Suggestions for futures to trade

wmwmw said:
Different markets behavor differently. It is not about rules based or not.
The one who makes 20% annual profit on 160 markets , can make 200% annual profit if he focus on one or two markets.
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Not if you're a systematic trader. If you fit your system to one or two markets, you'll just overfit.

The average p&l for one market in my system is about 4% a year. For 160 markets, it's over 20% (backtest is actually closer to 40%, but I'm a pessimistic realist).

GAT

(Of course I could make 200% a year by using 10x leverage, but I hope it's obvious why one wouldn't do that)
 
I only trade one or two markets and my swing trade strategy by backtest is 100 times -1000 times a year.
That is power of focus.
My intraday trading is supposed to be much more profitable but much more difficult and I am experimenting it.
If I switch my intraday trading instrument from ES to NQ on the same strategy, it will be loss instead of winning.Not to mention other market.
For example, intraday trading ES, a following trend strategy usually trade 9:30 am market open when market is the most trending of the day. But sometimes market just goes seesaw for the first 1 or 2 hours. If you follow trend you will be cut back and forth many times and suffer big loss. So when or under what circumstances you should stop trading "the follow trend" strategy? If you focus you will figure out when you can trade and when you can not. But if you trade 160 markets, you will never get a solution. There are many many tricks like this in intraday trading and only you focus you will get your problems solved.

The words like" If I use 10 times leverage I can make more" doesn't make sense.
That means you never optimize your strategy and never research and experiment what is the best leverage for your strategy .
The best leverage is the one that maximize your profit at the same time ensure the survial of your account.
 
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wmwmw said:
I only trade one or two markets and my swing trade strategy by backtest is 100 times -1000 times a year.
That is power of focus.
My intraday trading is supposed to be much more profitable but much more difficult and I am experimenting it.
If I switch my intraday trading instrument from ES to NQ on the same strategy, it will be loss instead of winning.Not to mention other market.
For example, intraday trading ES, a following trend strategy usually trade 9:30 am market open when market is the most trending of the day. But sometimes market just goes seesaw for the first 1 or 2 hours. If you follow trend you will be cut back and forth many times and suffer big loss. So when or under what circumstances you should stop trading "the follow trend" strategy? If you focus you will figure out when you can trade and when you can not. But if you trade 160 markets, you will never get a solution. There are many many tricks like this in intraday trading and only you focus you will get your problems solved.

The words like" If I use 10 times leverage I can make more" doesn't make sense.
That means you never optimize your strategy and never research and experiment what is the best leverage for your strategy .
The best leverage is the one that maximize your profit at the same time ensure the survial of your account.
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This sounds like a manual trader describing algo trading. OP, respectfully, "Systemic" uses different concepts than manual trading systems. This difference is where the "rubber hits the road".

GAT, thanks for the post and the list. It is helpful to me.
 
tony.m said:
Can one trade mini spi 200 on IB ?
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No unfortunately they stopped allowing it a year or 2 ago apparently a "business decision". Why the fark would you stop your customers generating coms for you is beyond belief. Just another handicap we have to deal with in the land of OZ.
If you don't want to trade the big boy spi200 the only option you have with IB is IBAU200 cfd which you can control the size of by the number of contracts you trade. Only tradable during asx day hours though.
 
globalarbtrader said:
I meant: That's 0.6% of my account value per year

But it's true that my trading account is only a fraction of my net worth. Most of my money is in long only investments. I trade mainly for fun.

GAT

(Mind you it's really me in the picture...)
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So, just because I am slow; I was sure I heard / read you saying that you would need to trade a notional value of miniumum around 600.000 USD to get the diversification gradual easing in and out of positions that your your system requires. But from your reports repo it looks like you are trading aroud 400.000 GBP.

So based on this; are you saying that the capital you deposit to your IBKR trading account is 41,666 USD (so minimum margin requirement basically)?
 
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