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Topic QuantBrains Webinar Description In today's markets, your trading strategy must be adaptive, agile and ready for any macroeconomic opportunities that may present themselves. Join us for our upcoming QuantBrains webinar featuring CME Group's Senior Economist - Erik Norland. In this...

Let's look at another reversion to the mean model on the same data, you can see how the fills get positive slippage. This is 100 days with one contract Now adding Fixed Ratio at 3k delta we get over the same 100 days other stats on 1 lot other stats on 7 lots and shows...

yes it is twelve twenty three oh and remember natural hour only top of the hour

tradestation and multicharts will do all sorts of multi stream data scenarios.

well it's a stupid ass 32 bit program and they have bloated it thru the years to the point it sucks. do this use ts for the data and get you multicharts "64 BIT" YAHOO! and try that out with a better clearing firm you are quite welcomed no need for profuse thanks... ps if you stick with ts...

sounds like heaven to me ....

i have traded everything and settled on es just because it will overshoot on good momentum and when trading reversion to the mean it increases your chance of positive slippage on the entries tremendously. plus i have many "benchmark's" using the nyse markets to tell me how much overshoot on...

so to accomplish this is no easy task the problem all model builders have is they omit the "benchmark" which i learned from construction days is your god on the project. without a "benchmark" how can anyone build a model? it's all random if you don't have a "benchmark" you are forever lost and...

i was actually the very first person to expose the inaccuracy of using limit orders in backtesting as well as bouncing ticks when backtesting and the replacement of the closing price of the day with the settlement price which cost me 300k from a friday close in bonds to the monday open when a...

if the model is in a drawdown and some conditions are met it will buy or sell better up to 3 times, usually the entries are clean so it's rare but it has that option. each add on entry is harder and harder to meet criteria so if the first add was better by .50 the second would be by 1.0 and the...

no they are based on purely price action only and patterned after the: Ned Davis / Martin Zweig 4% model ps thank you for your question if you have anymore please ask.

Lot's of brokers around many on this forum. I tried to use as few smoothed indicators as I can, smoothness induces lag and nothing beats price action. I have always tried to use price based support and resistance without huge success. But finally I look at S/R as a benchmark and I been...

Yes you can trade ES and make money without even knowing the price of the futures. You can focus on the number of the NYSE advancing issues once an hour and trade the futures without ever knowing what the price of the futures are. In the old days when I traveled a lot I would look at the...

thank you for your comments i won't hold back much but i have to keep my edge lol there are two sets of channels a big one that captures trend and one that captures chop. then using the big channel i make an oscillator by subtracting the actual price from the distance of both the trend channel...

I have in fact made money with it live, since the fills are opposite of market direction it actually performs better than testing. The exits are all hard coded profit targets and so are the stops which are twice as big as the pt. It had a staring allocation of 50k and it never exceeded 12%...

@ES - Converting indicators which often seem useless into a trading model. a.) it's the logic used to build the model not the indicators that make it successful. So it looks good but looks can be deceiving why not automated it? a.) the human eye will mislead you to look for big moves, but...

well that's exactly how you make billions, you have to work at it and know how to defend the position. i would only sell futures myself and then defend with a mini or roll forward in twice the numbers. if you are well funded and know what your doing you can never lose selling options, unless...

i don't have a ira so you would have to shop around. considering an ira though you could use short puts as a entry vehicle for getting long stocks at a better price and hope that you never get exercised. but if you do get exercised you get the stock at a better price and you keep the premium...

absolutely agree that global markets are the future. years ago you had to do give ups to trade crazy markets. now it's all under one roof, just have to worry about the clearing firm running off with your money. it's a good thing most people lose cause i need the money, you should be giving...