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Where I live in Canada (Ottawa), blackjack nowadays is played using 8 decks, a sealed shuffling machine and cards are reshuffled when ~1/2 of the cards have been dealt. I'd like to know how you can see "exact probabilities" in that setting. BTW, do you know of a single casino still playing...

- I like to "normalize" things vs recent price-action in the instrument traded. (recent can be just the pattern traded, or extend to a few days). - For the example given (and a lot more), can you just keep track of the last N events (parameters values + outcome), and do on the fly stats...

I just exhumed that strat & tested it again ... results in a nutshell: 6E: P&L +117k / #trades 553 / DD -20k / P/F 1.51 CL: P&L +109k / #trades 670 / DD -33k / P/F 1.29 ES: P&L +24k / # trades 621 / DD -14k / P/F 1.16 Note the the MA is a 1000-EMA of the prior 2 bars High / prior 2 bars Low

1. Automated backtest in Ninja, MKT order at close of 30min bar, 1-tick slippage on entry / same on exit 2. That helps a lot avoid whipsaws at night, where 30min bars are a lot smaller than the channel created by the 2 MAs. Long closing above the High MA, Short closing under the Low MA. 3...

I did experiment a while back using a pretty long MA (300 to 1000 bars) on a 30min chart ... I was actually using 2 MAs, one from the Highs, one from the Lows, to form a band to help reduce whipsaws. The system was always in, either long or short, no stop nor target. The results at 1000 were...

So I called at 1:01pm EST, 1:03pm EST, 1:10pm EST, 1:20pm EST, 1:28pm EST, 1:52pm EST, 2:08pm EST, 3:08pm EST, and always got the same "closed" message. I am done with this for today. Well done, really great customer support IB :(

Well, at 1:20pm EST on Sunday I have already called 4 times since 1pm EST, every time I get a message saying that "all customer service centers are closed, please call back during normal business hours". Really brilliant, when the Support/Contacts page in Account Management says US service...

I had another instance of this yesterday, and I called IB tech support & provided all logs again. This time it was very clear that TWS stopped tracking my 2nd account status as soon as there was a trade opened in the 1st account - the "Last updated" banner at the bottom of the TWS account...

I have since January of this year a consolidated account with a total of 2 accounts linked in it. Up until last year, I had kept my 2 accounts separate, but they finally cornered me and forced me to get these consolidated. I have a new automated system which is always in the market, and a few...

Markets have essentially 2 modes, trend or chop. - In chop (trading range), your MA is a good proxy for that "mean". - In trend, what's happening is that the market consensus on price moves away from its last agreed-upon area (trading range), and it actually moves away faster than price do...

"Should" is the operating word. There will be situations where your LMT order won't get filled for stocks even when price appears to got way passed it. Thank the gazillion US stock exchanges for that.

MKT order is your only guaranteed fill. But you already knew that, didn't you?

Thank you - but given that they roll Crude-Oil on the 11th of the month, I am not interested.

Hi there, Is there an industry-standard to compute the backadjustment value between 2 adjacent contracts? Let's assume that there is an industry-standard for the rollover-date as a starting point (there is obviously no such thing, however in practice 90% of the rollover is done on a 24h...

May not be a decent living trading one contract, but see what this system can do trading multiple contracts ... 26,000 unique entries in 6 years.

But I found other ways of creating profitable systems. The attached is "Crude-Oil Always-In" trading 1 contract from Jan-2007 to Dec-2012. (as usual, 1-tick slippage on entry / same on exit & commissions included)

The short answer is : no, I didn't find anything helpful for my trading in the 100 pages that I read.

IMO, 10 trades / day in a single instrument is *NOT* low frequency, especially if you are talking of a single setup - but if you are thinking about multiple setups, then your first step should be to consider each setup on its individual merits, not mix them in a single strategy. 1) ideal...

I feel like he is providing a dozen rules a page - granted, I have never been able to go past page 100 (or so) of his 1st book, may be the rest of it just rehashes the same rules? Anyway - if I remember correctly, he uses trendline breaks & overshoots a lot in his various explanations/rules -...

No matter what, trading relies on identifying patterns which repeats with enough consistency to allow one to make money trading these. Realizing that it starts by the systematic analysis of past price action is a leap forward. Don't get stopped by the nay-sayers, you won't know if that can...