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Search: Posts Made By: piebald
Forum: Emini and Emicro Index July 3rd, 2015, 07:03 AM
Replies: 37
Views: 10,054
Posted By piebald
You don't make 80 EUR per contract every time no...

You don't make 80 EUR per contract every time no matter what, just on average. And you are not even certain on the average going forward. The variability of your results is almost as important as the...
Forum: Emini and Emicro Index July 3rd, 2015, 05:54 AM
Replies: 37
Views: 10,054
Posted By piebald
Positive: The stats suggest you have a real...

Positive:
The stats suggest you have a real consistent edge (at least over the 6 months you've traded). And your explanation chart makes a lot of sense to me. It reminds me that increased volume on...
Forum: Emini and Emicro Index July 2nd, 2015, 11:43 AM
Replies: 37
Views: 10,054
Posted By piebald
Is this trading 1 contract? Can you give an...

Is this trading 1 contract?
Can you give an overview of your approach?
How many months have the results been like this?
Forum: Emini and Emicro Index July 2nd, 2015, 11:36 AM
Replies: 3
Views: 1,968
Posted By piebald
I don't know a program that calculates it. But I...

I don't know a program that calculates it. But I might be interested in coding it up myself and doing some long term back tests if you convinced me it was worthwhile :)

How good is the resulting...
Forum: Emini and Emicro Index May 24th, 2015, 12:45 PM
Replies: 161
Views: 60,030
Posted By piebald
Obviously if the market doesn't go to your limit...

Obviously if the market doesn't go to your limit price you won't get filled at all... but I presume you mean if it does go to your price: partial fills will happen but I suspect it won't be very...
Forum: Emini and Emicro Index May 24th, 2015, 11:05 AM
Replies: 161
Views: 60,030
Posted By piebald
I have entered numerous orders for 10 DAX...

I have entered numerous orders for 10 DAX contracts. My statistics show that entering on a stop or market order for 10 contracts you should expect about 2 ticks (1 point) of slippage on average, if...
Forum: Emini and Emicro Index May 24th, 2015, 09:17 AM
Replies: 161
Views: 60,030
Posted By piebald
Market? Stop? Limit? What time of day?

Market? Stop? Limit?
What time of day?
Forum: Emini and Emicro Index May 22nd, 2015, 07:30 AM
Replies: 161
Views: 60,030
Posted By piebald
I might, only just joined and I'm evaluating the...

I might, only just joined and I'm evaluating the rest of the site. I'm mostly interested in quantified strategy development.
Forum: Emini and Emicro Index May 22nd, 2015, 07:05 AM
Replies: 161
Views: 60,030
Posted By piebald
Sadly I'm not an elite member.

Sadly I'm not an elite member.
Forum: Emini and Emicro Index May 22nd, 2015, 05:11 AM
Replies: 161
Views: 60,030
Posted By piebald
I usually only trade once or twice a day in the...

I usually only trade once or twice a day in the DAX and hold for most of the day, so bid-offer spread is less of a concern for me. My average PnL is 40-50 ticks.

I'm not very familiar with the...
Forum: Emini and Emicro Index May 22nd, 2015, 12:53 AM
Replies: 9
Views: 5,849
Posted By piebald
There is no 'premium' in the sense of being worse...

There is no 'premium' in the sense of being worse off. There is the 'basis' which is the difference in cash and future price levels, but it just compensates the holder of futures for not receiving...
Forum: Emini and Emicro Index May 22nd, 2015, 12:40 AM
Replies: 161
Views: 60,030
Posted By piebald
What's your style of trading?

What's your style of trading?
Forum: Emini and Emicro Index May 21st, 2015, 02:22 PM
Replies: 161
Views: 60,030
Posted By piebald
FESX and FDAX are the two most liquid indices in...

FESX and FDAX are the two most liquid indices in Europe. Although the FDAX spread may often be a couple of ticks wide, it moves hundreds of ticks in a day and the contract is large. Slippage should...
Forum: Emini and Emicro Index May 21st, 2015, 02:02 PM
Replies: 9
Views: 5,849
Posted By piebald
Someone has to manually trade the roll every...

Someone has to manually trade the roll every quarter. You'll pay some commissions but little slippage. If it goes against you, you'll have to put up more margin.
Showing results 1 to 14 of 14

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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