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Originally posted by siroki View PostWas not intended as ego-stroking, but merely inviting to a discussion on the details. No problem, I deleted the message.
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Binary options strategy
There are some good known binary options strategy, but I have heard about new ones like Two-Way Movements. do you know it?
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Market Replay - ES 12-14
Automated NT Strategy... 1 contract ES... 2 contracts if condition changes...
needs a little more logic... I could see those short winner days needed evasive ACTION SOONER since they were setting up to fail.
The loser day was FAIL alert very quickly.
Had 2 days that I couldn't work with that were winners - TD Ameritrade was supplying the wrong values or did not have data streaming at the time. Even on one day they were 1 hour behind reality.
Restudying all of 2014 to see if it fits a pattern that I can program. Using ToS for help with study.
Probably going to sign up to Kinetick and try that out so I can get all the data into NT... it's hard to program a strategy missing data.
ES 06-14 did have 3 -$1100 losers.. which is why I'm still cautious about deploying this..
So if you scale up 10/20... that's 3 -$11,000 days = -$33,000 which is pretty serious drawdown in 1 month. The rest of 2014 it hasn't happened.
Enough babbling here.. back to "work".
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Automated Strategy
Sledge,
I don't think there are enough trades to hold your interest with this strategy. Average trade length less than 2 hours with only 22 trades in 18 months. Most do not have that kind of patience. Just my opinion.
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Originally posted by ezinvestor View PostSledge,
I don't think there are enough trades to hold your interest with this strategy. Average trade length less than 2 hours with only 22 trades in 18 months. Most do not have that kind of patience. Just my opinion.
But this was only for ES 12-14, 3 months. contract switchover Sept 2014- to contract Dec 2014. 3 months. I didn't correct the date when I ran the report. There are no other trades in the time period since this was a market replay export/import.
But yes- this is an intraday only trader... set targets/stops.. no attempt at trailing stops (I don't think it would help).. There maybe reason for entering 2, and letting the 2nd one trail and get out if back to even on it).... but I haven't explored that path yet..
There would be some slippage - but my target is deep enough that 1/2 point to 1 point wouldn't send me anywhere near negative. (and I don't have commission set up, but $4 round trip isn't a deal breaker either).
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Originally posted by koganam View PostAbout 2 trades a week. Nice.
Let her show you repetitive ways over and over and over again.
There are a few other prime days I have identified where I could hold out for 10 points instead of 6 points on ES. But the issue becomes is that I don't have the data. If I change data sources, then I don't have the other data I need to make the entry!!!!
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Originally posted by sledge View PostSometimes, it is best to wait for the market to come to you.
Let her show you repetitive ways over and over and over again.
There are a few other prime days I have identified where I could hold out for 10 points instead of 6 points on ES. But the issue becomes is that I don't have the data. If I change data sources, then I don't have the other data I need to make the entry!!!!
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Almost 2 years of test results in NT8.
Playback-Market Replay, on ES e-mini.
I would expect this type of performance over these same dates in LIVE.
Not entirely sure about going forward - market can of course change.
I am surprised since most of the period was stagnant and flat in S&P 500.
Commissions not included,
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Originally posted by sledge View PostAlmost 2 years of test results in NT8.
Playback-Market Replay, on ES e-mini.
I would expect this type of performance over these same dates in LIVE.
Not entirely sure about going forward - market can of course change.
I am surprised since most of the period was stagnant and flat in S&P 500.
Commissions not included,
I would begin to think of tweaking it by adding a "max. loss to abandon trading for the day" parameter. Hey, but that is just me.
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Originally posted by koganam View PostThose are some mighty huge drawdowns (daily). Not sure that I have the cojones to sit through those.
I would begin to think of tweaking it by adding a "max. loss to abandon trading for the day" parameter. Hey, but that is just me.
Found a hit to 26k... then found a hit to 28k... then saw 2 outliers that fit what you described, so I capped them at -$3k loss.. now I'm at $33,750...
Are your cojones still missing???
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