travis, I'm not clear on what problems you see with backtesting here. Can't you backtest scaling-in/out pretty much as you would any system, by...
I realized after my last post that the real advantage to scaling-in is the reduction of losses while waiting for the trend. In my example,...
Interesting, chaostheory. Appreciate the explanations. I can see that there is a psychological advantage in scaling. As you say, it doesn't...
Isn't scaling out gradually on retracements and scaling back into the trade on continuation just the same thing as exiting from a trend with a...
Well, I've used both for extended periods (with IQFeed) and found both to be good. The market profile on R/T is much better than Ensign's, if...
I bought one of the Commodity Pool packages with the idea that it would help guide me through what needed to be done and save some legal fees,...
Well, I bought something from them a few years ago. Much too expensive in my opinion, but otherwise ok. I guess it depends on what you're trying...
yep...can't trade.
http://www.atimes.com/atimes/Middle_East/HB14Ak02.html
http://mam.econoday.com/calendar/US/EN/New_York/year/2006/month/02/day/13/daily/index.html http://www.cbot.com/cbot/calendar/month...
Have you looked at Homer and Sylla, "A History of Interest Rates"? Also, http://www.thechartstore.com has data from 1914 forward. Also,...
About 65 trades/year. I'm quite happy with this system. It pays for my damn fool daytrading.
I thought eCBOT was going to implement native stops on October 9....
64.29% profitable Profit factor 7.7089 W/L 4.3105$ W/L 4.0543% Modified Sharpe Ratio 0.6942 Avg DD 3.16% Worst DD 8.21% Max consecutive...
No, that order won't work. You will have to enter a buy order above the market-clearing price to be sure of a fill. Of course, you will not be...
mcurto is right. There's no reason to wait until the last minute to roll. Actually, you can place a spread order to make sure you get a...
Yes, either one. The exact time is not critical. The important thing is that there is (usually) no reason for a speculative trader to be in a...
You are definitely at risk if you are long on first notice day. However, on the CBOT, if you receive a notice of intent to deliver, you can...
Uhh, actually, no. I looked at the contract specs on the CBOT site, and, for some reason, they do not even mention first notice day. It's one of...
More generally, the next contract goes to top step at the start of first notice day, which is the last business day of the month preceding the...
Separate names with a comma.