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Yes it's not always going to be a V or L, but something in between that's going to be a problem

When the market crashes, CME is not going to reduce the rates.

Maybe we should all go to the small exchange? CME needs some legit competition in the US https://smallexchange.com/

I posted on their linkedin page, it got deleted lol "Great job increasing the fees again, you greedy bastards" :finger: I thought it was mild...

Those greedy bastards are right on schedule. Every 2 years... https://www.cmegroup.com/company/files/cme-fee-schedule-2024-02-01.pdf

Here's another suggestion, go browse collective2. Stay way from newer options/futures traders. THis guy probably has the longest track record. Although I'm surprised he didn't capitalize on last year's performance. https://collective2.com/details/81877382

Final backtest on current strategy (Apr 2006-Oct 2016 continuous) on 1 NQ (without compounding). Based on my numbers, I have about 4.5% risk of ruin (using 65% win rate and maximum of 5 trades in a day). If the range stays small, I probably get hit with 20-30% DD which can take 3-4 months to...

0.1 2-2 0.25 2-5 Well that was fun, sleep time.

0.25 2008-2016 2-5 2-4 2-3 2-2

2-5 0.1 2008-2016 2-4 2-3 2-2

2-3 settings cont 2013 2012 2011 2010 2009 2008

2-3 settings 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014

How about you get your funds ready. If you recall, you would put your money up if I ever traded NQ https://www.elitetrader.com/et/threads/is-there-anyone-here-who-has-a-consistently-profitable-automated-trading-system.375416/page-6#post-5840206 Come end of this month, be pleasantly suprised...

Conservative exit 11/15-3/1 22-23 21-22 20-21 19-20 18-19 17-18 16-17 15-16 14-15

Last tests. Conservative exit 4/1-11/1 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014

Default settings 2016 Updated conservative settings 2016 I have to take a loss. I mean can't trade and think that I won't experience the black swan. The question is, how do I soften the blow while maintaining acceptable returns for the risk. I think I like the conservative approach.

Basically in and out ASAP, and keep going and hope to God volatility picks up as trading session goes on. 2014-2017 the OR were so tiny compared to 2021-2023. Best "worst case" scenario is to get caught in a range within low volatility. Current settings don't do well in earlier years when NQ...

Conservative settings 11/15-3/1 fall dst 22-23 21-22 20-21 19-20 18-19 17-18 16-17 15-16 14-15

"Conservative TP" , aggressive sequence 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014

"Agressive" b/e or tp 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014