How can i bring this system to the next level

eurusdzn said:
I haven't seen any comment from ZB day traders.

Have you considered not getting filled on volatile ZB times.
Or, less liquidity to exit where your data shows you exiting.
Or, nasty kneejerk reactions to frequent data, jawboning, fed meetings, global macro events
and less liquidity around these events.

Do you have experience day trading ZB?
Have you put on a 5 contract position yet ?
I dont think the ratio of average daily $ movement/margin is slow vs NQ or ES.
I could be wrong or overly an overly cautious/piker but just sayin...
More...

Not getting filled is something i am unable to calculate so i have to add in some margin in my results for this reason.
There is no trading prior to news evens, if there is an open position most of the time i will close it (depending on the event coming up). Trading also is eliminated until 5 minutes after the initial release.

I did trade ZB manually before, i did some larger trades quite some time ago, not in ZB but liquidity isn't a problem.
In my experience bonds do move different from ES and NQ, the $ movement might be close, but the way it gets there probably will be very different.
 
Dekor said:
1:1
More...

1:1 with 60 % win is good system but if it dips below 55 then u will be flat to loss.

I suggest u should take random tetsing in different sample data to establish the 60% win or find the range ...and average ... average win percent should be above 58 for it to be a sustainable system in the long run

Don't know abt bond futures but in futures in general for longer survivability money management wise u can trade 2 for 50k then add 1 for each 25k ...just extra protection ....
 
Update since i have now data from the first full year.

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I have also been testing this system to more instruments and so far the first results i have from ES, NQ and GC looks like i might be on to something there as well.
 
Since the results on gold are also looking very good i signed up for a 50k evaluation account with OneUp, starting today!

I do not have that many data yet for gold but since the risk here is only 150$ i decided to give it a go.
 
Unfortunately not a good start.

I made some mistakes today (me, not the system, yet another reason to make sure the system gets 100% automated soon).

Total profit/loss today is 0$ (25$ profit but also 25$ commission), lucky to get out without a loss.
I had some trades, closed some trades manually because i thought they weren't allowed to be executed yet etc etc.
Some stupid mistakes, if everything went like it should have and if i didn't make some stupid mistakes the profit would have been 436.25$. (4 trades on GC for 280$, 1 trade on ZB 151.25$).

Anyway, tomorrow is another day.
 
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