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Totally bad system. you are attempting hft using NT - this is as bad as it gets. No credence to your test results. I would bet 100$ that the posted strats will be negative under live market conditions. Your average profit per trade is too bad. Gotta learn a lot about real market trading.

Didn't know I am being followed so closely :) I wired some funds into my account, enough to carry a position overnight. Next few weeks, I would wire more, don't want to be undercapitalised anymore while pursuing serious trading. This short position over the weekend was actually not in my...

LOL.....So I see you are short, ammo is short and Mastacoli is not short but his bias is short. I am short too. If 95% traders lose over time, it means all of us are going to lose :) Only thing that worries me is the huge run-up we have seen in ES, Euro and Aud over the last couple of...

Thanks for clearly writing the pnl. I would run this strategy in a portfolio. The next step is to add a volatility filter so that you can have a method to trade less when vol is low. Previous sentence assumes there is a good correlation between market vol and pnl of this system. If above step...

for the first time I have left 1 contract short position in ES over the weekend. We have rallied after the possible G7 intervention speculation following events this weekend, but there is a good chance that something very bad happens this weekend. So, I have left 1 car short. I hope markets...

lost 1.5 points today. lost 1 point for the week. Have a nice Weekend everyone!

Daal, very helpful commentary, much appreciated!

Its a good start. PF 1.6 is decent, I personally prefer > 1.8. Reason why a PF > 1.6 is absolutely required is that unlike roulette, trading systems can lose their edge in future. IMO, a PF of 1.1 is also ok in the context of a high frequency system, since system would be taking 1000s of...

Thx v much. I see now that entering orders in advance would be an issue if you are doing strategy automated trading. Best to send orders when price is very near to your limit order. That is something that didn't cross my mind before. However again this precaution is not needed if you are...

but he will always be behind you in both entry and exit, thus position will move immediately in your favor if he is moving massive size and he will get slippage on both getting in and out. So you as the trader or strategy developer has nothing to worry about.

Great stuff. It will be very nice if you can post an equity graph since the beginning of the journal. Very interesting indeed.

Thanks, forum has gone very silent

did some more trades and closed for around total of 5 points. Had I been more alert, I would have made 12 points at the minimum.

long ES from 1318.5

rajaalifx I am curious to your response to above post. I always thought India rocks.

Thanks mate, thats a good insight. I read the book in 2009, seems I need to refresh it :)

what is soros test? Never heard it before. Thanks in advance!

You mentioned that you are Indian, why not move to Delhi or Bangalore or some other big city - maybe some cold place in India (read Himalayas). I am sure Bangalore offers a multinational culture. I find it really odd that you would consider Thailand but ignore India. If you go to India, you also...

Thanks, sometimes I do get it right :)

Closed 1318.