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I would suggest this young trader, to program his setups, backtest the heck, and let a computer do the actual trading while he does his job.

Config #3 - P&L graph

Config #3 - Performance Summary

Config #1 - P&L graph

Config #1 (most aggressive) - Performance Summary

This is my last update for 2012 ... I have been working over the last couple of weeks at "tweaking" the parameters of the reversal system, in the end I found a very minor improvement playing on 1 parameters of the pivot subsystem (namely, ALeftMinSize which is the min. volume required on the...

Unfortunately not, Liberal or Default or whatever just applies to the backtest fill-type, Sim101 & MarketReplay are totally different and cannot be changed/fixed. For backtest, the Default fill-type is not even able to guarantee the slippage requested: this needs to be fixed by each trader...

My main trading system (PA based) uses a 100-volume chart on CL. When I wrote the 1st version of that system, I was only using volume & price information to identify "pivots" H/L (aka swing H/L), and even though that version did backtest OK though about 30 months of historical data, it didn't...

In my experience, the IB simulated account ensures price has to trade through a LMT before being filled, it also ensures the fill price is equal to the LMT price, it never gives a fill on a STP order better than the STP value (even though, this can happen in real life, but so rarely it is just...

The simplest way around PDT is to have 25k+ in your account at all times.

First, you have to know that if you are using Sim101 or MarketReplay, the fills are just fantasy. So forget about using them, they are just a waste of time. If you want to do forward testing in paper mode, use an IB simulated account, this is as good as it gets. From a backtesting point of...

BD: How many times here on ET did you read EMG's classic : "95% of traders fail - they simply fail" ? And what was your takeaway from it? I find it strange that when it comes to money, most adults still believe both in Santa & the tooth fairy. Merry Christmas nonetheless D.

... and the associated P&L graph. I am still interested in exploring my original idea, ie. a strategies exchange, or possibly just leasing it. In any case, PM me if interested.

Reversal system new equity peak as of Friday, Dec-8

This is a pretty stupid statement if you want my opinion ... you do not connect to your VM to feel good looking at your strategies trading live (at least I hope), but to keep an eye on all the possible issues that your system isn't able to deal with automatically ... and when one of these...

Spectre2007: Your ES strategy appears to yield about $8 per trade, on about 6 months backtesting ... factor-in real-life differences (slippage, no-fills, technical issues), and it will be net negative. IMHO.

and the performance report

Not at all ... this is for the reversal system, performance graph from 2007-1-1 to last Friday (2012-11-16)

I agree ... and would add that your strategy must include proper trade management for the situations where your entry level is hit (*not* traded through) and your entry order gets filled. I created a "FillType" for Ninja that gives systematic fill when entry order is hit, so that I can easily...

If your strategies are automated, and run in Ninja, then we could evaluate each-other's strategy as a start. PM me if interested.