Spread Trading

If you follow the other spread trades I posted, you'll see, that they make money, too. Let me know, if I shall post more spread trades.

Sure. That would be great. My problem is keeping track of all them. :D


J-Law
 
Trading spreads, I have a win-loss ration of appr. 70%, therefore I feel confident enough to risk 5% - 8% of my account on each spread trade.


[u/]

Markus,

Have you ever figured out what that breaks down in a ratio
of winning size to losing size trades.

Meaning what are your winners compared with your losers, 2 to 1, 3 to 1 etc???

The reason I ask is that I am trying to establish the mathematical "edge" or positive expectancy of the method.

Sounds all technical, but it's really not.


J-Law
 
Gann > 10-28-02 12:47 PM
Further, it is our experience that spreads based on weekly closing prices are doing better then daily or EOD action, because less trades, less slippage, so you new enough volume too.
OK Gann, what are you talking about here?

Are you saying that you are trading spreads on a weekly basis?

I mean Hay that would be nice. Just look at them once a week.

What do you mean less slippage?

None of this makes any sense.
 
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