Search results

I trade multiple future instruments plus some spot forex.

Must say that even highly correlated markets offer different PA. Hence it's worth to watch more than one. Setup may occur in one market and not another more often than not despite overall similar reaction to fundamentals.

Thanks everyone for comments. I'll definitely look @ ZS and HO. As for multiple instruments, already practice that, but even watching 8 instruments the best setups don't occur like every day. Probably stocks could solve that, but that solution would be followed by few problems related to the...

Neither as well as ES are any close to my definition of beautiful on small time-frames. :)

Currencies are very ugly lately, rarely smooth small TF PA even in 6B.... TF yes, it relates to "whole bunch of US SIFs"... wonder if there's anything else?

I need help of ET members on this matter: could anyone point me future markets, which are relatively liquid (at least somewhat close to CL/GC liquidity) and have similar volatility? Besides CL, GC, NG, FDAX and a whole bunch of US SIFs (because I already know all those listed). Preferably...

Haha... my wife is actually pretty happy with me as a husband. At least no yelling aside from sexual games. :D

I am bad trader. So much to learn yet. :)

With leverage available, why would anyone keep more than just that on the account indeed?

The question is: can anyone prove that larger TF action is really different than intra-day? Is it really easier to trade larger TFs other than due to lower trading costs in relation to average amount of ticks/points risked/taken on a trade? It's all relative... see what Vic Sperandeo wrote...

Swing trading is the same, just the cycles of volatility last longer.

IMO the issue with TST requirements is that realistic returns are not often that smooth. Even in businesses with much less variance of income it can be said to be true. Much more so in trading, unless one scalps with high frequency and is able to trade any market conditions with equal...

What DB preaches is quite similar to classical TA used by people with verified returns, such as Vic Sperandeo. The other question is: DB in his "SLA-AMT" document makes it look "a little bit" easier than it really is. :)

I agree that probably 98% of PA is much random. The difference lies in the area of the remaining 2%.

Price Drivers were just that: random entries? :D Sorry, couldn't resist. All in fun as you know I have nothing personal against you. :)

I witnessed cases regularly when lower, MFE based profit target makes more sense. For example we take a sample of 10 profitable trades: all of them went at least 15 ticks ITM, but only 8 of them went 20 ticks ITM. In this case 20 ticks profit target is still favorable. But what if only 7 out of...

Depending on market volatility this may happen.

By NoD's performance? I certainly am. :)

You never know that from anyone with basic skills in Windows Paint. So it's not NoD in particular who theoretically could do that.

Yep. The problem is what moves the best on average has lower liquidity on average. :)