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Reality check:

More precisely, the Dow is up 1300 points since you started your apocalyptic threads. Just think how much money you would have made if you traded against yourself.

Does this mean that MACD is better than RSI and Stochastic?

Indeed, it's been shown that hedge funds as a group underperform the market, so it would be a mistake to put them in the "smart" category.

Oh, Ok, if it's only 5 stocks, the portfolio never changes, and you know your entry prices, then it's trivial to keep track of your trailing stop. If your market value drops below whatever percentage from the highest market value since the purchase time, you cut the cord.

Does your trust calculate and report the daily NAV figure as all mutual funds do? Perhaps some other equivalent figure reflecting the present value? If so, it would be very easy for you to keep track of your stop.

Flat at 1349.75 and calling it a day.

I see burgundy, cerulean, and a touch of turquoise now.

No, they don't. Excluding financials, the 4th quarter profits of the S&P 500 companies have increased by 11%.

It looks kinda purplish to me, with white and teal diagonal stripes.

Added more ES at 1329.25.

I am long from ES 1334.

1380 is so obvious as the S/R that it's unlikely to pay (either as support or resistance). To take the most money out of most people, the market would need to cross that level back and forth with large enough margin above and below. Therefore, it's going to happen. Then again, if "most people"...

I spoke to Lucifer yesterday and asked him when he was coming down to destroy the markets. He said he ain't fighting the Fed. So much for the Revelations. He did say something about circuit breakers, which may explain 13:17-18 passage in The Book: "No one may buy or sell except one who has the...

Interesting-looking ES book:

The curve shows about 2500 trades and about $53,000 net P&L. That means average profit per trade is $21.20, which is about 1 NQ point. I don't know how TradeStation accounts for bid/ask spread and slippage, but if it doesn't, your realistic profit per trade would probably be about 0.5 NQ points...

From your equity curve, I see that your average profit per trade is about 1 NQ point per trade. What were your transaction costs assumptions (in terms of bid/ask spread, slippage, and commissions)?

It doesn't run out of the box, as it's intended for Java developers. If you are one, here is a setup guide: http://jsystemtrader.googlegroups.com/web/JSystemTrader.Eclipse.doc?gda=F5L1_koAAADkOuT8KzW2uDyxurWTnxG1FwgixrEQ0jidUfk73RPz1GG1qiJ7UbTIup-M2XPURDQ11rzV1NA_eUTKeiA-yZm0BNrKdAVGH_G2Nm8oss6mPQ

JSystemTrader version 6.19 has been released. Among other features, JST now fully supports trading, backtesting, and optimization of strategies using sub-minute bars (such as 5-second, 15-second, and 30-second bars). Historical data downloading is also available in JST using two options: IB...