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Let's see if the current stops hold for another leg up. Look how close NQ got to the stop price. Magic!

What a morning so far! Still in both trades....NQ was not stopped out as my stop orders only trigger during RTH.

Unless you can see how Yahoo finance is calculating the Sharpe Ratio, don't waste your time trying to match their value. Are they using the risk free rate of return in the calculations? Are you (doesn't look like it)? As @GRULSTMRNN mentioned, what is your return period vs theirs?

Long 1 ES at 2887.25 for 30 min bar strategy. Trailing Stop at 2865.75 Exit after 250 bars Long 1 NQ at 7588.25 for 30 min bar strategy. Trailing Stop at 7524.50 Exit after 250 bars

Just watch his Youtube videos which are quite entertaining. He does offer some good information about the industry. From what I have seen from various sources, the essence of his training is: 1. Formulate a thesis about a particular stock / sector / currency etc. 2. Use technical analysis...

I don't eat fast food...except Chick-fil-A. Their spicy chicken with pepper jack cheese is great and my six year loves their play area. Each Christmas season the Chick-fil-A by our house decorates the outside of the store with a fantastic light display and they even bring in fake snow (in...

This is speculation as I do not have data to back it up, but I suspect that of those traders that successfully trade for a living (no other sources of income), less than 1% of those traders do so with capital less than $100,000 (or an equivalent value based on geography, cost of living, etc).

What do you estimate the capacity of your strategy to be? $50, $500 million? $1 billion?

Can this strategy be automated?

Go with something off-the-shelf and only roll your own solution if you have the need, time and expertise to do so. If Backtrader looks like it will meet your requirements, create a quick prototype to try out.

What do you mean by "good strategy"?

It does not end well.

Flat since Friday morning...avoided the blood bath today. Looks like more pain in store for the Longs.

If you are interested in a more robust solution, follow this thread. I will be open sourcing my setup for monitoring sometime this month. https://www.elitetrader.com/et/threads/anyone-running-a-c-based-ats-hosted-on-aws.334577/

Yes. That is the plan.

In other news, I am getting ready to release a new version of FasterQuant. I have made some massive performance improvements and it will have better support for equities with the ability to easily generate long/short equity and futures portfolios. I am also going to start open sourcing...

Good information! I have found a few short strategies for equity index futures but only for bear market regimes. Hope to deploy an equity/bond strategy portfolio within the next couple of weeks. Will post details as soon as I deploy with some performance (backtest) comparisons.

How do you monitor your system while at work?

Down a bit in July and up 23% for the year. I am going to experiment with adding some sort of 10-year bond breakout strategies into the portfolio. In theory, those sort of strategies might smooth out my equity curve a bit and potentially improve net results.

What expertise do you offer?