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  1. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Thanks for the kind words! I really appreciate it. I am grateful that my parents have allowed me the freedom to follow this passion.
  2. J

    Trolling is Most Important Occupation in World

    HES BACK :D:cool:
  3. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    So far execution (which is what I've been focusing on the last 2 weeks), have been fantastic. I've actually had a few trades that were entered better than what a limit order would have given, as it enters against the momentum usually. P/L wise it made about $200 this week. Normally you would...
  4. J

    Please Review My Bid/Ask Strategy

    What I have found in both futures and stock markets is actually the opposite. The market moves towards size in the book, as that is what the market is built to do. Efficiently process trade. Simple terms, I have found bigger offers attract heavy buyers, and bigger bids attract heavy sellers...
  5. J

    HFT GOOD or Bad for Market

    Ok go back in time and day trade in the 1920's where comission on every trade was $100. Choose your poison. Look, bottom line is, the point of a trader's career is to ADAPT TO CHANGING MARKET CONDITIONs. HFT affect that condition. If you think that HFT is making you lose money, your not cut...
  6. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    About the education... I agree. Complete waste of money, and I wish my parents could get it back. Unfortunately, at the time, I was naive and thought that it was necessary. Turns out because of my story being on tv and the newspaper (being 12 when I joined OTA) they racked up 100k in sales, and...
  7. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    HAHAH! I sure hope I don't have grey hairs ;) lololol Yea for sure, I have yet to put any money in an automated strategy, so we will have to see. I probably going to have to teach my mom about trading so she could watch the strategy when I'm at school lol. I just gotta hope now that my...
  8. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Thank you so so much for this information! I really appreciate it! I am going to see if I can get more data for the oil contract strategy. The same strategy does work on other instruments, however it works on oil the best, so I do believe it has found a pattern in the markets. Thanks for the...
  9. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Yea true...I still got growing up to do I guess :p. My father always tells me its the haters that fuel your fire to succeed. You arguing with them doesn't do anything, just prove them wrong without words.
  10. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    I have been trading since I was 11 years old. Dont get me fucking started about proving you wrong because it pisses me off when people don't take my word. I am trying to make it in a business that absolutely takes no prisoners, and is dominated by the rich. It has been my goal since 11 years...
  11. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Ive traded oil for about 2 years. When I send a market order, I get filled with NO slippage 95% of the time. If I was trading 30 contracts, maybe it would be something to worry about. 1 contract, I do not get 15 ticks of slippage. My strategy in theory would make money even if every...
  12. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Yes, the only problem is the electronic oil contract has only really been active since 07, and no matter what, my strategy could not work with a pit contract. IMO I don't think oil will be calming down anytime soon. For it to go back to ranges seen 10 years ago, it would need to trade in the...
  13. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    As I mentioned before, my average trade profit is $150, so I can use market orders and still have my edge. Also I am trading oil... look at the range on it. I have yet to find a trade that did not go against me less than 5 ticks. Yet just to be safe, I will be using market orders.
  14. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    My data provider is CQG, which is pretty reliable, and it only back tests the active contract. 1)Yea I noticed that! Every day my computer clock is 3, 4 seconds behind and I have to always reset it. 2)Yes definitely. Dont want to be sending a market order in a contract with a 10 tick...
  15. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    My strategy accomodates for both high and low volatility times, as it does not have route price targets. So whether the range is 50 ticks or 500 ticks, the strategy is just trying to get whatever it can out of it. I have not been able to back test much further past 07 as the electronic oil...
  16. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    I am using Ninja trader 7 for all backtesting. All trades are executed on the open of the bar AFTER the trigger bar, and all trades are made on a 10 minute bar chart, nothing else. In the event where we have a bar that goes against me 150 ticks, and is the entry bar, nothing will have...
  17. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    OK! Here are the stats! Stats Numberwise: <a href="http://content.screencast.com/users/UATrading/folders/Automated%20Strategies/media/b273cafe-e2f9-4062-b34b-ddf54f1f7831/Stats.png"><img class="embeddedObject"...
  18. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Yep I spent about an hour today checking all through the buy and sell signals and all were correct. I had the same reaction...this can't be true. I guess I found an edge, and I might as well ride it until it goes away. Yes I am going to start to simulate trade it tomorrow. I will continue to...
  19. J

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Many things were changed to create the new strategy: #1. The indicators as a whole were changed. The algorithm is completely changed, but it has the same basis in mind. (A mean reversion strategy.) #2. The market it trades changed. It now trades oil which has a much higher average daily...
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