Are these realistic results?

Quote from Lucias:

The one thing that is a question in my mind is your profit per trade is very low. If your stops slip a tick then that could turn this into break even or losing strategy. If you use limits to exit then do you have a volume criteria or are you using a 1 tick must pass rule for fills?

Strategies that make tiny profits are very subject to the costs and fill assumptions. Most system developers look for about $35 per profit per trade on average to help cover any errors in slippage and transaction costs.

You need to make sure you're simulator is set to a realistic tick fill engine. Also, if you're just watching the market then you may be missing ticks that move against you.
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I believe it is. It sometimes takes a minute or two to get a fuill during times of day like right now.

I know my profit margins are razor thin, and if you see those profits are calculated after trade costs.
 
Just out of curiosity, is this a momentum strategy? Anyway keep us updated on your results. Is your MAE the same as your trade losses on your losing trades?

Quote from jmhunter:

I believe it is. It sometimes takes a minute or two to get a fuill during times of day like right now.

I know my profit margins are razor thin, and if you see those profits are calculated after trade costs.
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Quote from Lucias:

Just out of curiosity, is this a momentum strategy? Anyway keep us updated on your results. Is your MAE the same as your trade losses on your losing trades?
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Yes. Sometimes I come in early and close it.. or sometimes I pull it back a bit.. my MAE should be about 4 times my potential profit, on a per trade basis. My initial risk is about 2x my take profit number.

its not particularly momentum based. but that is always a factor.
 
Quote from jmhunter:

One contract.. sometimes I double down depending on strength. I have the most success with single contracts
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So you are averaging 80 points a week from one contract ?



If it is so easy, why are you still on sim and not pulling the trigger with skin in the game?
 
Well one contract traded hundreds of times. I want more affirmation thru testing... I've been trading options for years, futures are new to me.

And I'm obviously looking for external affirmation :p
 
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