After analyzing the performance of each instrument per hour, you can then set the trading permissible for each instrument.
My framework allows for...
It is multi-threaded but only for the parent process. That process initiates about 4 different child processes.
All of those execute in a single...
How did you ever translate "screen time" into EL Signal logic ?
Seems to me that a lot of judgement was applied.
Yepper...and mainly it removes the need for extensive forward-testing.
The only problem I found is that traders stay trading with the EMicro for...
Yes. I think I heard he was "in" for $200-300 mill.
Tommy Brady learned the hard way that his skills and competence in football does not translate to investment / trading.
3 systems is inadequate diversification. Gotta be 8-12 systems.
Make your system adaptive to lower volatility.
Wish you would post the date/time on the X-Axis instead of the trade #.
Analyze the equity curve for each instrument/strategy combination.
Use either the slope of the equity curve or use a cross-over of the equity...
You are likely to see less risk, but also a lower return.
I believe most of the risk reduction comes from the number of instruments you are...
Gisele is worth $600+ million and Tom is worth about $400 million...so they are still "whole".
Alternately, you could use Multicharts Portfolio Manager feature and send the trade stats to a CSV file:
You misunderstood...that is 1000+ trades PER MONTH ! That number could go up to 2000+ trades.
When you are trading a diverse set of instruments,...
Nice diversification. Have you considered MBT,MCL,ZN, ZB ?
No it isn't if you have 1000+ trades per month. It really adds up.
Equity curves still show sharp retracements.
Have you considered employing daily stop loss rules ?
Also, you need to show/track win rate %.
There is definitely a need for the ranking of volatility for the EMini's and EMicro's.
BTC and MBT are likely the most volatile.
They are 150-200% higher in commish+fees than the large contracts.
Brokers love 'em !!!
Bingo. Gotta know when to trade one vs. the other.
What kind of exit rules are you using ?
Fixed Stop Loss
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