). Here is a screenshot of all trades made by RB (one of the most active, along with CL). [ In the meantime, i am working on a new strategy variation, and it's possible that next week i will be able to start with a new strategy update...

This folio has remained well balanced so far. (I rolled NG) Most "efficient" so far: CL, RB, HG. The efficiency (here measured in terms of reward/risk ratio, clearly is a variable quantity, just like volatility or "speed"). However, if i should give a rank based on my experience so far, i...

For this week i have modified the folio, taking out the corn and HO (too much oil!). [The additional instance of NG is just for possible rollover (expiry: 6/28), and is not trading at the moment] The problem with the agricultural stuff seems the lack of rich fluctuations (as present in CL...

For day trading, fundamentals are totally useless. The best "hedge" is often to "realize" as much money as possible in the shortest possible time. Which means scalping like crazy. The best thing is to use a folio, for diversified chances and "realize" as much as possible. Initially, if...

I am sure you are curious what looked like the overnight price plunge on CL. The following picture provides a view of the price move. The smaller picture on the left is the "original" instance of CL (the one started on sunday). The circle shows the overnight drop. The larger screenshot...

I have let run last week instance, even though it showed a nice profit and i could have grabbed it. I opened a few clones (forcing Long entries) on CL, HO and NG (instruments with postfix "_C1"). The folio has a good realized (35K) which is currently being "reinvested" mainly in HO and NG...

No problem here (not lately). Must be an issue related to the platform you are using. Tom

It depends on many factors. Given the instrument volatility (present and historical), it's your strategy that will mainly dictate capital requirements. The choice of the candidates instruments you indicate for trading doesn't seem to me the best one. It's always better to choose a...

So let's say something about "clones". A <b>"clone"</b> (instrument) is just another copy of a given instrument, which, being activated after the original, will perform entries which are out of sync with the original. When started, a clone (as any instrument), can (<b>optionally</b>) be...

This trading approach relies essentially on risk spreading and diversification. This is attained by two means (in addition to the "folio" concept): - <b>Multiple folio instances</b> [that is the capability to start multiple instances of the same or different folios on the same or...

Current situation (almost 4 days). I am now going to explain the <b>"clone instrument"</b> concept along with some suggestions. I hope that in a while i will receive *your* suggestions on how to best use them. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3212621"...

Here is the situation now. The cyan arrows indicate 2 (additional) <b>"clones"</b> (for CL and HO), whose usage i will explain better in a next post. The corn was going too far, i have halted it with a "discretionary stop", for later resume. I am probably paying my ignorance about this...

Spectacular oil drop (right side of picture) in just few minutes! Fortunately wasn't able to hurt much the bot game at this point (which has already established some trading bounds). The chart shows the current folio situation (corn and a few others are in dd/investment). <img...

So far, all proceeding without big problems. Most rewarding has been GOLD (followed by CL, YM, and RB). Most disappointing, the agricultural stuff. [Looks like they just dont have the "right" kind of fluctuations, or the right "personality" ;-)) ] Here are the single trades of GC...

thank you my friends, i work on performance improvement on a daily basis, and your encouragement is good fuel to carry out this quest: this project is growing everyday especially thanks to your your expertise and useful discussion and many features, each one, carry the name of a smart...

Misleading post. That is clearly a losing strategy. Tom