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I suggest that some reading might give you more education than repeated question and answers on this forum. Trading Risk by Kenneth Grant is good. Also, the Original Turtle Trading Rules might be relevant to your style of trading. It is a good example of a complete and successful trend...

Thanks, but this is just another article repeating the same opinion with no supporting evidence. My trading is based on testing and data, and in some cases my results were very contrary to popular opinion, so I am very suspect of unsubstantiated opinion. An any case the answer is not relevant...

Can you provide a link to anything supporting these statistics? I've heard this quote countless times and frankly I don't believe it based on the trends I see on long term charts. It may all be in how it's measured. Markets can be both trending and reverting to the mean at the same time in...

I don't think it is always this simple. Some of the strategies that I was monitoring (not trading) during 2008 set record drawdowns, well beyond anything seen since 2000. These same strategies have performed phenomenally since the end of 2008. The strategies were not broken, they just had...

+825. Yesterday was -2200. Solid week

I don't trade futures trend following, but my understanding is that such strategies (at least if long term like the Turtles) tend to lose frequently and occassionally have the big win. If that is the case you may need the confidence and patience to wait for the big trend. But if as mentioned...

On another point, the number one rule in trading is risk control. If you don't have confidence in your strategy and it is not working you lose nothing by halting trading. There will ALWAYS be other opportunities to make money. I have done some testing of equity curve timing, refererenced...

What type of momentum system are you using? I'm tracking a number of strategies that use momentum combined with value and/or other factors, with typical hold time of a couple weeks. They are all up nicely YTD, 16 - 50%. The one of these that I am trading live is towards the upper end of this...

Or try joining a trading chat room. I don't participate in one but if I was trading all day I might try it. I've heard they can be helpful - spotting stocks, learning from others. I saw mentioned that Elite Trader had a chat room but I don't know anything about it, or how to get to it.

I have years of backtests with thousands of trades for multiple strategies, so I have a pretty good idea how they perform in a variety of conditions. I do make adjustments and temporarily stop trading some strategies based on basic market timing, not to improve returns but to reduce risk. I am...

Occassionally I do get crappy fills, I got one today - still it was at my limit. More often I get filled better than my limit and of course much of the time right at my limit. Once my order is placed with the broker it doesn't matter whether I have my platform running or not, and I always use...

Daytrading is not the only way to trade. I do short term trading (average 3-4 days) entering orders overnight with little to no need to followup during the trading day as well as some longer term trades that I only update weekly. I invested time in the strategy research, but not much is...

When a strategy is underperforming expectations, turn it off. When it's performing as expected, turn it back on. I run multiple strategies in real time simulated. These strategies take more trades then my real trading. When my performance is less than I would like, I check my simulations...

+1350/+1.4% Finally found a couple short trades, but now having trouble finding trades on the long side. Still very under invested so am very happy with my results this week. After last week I don't mind ramping up my risk slowly.

Well you are trading counter to the trend so the obvious answer is to use a trend filter. You mentioned looking at linear regression slope so I assume you didn't find anything useful there. Something else to consider. During the period of your failed long trades the Russell was...

+495/+.52%. Very happy with this considering I started the day 15% invested and ended only 20%. Still haven't found any shorts meeting my criteria.

+3674/+3.98%. A disadvantage of longer term holding periods (days to weeks) was clearly demonstrated in my dismal results last week, and a clear advantage today in recovering over 1/2 of last weeks losses before the open. I took this opportunity to reduce my longer term exposure. Looking...

That there is money to be made by the brokers does not mean there is money to be made by the traders. In the US I've heard that brokers make significant profits from new traders who proceed to lose most or all of their captical. Repeated over and over with new traders this can generate a lot...

Because the best day traders typically average less than 1%: http://www.cxoadvisory.com/individual-investing/do-day-traders-make-money/

-2000/-2.1%, down about 7% for the week. My worst week $ and % wise since 2008. Still up 20% YTD.