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> the constraints between the two account is much more than 2 contracts Of course it is. You missed perhaps to see that I stated I was doing an experiment without constraints (see the post): "Got curious to try <b>without constraints</b>. I have been running for 1 hour on ES, YM "...

Nothing esoteric : Square = Entry (position before order = 0) Circle = Exit (position after order = 0) You guess the pyramid! :-)

Hello mockney. I am aware of this point. I have discussed this partly in a previous post in this thread and I take the chance of your question to also partially rectify something. If you are: Acct Long 10 Acct Short -5 this is equivalent to: Acct Long 5 Acct Short 0 This...

Just one concrete example why look seriously into options when doing this game (and, probably, any similar game). In fact, I imagine your word of caution holds for many trading strategies, and not specifically for what we are discussing here. [Clearly not even options would save us from...

_ Actually gamma scalping could be integrated well in the strategy, giving a "double" action strategy for which thinking of a losing scenario requires fervid imagination. <b>STRATEGY VARIANT (+option scalping)</b> Assume, for instance, ES is 1000. We start this: 10 ES CALL...

> Curious as to how a neutral ETF Pair would perform without constraints. Well I think that while futures are entertaining, the best way to use this approach is on ETF pairs. I would probably pick SPY/SH I believe that the game can be relatively much more efficient because of the...

No because the last post is very recent (5 minutes) and fast. Jump to the end and navigate backward until you fall asleep ... :-))

Now P&L about 3.500 $ (2 hours trading) It's a fast game, I can't type it's already changed... Running unconstrained seems definitely more profitable. <a target="_blank" href="http://www.datatime.eu/public/TradingDiary/ES-2009-09-04-2Hour.gif"> ES-2009-09-04-2Hour.gif </a> <a...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=175227&perpage=6&pagenumber=5

:-))) Before degenerating into reciprocal insults, take a look at the last contributions of the following thread. The same argument has been discussed and there seem to be a general convergence: http://www.elitetrader.com/vb/showthread.php?s=&threadid=175227&perpage=6&pagenumber=5

Got curious to try without constraints. I have been running for 1 hour on ES, YM. Scalp range is 1 point and 5 points. Currently : Realized ES 1,253.00 $ YM 1,235.89 $ max P&L seen 2,703 $ current 1,810 $ Margin requirements I see are, however, quite...

Thanks. That's real good news. Do you have pointers to these reduced margins offering? >because of the CME's margin allowances for hedged positions That's beautiful. But how come brokers do not seem to comply ? For instance how about the most popular Brokers?

>If the two accounts are net margined your maximum draw down is just on max 2 contracts less the scalps Yes, in this case I have enforced this constraint. But one could enforce any other number. Or one could put no limits. In any case even putting no limits the difference in positions of...

>Is this a discretionary trading system? Ahah, you are mocking me, right ? :-))) How are entries selected and managed? Entries are not managed. Can entry at any time. I mean the first entry of each "trade" (as defined in the previous post) of course. The following are based on...

Hello toswilliam, I am relatively incompetent about options. Anyway I can express a concept which you may probably translate in your strategic world. Based on my personal experience, in any strategy you use, whenever you introduce anything conceptually equivalent to a stop loss you won't...

Thanks PocketChange, I am glad to have your approval. It's a big honor. Let's see if I succeed answering your interesting questions, and please forgive my language errors. I am also glad that my user name has been polished :-)) By Realized and Unrealized I am following the same...

Understood you perfectly. I was actually referring to eusdaiki, using your quote to reinforce. Update next hours <a target="_blank" href="http://www.datatime.eu/public/TradingDiary/FuturesDiary.htm"> Diary Appended next hours... to be continued</a> I leave everything open to test how...

That's called hedging and it's perfectly legal. Should we not protect our positions ? There is not tax or other scam intent (l googled the term "collusion" and it seems another concept. Seem to require different brokers to take place.). In any case we are just trading. It's a strategy...

About "collusion" must get informed because I do not know this concept. But it's anyway impossible to prove. For the second point, we asked the CME to be sure, and it's not like you say. See CME Group Rule 854 or ask, for any doubt, Jerry O'Connor Associate Director, Market...

As said before, feel free to contact me directly for more questions, but do not ask me to post product details as I am not a ET sponsor (yet) and, at the moment, do not wish to be kicked out, once the well-known frustrated loser ET-RoboCop pops up :-)) What do you mean by "handle the code and...