Recent content by rafla

New ICE Market Data Fees Effective April 1st: ICE US (Mini Russell, Dollar Index): 110$ ... This is going to scale down the TF liquidity!? No more reason to trade that.. At least that monthly data feed from ICE is driving me out of that landscape. You might say that this extra cost from data...

At least if there are not enough liquidity to hedge the trades it can be significant? Or is the volume of binary options still so low that no effect?

Hi, I think that you should keep AUD at least in your chart as it is a good reference for many things. (Metal and compared to EUR some advantage which one is leading) and AUDJPY has been a historical lead for equity markets. Even suprisingly tight correlation earlier.

Hi, Psychology has been the hardest part -> dicipline! And I couldn't handle that without full automation: BTW: Here is a picture from one of my accounts, about 2000 trades (all day trades) - rafla

available to download from Downloads I would recommend at least FeedDelay, it would have been saved me from one big loss (during manual trading) when eurex exchange has a long delay ...

Hi, Although I have done several automated ninjatrader strategies (Examples of my strategies, some ideas copied from a public source.) I wouldn't like to run those totally unattended because of possible network break or other failure. Ninjatrader has a quite good and easy framework for order...

Even S&P use to have some statistical interest at midnight (check: Strategy images & equity curves) but I think that "morningdip" has lost its meaning. At least some years ago there use to be sort of dip at 8-12 minutes after market open in european markets. I'm not checked it lately or against...

How often do You see clear fake orders to manipulate a market? Not too many today but occasionally there are clear places where someone try to manipulate even futures market (DAX) with those, orders are often less than s in the market. Those and real heavy ones are easy to detect with my new...

Thanks Horace, 2) that's interesting, those has to be trend folowing strategies in that case. I think that even up to 80% profitable scalping strategies is possible to find.? (Yes, and my whole system collapsed to some unrealistic trades as money management wasn't correct and the strategies...

Yep, I have used five years tick data at backtests. Still I don't know what would be "perfect" walk forward period (otimization/test) to my system, too little computer power even for genetic optimizer... and so little time. So let the live results judge that. Target is to keep this live at least...

That's not even expected. I suppose that there should be at least 3 months results. But if someone would really be interested about that already I could give him/her some more data directly, although those should be real ones as well. (For me those are available only from september timeframe...

Me too, newer understand totally the consepts of compounding or how those are estimated, now it was directly from collective2. (not so much use I think as it could be much more if initial account size has been f. ex. 5000) As mater of fact you can get much more data & analyse directly from...

Backtests shows profit factor over 3 & 3.5 and lower sharpe but that's not realistic to achieve (curve fitting and so on). (ES backtest about 2.3 but good sharpe there.)

Live, no way to fool with those, sometimes 1 or 2 tick slippage (usually against the results) because of the delay between my own broker/collective2.

Yes, but when I start to speak about index futures, algorithms and so on to the others it will stop the conversation quite soon and other subjects are welcome... And my ex wife does not think this as a full time job although it is actually sometimes much harder and time consuming (or maybe I...