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Have you included slippage & commissions? According to my test, this system didn't made any money in years 1994 to 2000 with $30 /RT slippage&commish. Without adding slippage, only commissions at $5 /RT -your system is making money every year, except 2003. I had similar results to wdbaker's...

Fully agree.

Is there any free software that can convert tick data in txt format into custom, N-minute "Date, Time, Open, High, Low, Close" lines? Thanks

Good points... Another example that markets aren't rational. They are emotional and crowd-driven.

long term averages please per day per contract :D

PEACE Brother Candle...

Yes, thank you. 17k / 5.5 = 3.09k drawdown per 1 lot (or 124 pts). And you're experienced trader. 5k for every dax contract is IMHO too little for a beginner. Now I wonder what's the profit potential ( I guess it's higher than swing trading potential ) and how scalable is your method, probably...

Thanks... but you haven't answered my question. Without the information about the avg number of contracts, drawdown figures in points or dollars are useless.

OK. One more question regarding the drawdown. Does the 25k figure from your last 3 years apply to trading 1 or more contracts at a time?

Well, if someone is "new to trading the DAX" he/she will with almost certainty do some "stupid stuff". So why you advise at least 5k for every contract? :confused: Intraday initial margin for DAX at Interactive Brokers is 5625 euros... If a newbie dax scalper is making 100 RT's a day, break...

:eek: What is your worst drawdown in points scalping DAX?

Including the fact that you work for a broker, and Eurex exch fee is 1 euro per RT, you've made 750 - 629 = 121 euros for the company. Thank you for not attaching a chart with all today's entries & exits :D

Speaking of ultra-active DAX trading... I've done some backtesting on 1-minute data. Impressive performance, BUT you have to execute orders without any slippage. 0.1 Dax point (2.5 EUR) is deducted from each round-trip for commissions. Testing period is 10 months (circa 220 days) Total net...

04 Dec 2003 FDAX Delivery Month Dec 2003 Vol 107k 20k / month = 1k / day 1 / 107 ~1% OK, if Eurex reports volume by single-side, it would be 0.5%...

You do 20k DAX contracts? Wow, that's 1% of all Eurex DAX volume.

Yes, it is truly amazing.... Looks like some people simply can't understand and can't use basic logic. Probably their way of reasoning, discussing is dominated by emotions.

ok, I'm not sure whether it has something to do with psychology. with brainwashing - for sure.

axeman, No matter how rational, logical arguments you'll use, most religious people will still believe in these god stories... I have no idea what could change their minds. It's probably individual psychological issues. Incredible... for example, very intelligent person like darkhorse, who is a...

90 year old man dates 19 year old girl. His friend asks: - what are you doing? what happens when you'll hit 100? - I'll throw that beldam! :D

Great and funny story, sle. Thanks!