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did some news hit the tape ?

long NQ at 2535.25 stop 2528.25 so risk of 7 points = 140$ per contract targetting 2546 on one contract or maybe new highs (will depend on ES price action) Edit: target 2556 not 2546

winston, I find a lot of merit in your reasoning. Thanks. It will be great if more experienced systematic traders can speak up like lescor, EricP, spike500, nitro, TSGannGalt, AMT4SWA etc. Thanks.

I have developed a very very similar strategy myself. Exceedingly good PF trades at a particular time on 60-70 days a year and highly profitable. So, there is nothing hypothetical here. I hope you trust me. So, now my question is how do I protect such a thing, because obviously such a thing is...

Good question. We have come CTAs on this board. I hope they step up to give their point of view.

Stan, Thanks for stepping up and making a comment. 1. However, it happened 2-3 days ago and when I clicked to show the file that MC is sending, along with 100 other things, I could find all the files in this directory also that multicharts was sending. C:\ProgramData\TS...

Kindly note that I am not accusing multicharts of any wrong-doing here. But yes I do say that they do send strategies along with the whole dump when they crash. They might be using it only for investigative purposes to sort out the crash thing. But surely, I am concerned. Especially if they do...

Randomizing some entries is probably an interesting idea, but it will work only in some circumstances. E.g. this will not work in case of breakout trading, since you must enter at the time breakout is happening for a positive edge, either going in before or after the breakout might cause some...

I will start by listing out who all can steal your strategies. All the below is in the context that you run a portfolio of well-defined strategies. No discretionary trading. 1. your clearing firm: If you trade futures systematically directly without a broker and make say only 500k a year but...

It takes years of development work to finally develop a suite of uncorrelated strategies that will deliver alpha out of market year in and year out. If the strategies are scalable (e.g. on futures markets and large cap stocks), and can theoretically make 3-5mm+ a year, then a lot of folks would...

Actually I have PM'ed him with the request to respond on this thread if ok with him. Let us wait and see.

Yeah I am! LOL. 1. This is the purest form of forward testing on unseen data. 2. Also, goes on to show that there are some folks here who do use search function a lot :) Actually, I want to learn few tips from his experience. First did he make money or not, because I am beginning to...

so, funky, how you doing?!!? This seemed like a great start, how did it actually pan out? Very curious. Glad if you can share

Hi Wide Tailz, Wondering if you have implemented above in your live trading and if yes how is the live equity curve coming up? Thanks

+111 Crude, Aud, Spoos, everything going under. This was not a generic trend day, but start of a downmove, that will last at least 5 days and possibly a month. ES will definitely break 1300 within next 3 days, if it is a big red flag. If we don't break 1300 within 5 trading days, we are going...

I would say keep posting. Don't worry about naysayers, if nothing else, posting trades will keep you a tad more disciplined, since you are keeping your trading in front of everyone. Cheers. I had a horrible day today. lost 12 points - a lot for a day trader, 10 point was my designated stop...

Mate, I know what you are going through, wondering if only you had not closed your position. I suggest taking tomorrow off and come back on Monday with a fresh mind to resume trading.

great illustration of mp working :) thx for posting.

Thanks for sharing your experience of facing due-diligence teams. I guess you are correct that they will start becoming sceptical on hearing very high Sharpe. However, I find it absurd to compare S&P sharpe with sharpe of a systematic futures fund. S&P sharpe is simply buy and hold sharpe...

alright thanks for that. Are you a CTA?