Search results

After analyzing the performance of each instrument per hour, you can then set the trading permissible for each instrument. My framework allows for a morning and afternoon session. For example: 9:30 start 11:00 stop, 13:00 start, 15:50 stop. This provides for enough flexibility IMHO.

It is multi-threaded but only for the parent process. That process initiates about 4 different child processes. All of those execute in a single core. It is not possible to move the child processes to separate core. However, any of the child processes can have their execution priority changed...

How did you ever translate "screen time" into EL Signal logic ? Seems to me that a lot of judgement was applied.

Yepper...and mainly it removes the need for extensive forward-testing. The only problem I found is that traders stay trading with the EMicro for far too long. That mistake results in commish+fees that are 150-300% above the Eminis given the same leverage.

Yes. I think I heard he was "in" for $200-300 mill.

Tommy Brady learned the hard way that his skills and competence in football does not translate to investment / trading.

3 systems is inadequate diversification. Gotta be 8-12 systems.

Make your system adaptive to lower volatility. Wish you would post the date/time on the X-Axis instead of the trade #.

Analyze the equity curve for each instrument/strategy combination. Use either the slope of the equity curve or use a cross-over of the equity value vs. the average of the equity value. Why would you say that ? Betsizing can make a mediocre system look like a champ.

You are likely to see less risk, but also a lower return. I believe most of the risk reduction comes from the number of instruments you are trading. The other thing you need to do is optimize the betsizing for each instrument.

Gisele is worth $600+ million and Tom is worth about $400 million...so they are still "whole".

Alternately, you could use Multicharts Portfolio Manager feature and send the trade stats to a CSV file: Portfolio_NetProfit Portfolio_NumLossTrades Portfolio_NumWinTrades Portfolio_TotalTrades Vars: TotalTrades(0) ; TotalTrades = Portfolio_TotalTrades; If TotalTrades > TotalTrades[1] then //...

You misunderstood...that is 1000+ trades PER MONTH ! That number could go up to 2000+ trades. When you are trading a diverse set of instruments, every day is different.

Nice diversification. Have you considered MBT,MCL,ZN, ZB ?

No it isn't if you have 1000+ trades per month. It really adds up.

Equity curves still show sharp retracements. Have you considered employing daily stop loss rules ? Also, you need to show/track win rate %.

There is definitely a need for the ranking of volatility for the EMini's and EMicro's. BTC and MBT are likely the most volatile.

They are 150-200% higher in commish+fees than the large contracts. Brokers love 'em !!!

Bingo. Gotta know when to trade one vs. the other.

What kind of exit rules are you using ? Chandlier TrailingStop PctTrailingStop Fixed Stop Loss Signal-based Stop