Schizo Greybox Trading
- Thread starter schizo
- Start date
It looks to me like manual HFT trading. 
Your broker will be pleased with all these commissions. But on the other hand he will already know that this will not last long.
I see already 35 trades with a total result of -0.25 points.
Result: $-12.50-$140 (35 trades at $4 commission) = $-152.50
I think it is better to stop and try to build something better.
Your broker will be pleased with all these commissions. But on the other hand he will already know that this will not last long.
I see already 35 trades with a total result of -0.25 points.
Result: $-12.50-$140 (35 trades at $4 commission) = $-152.50
I think it is better to stop and try to build something better.
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That's why this type of trading is for persistent people who are motivated, giving up after a few failures is for another type of personality which is common across ET as well. Over 90% of my ideas end up not being used, clearly people like you assume it's much much easier than it actually is.
There's 390 or 405 (1 minute) bars in the day session.
Instead of using a fixed 233 tic bar everyday you can calibrate size to time using TotalTicsPerDaySession/390 and average the result over nn days. It will seem strange using a different bar size everyday but this is how size is calibrated to time. If you want the equivalent of 15 second bars divide the result by 4.
AMEN to that. This may be a completely flawed strategy, maybe, maybe not. Maybe he could add an overall binary filter and during non trending times turn the whole strategy around into a market making strategy. Whatever the outcome may be, fact is, he already put in more patience and persistence than 90%+ of people on this site. Even if the strategy entirely fails he will still have learned more than most others...