Those greedy bastards are right on schedule. Every 2 years...
https://www.cmegroup.com/company/files/cme-fee-schedule-2024-02-01.pdf
https://www.cmegroup.com/company/files/cme-fee-schedule-2024-02-01.pdf
Index futures automation
- Thread starter hilmy83
- Start date
For January I added a total of $13k to the account to bring to $50k so that I could fast track trading the NQ.
I haven't traded NQ since 2020!
December pnl +$2500
TWR for this month is 5.08%
NDX gained 1.85%
SPX gained 1.66%
So @Overnight , I'm waiting on your cash deposit so I can trade your money and take you out of your trading misery...
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Consider tracking your avg points per day in the NQ. Frees your mind from the money. Gives you confidence knowing it's shown to be bounded in a comfortable, positive range over the long-term. It "scales" to 10 contracts, no problem.
The first 5 min and 60 min avg ranges on the NQ are excellent benchmarks from which to measure your system's capabilities. A running average of 22 days is very informative.
The first 5 min and 60 min avg ranges on the NQ are excellent benchmarks from which to measure your system's capabilities. A running average of 22 days is very informative.
I make table scraps after fees/commissions.
My per trade win rate is bout 68%
Risk of ruin comes out to be 2.3%
At 97% daily win rate, my probability of 2 consecutive losers is 0.09% (about 1 event in a year)
Any day that triggers the maximum loss will take me back 3-4 months.
Didn't have a loss last year (if the bot worked per rules). So i'm due this yer
How's that for trading outside the box
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Feb pnl: +$2210
feb return: 4.26%
ndx: 5.29%
spx: 5.10%
YTD return: 9.56%
NDX: 7.24%
SPX: 6.84%
My ge66 raider got completely fried after running games at 95c for couple of months. I suspect the paste needed replacing. Experienced multiple blue screens. Didn't feel like opening it up and dismantling it.
Had to get an emergency rig. I think I might go back to desktop setup for a while since it's easier to fix and upgrade
ASUS - ROG Gaming Desktop - Intel Core i7-13700KF - 32GB Memory - NVIDIA GeForce RTX 4060Ti - 1TB SSD - Black
Had to get an emergency rig. I think I might go back to desktop setup for a while since it's easier to fix and upgrade
ASUS - ROG Gaming Desktop - Intel Core i7-13700KF - 32GB Memory - NVIDIA GeForce RTX 4060Ti - 1TB SSD - Black
But way more than a BIG Mac.
Well, the strategy finally crapped out. Everything was working as per the trading plan. This strategy will have a big loss and will take months to recover. In the backtests, I've had max +900 days of recovery time. Even though it looked like a steady strategy, mentally that would probably drive me crazy to sit through that. So I'm going to tweak the risk a little bit to figure out how to balance income with the risk:
Loss happened the week of 3/18. So the year down about -25%. Good thing for that max stop loss though..sheesh
Loss happened the week of 3/18. So the year down about -25%. Good thing for that max stop loss though..sheesh
I think there is a sweet spot between trading the anticipated breakout and when trading the anticipated range move.
I know that my current strategy will crap out if the range last too long.
But if I can somehow jump on the range after couple of breakout failures, that may help avoid range loss (assuming range will continue at that point and not just final break).
I know that my current strategy will crap out if the range last too long.
But if I can somehow jump on the range after couple of breakout failures, that may help avoid range loss (assuming range will continue at that point and not just final break).