Bit late to the thread... If you have not read it yet, I strongly suggest the following book to anyone dealing with depression: I Don't Want to...
for example: The Quant Meltdown August 2007...
If the pnl of n trades is below -2 sigma (based on stats I have), then I start looking in more depth what has changed or if anything went wrong....
You mean this fifo rule or in general? I have been using it with wine forever. I found some youtube tutorial how to set it up for development and...
What I am doing, and works for me, is to keep a 20 day moving average of green days profits, and use that as a cutoff max loss for the day. So I...
First I did not understand what are you doing in the micros with small account with such a good hit rate and edge.... What happens to your...
I also recommend SierraCharts. You can set it up as you wish. If it is not implemented, you can implement it as a custom indicator. But I quickly...
Are you a profitable manual / discretionary trader?
Did you write your own python application or you went with one of the existing ones (zipline , backtrader, etc) ? It seems neither zipline or...
"The dean is presiding over a faculty meeting when a genie appears and offers him one (and only one) of three wishes – Money, Fame, or Wisdom. The...
If we are at it: How will they do the big reset?
You are right. I was "speed reading". Sorry about that... Anyway, it will be an interesting period to watch and trade.
C'mon. You changed your view? ;-) We had this discussion once...
Good that you found Mark's version working for you. For me the 922.6 build worked with IBController out of the box and did not have to do any...
Nice call. But Why short squeeze and not trend cont.? If just a squeeze we should fall back below 86.00, shouldn't we?
I guess you want to reverse it once you can flawlessly and consistently lose. What other purpose would be reasonable for this experiment?
I can provide better signals than random entry if he wants to lose. After that just make sure to close the winners fast before they evaporate, and...
I used to run an rtm system which had a win rate of 80-90% and av.win/av.loss of around 0.7 . It was quite good. Interestingly, the exit rules...
You weak hands... ;-)
I saw those too. At .40 and then .30 around the 1H channel line. But it did not hold after all.
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