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Man...that name is awesome and thanks for the kind words about FasterQuant!

Is the Great Leader still long ES?

You do realize you could probably launch a hedge fund based on this research! Nice work!! ;)

Using the TICK data to test my hedging strategy is a bust. The issue is that the equity curve gets destroyed by the number of small losses. Moving on to other markets for diversification as others have suggested.

It's not going to be painful. Either the research will bear fruit or it will not. Yes....expanding to different markets is on my to-do list.

TICK data from IQFeed. First, let me state the problem I am trying to solve. My strategies are highly correlated and I already have a method for limiting the number of concurrent positions. However, my wins and losses are often grouped together resulting in an equity curve that is not as...

I am going to revisit the hedging strategy. The original testing was a bit flawed as I was using one minute data. I need to use TICK data so I can determine the exact tick(s) where the portfolio open positions go into the red. The concept is to fade the open and losing positions while the...

Late posting. Long 1 ES contract at 2986.5 on 30 min bar strategy. Stop at 2961.0 Limit at 3018.5 Exit after 100 bars

Exit 2 ES at 2978.50 -$1808.2 Long 1 YM contract on 30 min bar strategy. Stop at 26927 Limit at 27361 Exit after 100 bars

Exit 3 YM at 27150 -$2082.3 2 ES still open.

Man...I have not heard/read this level "ready the bunker" talk since Y2K. Get a grip man...if shit hits the fan as quickly and as severe as you suggest, stocking up on food storage and guns/ammunition might buy you some time but that is about it. It's summer time, take a...

I agree there is room for improvement. I might revisit my attempt at creating a hedging component to to my approach. Honestly, I am really at the early stages of doing serious research as almost my entire time has been spent building the tech. Stay tuned!

Long 1 NQ at 7929.75 and exit at 7873.50 -$1129.1 Exit 1 ES at 2985.75 -$1029.10 Long 2 ES at 2996.50 for 30 min bar strategy. Stop at 2978.25 Limit at 3019.25 Exit after 100 bars Looking like this recent crop of trades might be a total bust. Currently long 3 YM and 2 ES.

Long two more positions! Long 3 ES, 3 YM and 1 NQ. Will post details later.

I appreciate that! Not worried if anyone is stalking me on here. In fact, if you do a search for "AlgoTerminal", this journal shows up on the second page of Google results.

Long 3 YM Contracts at 27288 for 15 minute bar strategy. Stop order at 27176 Limit order at 27456 Exit after 130 bars

Well...nothing landed yet, but thanks for the encouragement!

Drinking a Polar Seltzer right now. Even my 16 year old drinks it. We buy it by the case!

I helped a client move from ThinkOrSwim to AlgoTerminal and the DTN IQFeed data I was using in AlgoTerminal just about identically matched (regular and extended trading hours stock data) the ThinkOrSwim data. So either both ThinkOrSwim and IQFeed has corrupt data that identically matches...

Long 1 ES Contracts at 3006.25 for 1 hour bar strategy. Stop order at 2985.75 Limit order at 3067.50 Exit after 10 bars