Let's Compare Strategies

[sledge]

About 2 trades a week. Nice.

Sometimes, it is best to wait for the market to come to you.

Let her show you repetitive ways over and over and over again.


There are a few other prime days I have identified where I could hold out for 10 points instead of 6 points on ES. But the issue becomes is that I don't have the data. If I change data sources, then I don't have the other data I need to make the entry!!!!

[koganam]

looking nice! -- market replay only, no live.

About 2 trades a week. Nice.

[sledge]

ES 03-15 update

looking nice! -- market replay only, no live.

[sledge]

Sledge,

I don't think there are enough trades to hold your interest with this strategy. Average trade length less than 2 hours with only 22 trades in 18 months. Most do not have that kind of patience. Just my opinion.

oops... I figured someone might see that... Yes, 22 trades in 18 months would be difficult. I know that's what the time frame says on the report. but..

But this was only for ES 12-14, 3 months. contract switchover Sept 2014- to contract Dec 2014. 3 months. I didn't correct the date when I ran the report. There are no other trades in the time period since this was a market replay export/import.

But yes- this is an intraday only trader... set targets/stops.. no attempt at trailing stops (I don't think it would help).. There maybe reason for entering 2, and letting the 2nd one trail and get out if back to even on it).... but I haven't explored that path yet..

There would be some slippage - but my target is deep enough that 1/2 point to 1 point wouldn't send me anywhere near negative. (and I don't have commission set up, but $4 round trip isn't a deal breaker either).

[ezinvestor]

Automated Strategy

Sledge,

I don't think there are enough trades to hold your interest with this strategy. Average trade length less than 2 hours with only 22 trades in 18 months. Most do not have that kind of patience. Just my opinion.

[sledge]

Market Replay - ES 12-14

Automated NT Strategy... 1 contract ES... 2 contracts if condition changes...

needs a little more logic... I could see those short winner days needed evasive ACTION SOONER since they were setting up to fail.

The loser day was FAIL alert very quickly.
Had 2 days that I couldn't work with that were winners - TD Ameritrade was supplying the wrong values or did not have data streaming at the time. Even on one day they were 1 hour behind reality.

Restudying all of 2014 to see if it fits a pattern that I can program. Using ToS for help with study.

Probably going to sign up to Kinetick and try that out so I can get all the data into NT... it's hard to program a strategy missing data.

ES 06-14 did have 3 -$1100 losers.. which is why I'm still cautious about deploying this..

So if you scale up 10/20... that's 3 -$11,000 days = -$33,000 which is pretty serious drawdown in 1 month. The rest of 2014 it hasn't happened.

Enough babbling here.. back to "work".

[dstar]

binary options trading

binary options traders, please send me some recommendation for new brokers.

[dstar]

Binary options strategy

There are some good known binary options strategy, but I have heard about new ones like Two-Way Movements. do you know it?

[koganam]

Was not intended as ego-stroking, but merely inviting to a discussion on the details. No problem, I deleted the message.

I understand. I was also simply trying to get some details. Not necessarily of the structure of the strategy in terms of entries and exits, but at least how the parameters for managing the system are set.

[sledge]

Was not intended as ego-stroking, but merely inviting to a discussion on the details. No problem, I deleted the message.

Are those for live sessions? Or market replay or the analyzer?

[siroki]

Was not intended as ego-stroking, but merely inviting to a discussion on the details. No problem, I deleted the message.

[koganam]

Results of week 2014-03-31 to 2014-04-04. This week was pretty volatile, with big up- and downswings, round trips and fake-outs on an intraday basis. Nice to see the strategy held up well and ended up with a 4.75 profit ratio.

Without knowing the details of the money management, this becomes an exercise in ego-stroking.

[sledge]

changed ideas

.75 and 1 pt tick scalping can hurt

new year, new harddrive, new direction!


ES 06-14 market replay results... 03-17-2014 to 03-28-2014


ES 03-14 showed promising results too... 1 loser day which would take 3 days to recover to break even (w/o commission) (FED FOMC day which is generally scary crap you should avoid). And a start of day after MLK day since ZenFire crapped out in 2014, etc...no data for me. A lot of other meat on the bone to take.

Appears to be scalable....

Market Order entries.. 2 trades max per day. Limit profit targets/stops...

Manually played 3/27 & 3/28 with success (for my mental tolerance)..

Need to replay more of 2013 with which I have most data to examine results....

[sledge]

Very nice. 11 trades, no losses, and a trade about every 2 days. Now, I wish I could get my grubby, greedy, little fingers on something like that!

I ran my report for 2013 live trades...(ES 03-13 was selected)

PERFECTION!!!!

Getting lucky scalping intraday...

There should be a big loser coming soon
Or have I mastered my mind and seen it all after 6 years?

**SPXU registers as a long (of course)... +$392 on the long "but short"

I've shorted SPXU b4

[NFT-Trader]

I am in the process of trying to figure out how to get it on Collective2. I will get back to you once there.