One issue that may be difficult to work around are the other risk management parameters, which I'm not sure Tradestation can replicate. For...
I saw an ad for this prop firm on Craiglist. Typical prop firm ad, except they mentioned a platform that I never heard of before: Brokerage...
Here is a link to an article which touches on this: http://ftalphaville.ft.com/blog/2011/06/09/589621/when-algorithms-fight-natgas-edition/...
Natural Gas is a weird market. A lot of days are dead - barely gets out of the opening range. I've also seen a lot of failed A ups and A downs....
If you know what components you want and like to mix and match, then pricewatch.com is a pretty good place to go. Lots of choices for just about...
http://www.trading-naked.com/library/[Trading]-Stocks-&-Commodities-Toby-Crabel-ORB-articles.pdf
Kind of a dull day for CL. ACD kept you out of the chop, though. If Tony Crabel's right, tomorrow could have some fireworks. Today was NR4,...
You can test multiple systems on Tradingblox. Also, if you search the TB forums, you will also find a great thread showing the benefits of...
Roger Lowenstein (another outstanding financial author) saw this coming several years ago, and wrote this fine book - While America Aged:...
1130-1131 looks like a good support area.
I clicked on the link to the system on Collective2, and it looks like the system fell apart after two months.
What kind of return/drawdown stats did your backtest show you?
The trend could finally be turning...
How much capital is he starting out with? Forgive my ignorance, what is DVAR? A Value-at-Risk measure? How do you calculate it?
The premium for a 6.00 put is $0.7787 per bushel. To hedge 15,000 bushels (three contracts), you pay $0.7787 x 15,000 = $11,681 plus transaction...
The WTI delivery point is Cushing, OK. The problem is that Cushing has become like a roach motel for oil - it can get in, but it can't get out....
I second this. Be conservative with your yield calculations. If you hedge 15,000 bushels of corn and you only harvest 5,000 (and Dec12 corn goes...
Interesting intraday A Down on ES today. By my calculation, the A Down point was right on top of the pivot, which would in theory make it a pretty...
Nice little journal. Good job on the last couple of trades. I may have missed this, but is this SIM or real money? What is your starting capital...
Are you trading futures or options spreads (or both)? What platform do you use? (Xtrader, CQG, etc.)
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