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Same system as above. Completely out of the sample performance - Real forward performance on never seen before data - Sep 2010 to Jan 2012. Performance beat the historical averages by a mile - because I hadn't over-optimized the historical dataset while developing the strategy. For FORWARD...

Allow me to show you some perspective! See attachment. Same pair as you EURUSD. Commissions, Slippage included. Entry based on 2 parameters, same pips stop loss, same pips profit target for all these years (independent of market volatility!). Elementary level maths involved in strategy (class...

Even if the trade goes > -40%, its possible that 30% of such trades will come back to -28% (let us say) next day, so a better strategy might be to close at this pop next day to get an average loss of -28% rather than -40%. Have you researched above? Curious ! Thanks

http://vimeo.com/15967639

Since you mentioned we won't live till then, I was surprised. My earlier impression was you are between 30-35. I think you/we can definitely benefit from this demographic change in the 3rd largest economy. So this will be the state of Japanese demographics in 2060, which means markets will...

Debaser, how old are you ? And I ask this in all seriousness.

+1 and yes I agree first bar is useless!

disktrading has intra-day data from 1997 for ES for example, whereas IQ Feed has from 2005 only and esignal only from 2007. Still, disktrading.com is extremely cheap compared to others. Why ? Is the data quality not reliable ?

How much backhistory is present in IQ Feed ? I am specifically looking for 1 min or even 5 min will do. I don't need tickdata as of now.

I was looking through cheap historical data sources and saw this. Looks really cheap compared to other databanks like tickdata.com. Can anyone please share their experience about the reliability/correctness of this data. Thanks a lot.

I haven't read his posts today so no idea what he wrote today to deserve this. Anyways, he was pissing off everyday here and elsewhere. Magna - Thank you very much indeed! May you make 10000 dollars extra in your trading for doing this good job :)

late entry. closed it at breakeven 15 min before mkt close.

yup, agreed. I didn't notice it while taking the trade, too distracted today.

Alright, Long 1308

Question: Does anyone know why does Time and Sales from IB for ES shows fractional tick prices? Thank you very much. Edit: Example: 13:50:13 shows 1307.4952 price for 52 contracts

out at 1306.5 Thanks tortoise :)

short 1307.5 :)

do you have any idea how much minimum account balance ubs requires to open an account with them ? If yes please state it. I would love to know. My guess is it will be more than 200k or maybe salary > 500k or somewhere in that range. Remember UBS is not for average IT consultant making 150k a year :)

nice work on chart ammo, thanks.

Zen: From the advice you offer, its clear that you believe in the approach of careful research, understanding and developing edges, and then following you system to the t. No question of failure, if you have a good edge and can follow it. I liked you approach of not willing to lose anything as...