Very well said and precisely my own belief.

Hey...what about Volume?

Am happy to participate in discussions and help where possible, but i do not see opening a thread in my immediate future. Switching to futures offers three main benefits 1)trading a centralized markets, 2)trading transparent (regulated) markets, ...

Trade another day through Systematic Trading

V, All paths are valid as long as they have clearly defined success and failure criteria. It seems your current path checked a few boxes, but was unable to deliver on the rest of your criteria. No harm, no foul, at least you learnt something along ...

Trade another day through Systematic Trading

My entire belief system is based on the actual mechanics of the market, the dual auction process, market vs limit, and so all my research and eventual trading is centered around these concepts. Personally, my belief is this is the baseline data and ...

Trade another day through Systematic Trading

I'm certainly not going to down play the importance of strong emotional intelligence and control when it comes to trading. It is extremely important, indeed required, but why? It is required because it keeps you grounded to your plan, and assuming ...

Trade another day through Systematic Trading

V, Will do my best to be as specific as possible. - Usually i like to see raw edges of 40% or better as they will require less testing. Also, as a lower "time-frame" intraday trader i need my trades to play out within my session and that usually ...

Trade another day through Systematic Trading

Incorrect. The most discipline human being on earth will simply be flawlessly executing an edgeless system that will not produce profits. They may get lucky in the short-term, but this isn't Vegas. Yes and no. While the red area does represents 7 ...

Trade another day through Systematic Trading

An edge is the probability of X-tick price movement in one direction over Y-ticks price movement in the opposite direction after an objective signal. If an edge does indeed exist, then consistent execution is all that is required. Grinding, day in ...

Trade another day through Systematic Trading

Using realized Pnl to offset risk is a proven money management strategy, so i am not opposed to it. However, risk is everything, especially in algorithmic trading, so my entire focus would be on the 10% of the time the strategy doesn't end ...

Staying In My Lane - A Read-Only Journ(al/ey)

V, I hear you, and obviously thinking outside the box should be encourage. The issue with using "the sum of all actions" as the "grand total edge" is it will be a very difficult and data intensive excersice to fully understand how each ...

Staying In My Lane - A Read-Only Journ(al/ey)

V, Sure, bid & ask calculations, be it delta or otherwise can return 0 values. Using an "if" condition should solve X/0 issues. Also have a look at the numbers bars calculated values study 1&2.

Staying In My Lane - A Read-Only Journ(al/ey)

V, Our singular goal at this stage is simply to see whether a signal has any edge on its own. Through simplified testing (hard tp/sl, no management rules) we are checking whether a signal can stand on its own two feet. In order to achieve this we ...

Staying In My Lane - A Read-Only Journ(al/ey)

Good work V... enjoying my Sunday as well, but will come back after market close tomorrow.

Staying In My Lane - A Read-Only Journ(al/ey)

If you can disable no need to remove

Staying In My Lane - A Read-Only Journ(al/ey)

Thanks for posting Alpha, some nice tidbits in there . . . what struck me the most is when she said (paraphrasing here): for intraday opportunities we look at volume and the orderbook. Also known as, Orderflow :-)

Staying In My Lane - A Read-Only Journ(al/ey)

First rule of trading forums, never trust anyone's backtesting results, only your own.

Staying In My Lane - A Read-Only Journ(al/ey)

V, I am not familiar with the skip empty periods setting, but also have my doubts such a simple setting could be the cause. New hardware certainly helps, but if the looping issue is the actual cause then you should think of it like a memory leak, ...

Staying In My Lane - A Read-Only Journ(al/ey)

-Your scid file size seems perfectly normal. I assume you are recording tick data, which you should be, and those files are significantly larger. Mine are 2-4gb. -Regarding the crashes, its difficult to know for certain, but i have a hunch. Firstly, ...

Staying In My Lane - A Read-Only Journ(al/ey)

Great, now that we have the signal isolated the testing can begin. Now, i know u dislike TP, BE, SL and all that conventional stuff, but bear with me. Run a single week backtest with the following parameters: -single entry -single contract -Hard TP ...

Staying In My Lane - A Read-Only Journ(al/ey)

V, Excellent. Few more points and questions before getting started. 1- At this stage, forget about any buyexit, sellexit conditions and alerts. Regarding the buyentry, sellentry, how many do you have? Are they coded in their own separate study? 2- ...

Staying In My Lane - A Read-Only Journ(al/ey)