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it's going down down down down... i love this song! :)

Not a great day to be long :D

a bear market

20% to BE? Only when you put $45k for every emini contract... This is not an offer for active system traders. Robbins Trading charges around $55/rt. If you make 10 trades /year then maybe.

Congratulations AF! Very quick response.

Great list! 100% agree. With one exception. WLD should have easier scripting language, lower minimum hardware req. , faster optimizing/backtesting, lower price. One more thing: we would like to see higher volatility in the markets in 2004!

:eek: And what was the worst drawdown figure? My historical dax database is much shorter than yours, but I came to the same conclusion. Did you tried to backtest your systems on a portfolio: Dax + Eurostoxx + Bund?

eSignal futures is $129/mo, DynaOrder $250 one-time fee, extensive historical intraday data ~$500... TS has it all for $100/mo. Commissions are equal to IB's now. Looks like it's the best deal.

I'll have to ask again :mad: WHY AF doesn't advertise commission rates for Eurex & LIFFE futures on the website? Is there any particular reason? Why there's no information on your website that Strategy Runner accounts are served through Daytrade4Less?

acrary, could you explain the above quoted concerns? thanks

Fred, When TS will offer Eurex futures: real time quotes&charts + historical intraday data. And when TS will have competitive rates for them (like $5 per rt) vs $14 per rt through "RJO's MCD platform" today... Thanks

I agree.

Great... lower than IB's 4 euros round-trip. What are the rates for Eurex futures with Strategy Runner platform? Why don't you advertise them on the website?

Something is wrong with the results. Total net profit is $1.49M. With 1.16 exch rate it's 1.29M EUR for 6 years; 215k EUR avg / year. Divide it by 25 EUR/point multiplier = 8600 dax points per year... Earlier on this thread you wrote that avg winning trade was ~29 to 60 pts = 45 pts avg...

Are the numbers in your summary based on single-contract testing (without position size management)? Could you show performance with basic position size mgmt, compounding of profits? Profit factor ~3 is extremely good figure for a short term system.

Yes, that is interesting what's the reason for this Eurex policy. eSignal's quotes lag ~2 to 10 sec. IB's quotes in 2 sec snapshots (I believe it was 1 sec. some time ago). However I didn't have any problems with executions.

30-min charts, because they give the best results in backtesting. Going down below 15-min intervals produce too many trades and significantly worse performance. 15 sec bars? Pure noise. Well, maybe a guy like bone can successfully scalp it... Regarding stops. The best thing you can do is to...

Given the fact that you've already lost 7k, you shouldn't accept more substantial losses. In swing trading you'll have to use higher stop-losses. Hmmm it will be difficult to recover from losses trading dax. Trade estx. It is just less volatile than dax. Spread is almost always 1 point, dax...

Let's forget about these 20 rt per day at the beginning. My previous figure for dax slippage 0.5 point was too low, you're likely to get 1 dax point slippage per each round trip. Including commissions that will be 30 eur /rt. 3-4 trades per day * 60 days in 3 months = 6,300 eur. This is exactly...

Dax is too big for you. Switch to Eurostoxx, Bund or ES. Overtrading can be also the problem. If you make 10 trades/day, after 3 months your commission costs can add up to 2,400 eur. (with IB's 4 eur /rt). And if you add slippage costs, let's say only 0.5 dax point per trade, 600 trades * 12.5...