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Was it with your 'What Cramer loves' strategy?

IMO, Anyone doing Door Dash delivery in bicycle shouldn't do real trading... It would be a bit like a homeless guy wearing Hugo Boss suit. It just doesn't fit!

That's a hell of a strategy.....

Exactly, doing 10 pts in 45 minutes is nice, but averaging 8 pts/day, day after day, 250 trading days a year, is another ball game. And besides that, why are you trading only 1 contract if you are that good (which I don't think otherwise)?

I don't do chart trading, so my question might be dumb, but why are you stating that it should go up?

An average of 8 points a day per contract (for ES), I don't think it should be considered as a 'conservative estimate of profitability'. I'm not saying it's impossible, but it's sure improbable. It's always easy on paper or in an Excel spreadsheet. But when you face the real world, the first...

+ Exchange & Reg fees. That's the difference.

In the 80' and 90' I used to code market forecasting models using these: On the TI-99 (first pic), I had to save the code with a tape recorder on a 4 track cassette. Kids these days have it easy...

They teach because they cannot make money from the market. If they would make money, they wouldn't teach, as simple as that. They keep teaching because hopeless wannabee traders keep buying their shit. If someone is willing to teach you how to make money, it's because they are making more...

You probably need to call IB trading desk and they will put the order for you manually.

You're right if your definition of forward test is using real time data. So in you example, yes, you would need to wait 7.5 years, which is not very practical. I should have given more details. A strategy is optimized using a optimization data set. Once you find one with good results, you then...

1) What was your backtesting period used? 2) Once you backtest a strategy with good results, you need then to forward test it for at least half the backtesting period used. It's even a good idea to forward test on a period prior to the one used for backtesting. 3) Re-optimizing a strategy after...

MM don't hedge each time they trade cause their positions are netted. They make their money from buying at the bid and selling at the offer ('the spread'). And don't worry, they'll make money even (or especially!!) if they don't offer you a good price. If you don't want to trade against MM (or...

You know, when we're referring to Market maker, we are not referring to a single individual sending quotes manually, and deciding or not to quote on a particular strike. A MM can have hundred of thousands of series to quote on. So it's all done automatically based on pre-defined parameters.

Rally? Which rally?

Ok now it's time to pump up the profit...

Trading is easy. Being profitable with trading is not. Being profitable with trading in the long run is even worst.

What trading instrument type are you referring to?

At least you're making money, and I don't recall having seen one single red day. And I don't think that everybody else is doing +1,2,3,5% a day, every single day.

Good point, but the thing is, we never know when the market will switch from choppy to trendy. Days are not all choppy or trendy. A day might be choppy in the morning and trendy in the afternoon. So if you stop after a win in a morning choppy market, you might miss the trendy market in the...