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Sticking with a well researched plan and following strict money management is what I hear is required to be successful.

Good question. Although I find that overnight atr levels are increasing, as well as volume, I still think building systems over the day session only is still viable. What have you found?

This test was produced with both session data.

That is great Harris, you are a celebrity! I probably missed it in the article, did you just short those stocks or buy puts or what not?

Account size required is simply a statistic by TS stating the amount necessary to trade the system. As you inferred it would not be wise to be undercapitalized and most big sp systems require more startup capital than this. Although this system is merely used as an example its net profit to...

JT, you are right in your assessment of the goal. In order to reach that goal, though, the market environment has to be quantified somehow and therein lies the difficulty. In my observations once an environment is identified most of the 'environment' is over. So to address your...

Tony, nice to hear from you a while back. The L/S hasn't hit a new high in 7 months which is the longest period in the past 4 years. This could mean there has been a character change in the market but it is tough to say. Since the equity high it has given back some 400 points of the 2150...

Markets fall faster than they rise.

Good job Aaron...

TS will help, possibly radar screen which comes with it.

nice call so far surf.

Interesting, thanks for the clarifiation.

Targeting 40-50% a year pre fess is tough but some hf's pull it off. We target 30% or so.

stock777, how is the system out of the market over night yet use eod data?

As another has said it is nice to see it made money the past few years but imo this profit factor is low. Most price based long/short systems have this profit factor and tend to rely on outliers for their profits. Good luck though.

awesome movie, could do without the sex though.

Hi Prox, as you eluded to if losses can be controlled this could be a viable method. Breakouts, at least in my testing, perform considerably well over the long term. I would highly recommend testing over longer data files though. If this is a dt system then you could even just combine your...

I echo others. There is tremendous help at the ts world forum.

vix is at 21.12 and the daily atr is < 13 points. It has to fail soon.

Hi Tony, for the past year if the time filter is moved back an hour it performs better. For the above report I simply left it as is trading at 1300 est or later. Are you monitoring it?