Are you suggesting 30 tick stop slippage events are common in CL away from maybe news announcements? I've watched it for years and I can't recall...
The average win in CL is about 8-9 ticks. Other than inefficiency from a commissions perspective, and potential liquidity issues, I can't see any...
At least.
Trading before work - I'm in MST time zone so I can trade until about 11:00 EST.
Already doing that - that's where the results come from. The question is whether there's a better option.
I'll take that bet - flip a RNG "coin" with the reverse of my win_size/loss_size ratio (41% chance of "win" on each flip). Do a run of 106...
The trades themselves are pretty independent unless you believe some VERY odd technical theories about minute bars and tape ticks days ago driving...
I can't day trade during the work day and keep the job.
And I find it odd that someone setting himself up as an expert on statistics would deny that a 50-item sample could be significant for certain...
Those trades are representative, not comprehensive. The question is NOT whether the edge is good. I can evaluate that without your help,...
I have an good edge in scalping certain futures - ES and CL for certain and it's probably portable to GC. It doesn't appear to work in the rate...
Sell to close 6J at 0.010212. Nominal profit $625 6E was stopped out earlier today.
Stopped out at 1.3680 on the 6E position. Back in long at 1.3646. Stop 1.3620 Still in the profitable 6J position.
Long 6E-12 at 1.3712 @9:45 PM MST Stop 1.3680 Both 6E and 6J positions open at the same time.
Long 6J-12 @ 0.010160 @ 9:09 PM MST Stop 0.010120
Here's results to date. They've been positive since the last update, but not nearly as good a PF. The system definitely mis-played the unwinding...
Exited 1763.25, nominal profit $200 $195.98 after commissions. Allmost certainly too early, but I'm going to be busy this afternoon and don't...
OK, conditions are good again and we're back! Short ES-12 @ 1767.25 @ 8:35 MST, stop 1776.25 Edited to add time zone
Moore's law is shot to hell. There's two problems: 1) even if you had more transistors available, that doesn't really equate to being able to...
Sell to close 434.25 @ 6:02 AM MST Loss 62.50 nominal, 67.86 with commissions.
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