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You are answering for him :) So at least tell me why you are doing it? Does it help to put things out there for people to criticize? I have not yet followed any journal.

May I ask why? Just curious why people do it on public fo forum?

How does one scalp FX? I mean there is no volume, order book, or even "official" data feed. Do you trade price action? I'm not being sarcastic, was always wandering.

I agree with you. If your system does a couple of trades per day, it's ok to monitor via alerts, etc. If your system is very active, you will get in a jam in a split second.

I assume by "outside" you mean outside of the pit/floor. In the video he is talking about "catching 5-10 ticks several times a day, not playing the book for 1-2 ticks"

Nailed it!

Why don't you provide the basic stats: #trades, max win/loss, avg win/loss, MAE/MFE, win ratio. This should be sufficient first step.

There is a recurring theme on ET regarding the state of scalping in this day and age. I generally agree with this guy(and his definition of it).

Wish you all the best. May I ask for how long have you tried?

I am not an expert, but I assume that everything you are "not happy" about CME times 100 :) They are bucket shops at the worst and "payment for order flow" pass through entities at the best, imho.

This is true in some/most but not all cases. Sims do not (most likely) account for hidden liquidity or dark pools, so on a liquid stocks, you may get better fills live(as OP is actually experiencing).

Oh they gonna love you. If you think you are being adverse selected now, wait until you start muddying waters over there :)

Got to watch TnS. Unlike ToS, IB has time and sales you can look back at. I suspect you are getting a piece of every level as it is cleared. Try sending market order, it may give you better fills (on simulator that is).

Survival depends on adopting to current environment, not trying to change the environment. Why are you obsessed with these things?

Something is off. Are you using smart route? Do you see the orders delayed prior being "sent?" Where do executions come from? If I send 100 Spy order, I get bid/ask. If I send 1000 Spy order, maybe a few cents. Figure out at what stage the delay occurs and watch TnS.

Guts or Stupidity? I don't know ... consensus in literature seems to be stupidity :) I guess it all boils down to implementation.

https://www.quora.com/Where-should-I-put-stock-trading-on-my-CV/answer/Vladimir-Novakovski?ch=10&share=022ca983&srid=3zJ4G

I would not categorize it like that (although it is not wrong either). I would call it riskless to the MM. @Robert Morse would know more, but I would say that MM will make money either you are statistically profitable or not. As long as your timeframe is longer than a few seconds, you should...

If you are trading size that HFTs can lean on then: 1. You are not using any retail platform; 2. You are breaking/working your orders. You are playing a completely different (professional?) game. But if you are a piker (like most of us here), you don't have access to technology (Colo+speed)...