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To T-REX: I have had numerous complaints regarding all your PulseScan posts. If you want to advertise your pulsescan product you should contact Baron for his rate sheet. I have delete all your posts in this thread.

If you're an engineer, the best option I've found is through IEEE. It's a group plan, which helps if you have existing conditions. http://www.ieeeinsurance.com/

trend, the "New Money Management" is much deeper than optimal F. Optimal F is about position sizing for one system/market. The NMM is about finding the efficient frontier for multiple systems, markets, strategies under your risk constraints. It's fortunately not difficult to understand...

Ralph Vince has a good description in his "new Money Management" It's a simple direct method that uses the statistical properties of the systems to allocate according to desired risk tolerance...

Another good way to make the $100,000 is to get 50 people to sign up for a $2000 mentoring program. Not much of a drawdown with this approach

I had 7 incidents this morning where STOPs (actually stoplimits) executed when they should not have. A good example is MU, where I had a BUY stop at about 14.50, which executed within a minute after the open. Since MU hasn't traded over 14, that should never happen. I had at least 6 more orders...

that's how it is most of the time. You also often reduce profitability by having profit targets that are too tight. Trading is a game of "many plays". It's the statistics that matter, not any one individual trade. Assuming, however, that you avoid catastrophic losses. So find some...

Candle, Great post! My solution involves running a small software consulting company. That way I can take on 1099 income when I find it and augment my trading. Additional benefits include the ability write off software, hardware and office expenses against the consulting and thereby not...

Interactive Brokers include Java source with the API. I'm not sure what else you could be looking for :confused:

If you're already an eSignal subscriber, is this included or another service?

I've had several complaints (and I agree), that pantherproject is touting a commercial service. Pantherproject: Contact Baron for how to become an official commercial sponsor. I will delete a few of the "offending" postings.

The biggest "crash on exit" problem that was present until 1.4.1_03 was related to direct draw on ATI chipsets. PuffyGums gave the noDirectDraw setting above. That cured it on my laptop (on all versions of 1.4.1 and 1.4.0)

It's interesting; I first went to 3 lots, but soon discovered that it imposed a different exit style. So I went to 4 and now exit in 2s.

I increased from one to two contracts when my typical loss with one lot didn't bother me. That's when you trade and don't worry about the money. Ditto from two to three lots and so on.

I like trading from home. One of the biggest benefits of trading, imho, is that you don't have employees, office politics or the resident idiot who wants to talk every day. The only issues are that the family has to understand that there are no interruptions and that it can be a bit lonely at...

I'm with Baron on this. He's trying to run a business, and at the same time provide a terrific service to private traders. It's only fair to remove hidden advertising and/or general detractors.

Actually, thinking a bit more, you're probably right. The rule of using the worst price on the bars of entry/exit is what I use for market orders on the NYSE. Liquidy in ES/NQ would make 1 to 2 ticks enough to ensure a fill.

A simple idea is to test entry and exit on the worst possible price on the next bar. For a long entry, enter at the high of the next bar, and exit on the low of the exit bar. If your system can stay profitable with that, you should be ok.

i model with 10c/share for slip + comm

It's a bit interesting that he always uses the same example of Tbonds from 1996 [if I remember correctly] when he shows the change from cycle to trend mode etc.