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How did that work out for you ?

Computer engineering, why ?

How does someone get so mad over a forum post. Imagine a real life upset, lad would go mad ...

Definitely not aiming for 50 ticks, it's a machine learning strategy that predicts if price on average in the next 15 mins is higher/lower than last excecuted price. Accuracy on unseen data is ~72%, but it doesn't determine the magnitude of the price change, it can be 1 tick, it can be...

Why so aggressive ? The longest hold times are around 8mins most trades are 3mins and under. 20 cars overnight ? I said it was 10, the order to flip from long to short or vice versa would be for 20 to cover the initial 10 contracts held. In simulation it makes 150 trades a day on average with...

The average hold time is between 3-8 mins. That's why 1 tick plays kinda of a big role. It still makes a profit when back tested with 1 tick slippage but the win rate drops to a little over 50%

slippage of 1 tick on each trade would destroy my model. That is why I am worried about getting filled at the last executed price. I base my back testing on that, the last traded price. If I always get filled at that price, I would be very confident in the model but I think the volume isn't...

Thank you for the reply ! In your experience, getting filled at the last executed price for 20 contracts shouldn't be a problem ? Looking the at the volume data, there are some times (around 1am-4am) where the minute volume is <20. I reckon my hypothetical 20 contracts limit order would be...

Hello, I am currently back-testing an algorithm on the ES and I would like to know how good/bad the liquidity is outside the regular hours when trading 20 contracts. Will LMT orders at the last traded price for example remain unfilled/partially filled more often than not ? Just to avoid the...