...IMO that depends on what you are backtesting for. If you want to determine the robustness of a pattern- or time-based entry rule, I would say...
...thanks for that detailed explanation. Perhaps I am missing something from your history of posts, but I don't understand what you mean by...
...to be specific, you indicated that your exits are discretionary. Is the same true of entries/ Thanks. - Mike
...thank you for explaining what you mean by failure points. With the exception of trying to be on the right side of the market for the 10:00 AM...
..sorry, perhaps my Southern self-deprecatory humor got in the way here. To get the context straight, I consider an intraday trade in NQ to be...
...that is so contrary to my own experience (admittedly limited) that I would like to ask, please, what time frame you trade in, and what...
...may I ask, please, if your conclusions are based on backtesting to a set of rules? No offense implied. Rigid personalities love rules. Thanks....
...could you comment, please, on the time frame (intraday, daily, etc.) in which you apply the approach you so eloquently described? Thanks.
In my experience attempting to develop mechanical trading systems for intraday, most of them benefitted significantly from the addition of a "take...
FWIW, here are the opinions of a mathematical fool who tried for years to apply advanced signal processing techniques to the markets: it don't...
...I used to refer to EliteTrader in posts elsewhere as oxymoronic. Now I must humbly concede my error. Thanks again for elaborating on your...
...thank you kindly for your thoughtful response. Your recommendation of $10K per contract I assume applies to ES, so that the equivalent in NQ...
You obviously have a different perspective based on longer experience trading index futures than I have. Could you please comment on how you would...
IMO $3000 per NQ with $1125 intraday margin leaves plenty of room for drawdown plus the possibility of a comms disaster that puts you into...
Jay - Thanks for your reply on IB automation. I think I am missing something. By full automation, I mean automatically placing the order with IB,...
$3K per NQ intraday
Jay - Thanks for the reference for the documentation on the setup for automation of trades to IB. Can you comment on when you think full...
IMO E-Signal is a good value for data and backtesting. I pay $113 a month including the CME futures feed. If you prefer a "conventional"...
Can you comment on any plans to directly automate trades to IB without going through third party software? Thanks.
JRKOB - From my experience the larger question is whether or not ma crossovers work at all. I spent about a year backtesting ma crossovers daily...
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