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ES Trading System - how to improve it?

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ES Trading System - how to improve it?

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  #11 (permalink)
Experience: Intermediate
Platform: NinjaTrader wt Rancho Dinero's profiling tools
Broker: AMP/CQG
Trading: ES, NQ, YM
trendisyourfriend's Avatar
Posts: 3,884 since Oct 2009
Thanks: 3,511 given, 4,958 received

forgiven View Post
are you using the pivot boss indicator package for investor RT or just what is already on the software...thanks

I don't use pivots of any form in my trading and my platform is Ninja. Sorry.

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  #12 (permalink)
Posts: 96 since Sep 2018
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AliMax View Post
I just re-run the system using the actual E-mini data from the same period. It's yielding even more gain! The net gain is now 2157!

I don't know how to quantify slippage. The system is not relying on stop loss. It place an order just before market closes. Commision is $2 per trade. And the total number of trades that incurred $2 was 3743 and this means the total commission would be $7486. This is not going to wipe out my account.


I am strictly the ES. The ES closes at 415 EST and and reopens at 430 until 500. Closed from 5-6 and GLOBEX opens at 6 pm EST. Slippage is rare for me in my 4 year experience with the ES. The ES just gobbles up anything in it's path.

Your formula is missing exchange fees. Currently 2.58 per round turn.

You may want to browse the TRADOVATE sight as I have found them to be among the quality firms. You may find better than $2 per trade there. Currently, the MOST they will charge you is 0.79 per side. Free platform and the standard data feed is $2 for top and 7 for depth. I am a scalper who operates in seconds and minutes for complete trades. I only use the $2 version. I've read and believe that the HFT's manipulate the DOM so I stay away from it. Things are tough enough with accurate information.

Unless you are a natural at this, it will take years as opposed to months to be savvy. I hope you are a natural, I wasn't. Over 10,000 hours of screen time developing my model.

Best of fortune to you-


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December 21, 2018

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