what can you glean from it?
Intra day ES statistics
- Thread starter bloomberg1
- Start date
I'm a momentum trader. As soon as my entry signals or rules get violated upon entering a trade, I exit it immediately. Simple as that.
The only time I apply a hard stop to my trades is when I trade sideway market which I often avoid. As soon as I realize market trading sideway I prefer to spend time on something else.
The only time I apply a hard stop to my trades is when I trade sideway market which I often avoid. As soon as I realize market trading sideway I prefer to spend time on something else.
Where (or very, very close to where) your actual fill(s) would be located in a back test. Otherwise less granular time slotted bars will make assumptions as to where fills would have could have should have taken place. Mostly on the optimistic side.
Glaring examples are getting filled right at or close to spike lows/highs - on a hourly/daily bar.
agree, thanks
interesting i'm a mo trader but also a reversion to the mean trader. in both cases like you when it isn't working out you have to exit. no need in thinking about it, if it isn't going exactly as planned get out. in fact i have a signal that pops up and displays "not going my way"
Those numbers look good, albeit a small sample...why only a one lot?interesting i'm a mo trader but also a reversion to the mean trader. in both cases like you when it isn't working out you have to exit. no need in thinking about it, if it isn't going exactly as planned get out. in fact i have a signal that pops up and displays "not going my way"
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one lots are good for keeping track of slippage and commissions so those are net numbers from there it's easy to just multiply but the number of contracts i am trading. i do everything with one lots it keeps me grounded when testing.
%%interesting i'm a mo trader but also a reversion to the mean trader. in both cases like you when it isn't working out you have to exit. no need in thinking about it, if it isn't going exactly as planned get out. in fact i have a signal that pops up and displays "not going my way"
I also have a ''not going my way short'' signal but in a bull market uptrend; i seldom get more than one of those per day.[I maybe should not comment on 2 days trades LOL, but most system$ seldom make anyWhere near as much short, as long ,in an uptrend.] Some that specialized in short$ may could do better than me on that part]Thanks.................................................................................................................