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Search: Posts Made By: SMCJB
Forum: Trading Journals April 17th, 2020, 06:27 PM
Replies: 327
Views: 21,585
Posted By SMCJB
I've never traded forex with IB or anybody else,...

I've never traded forex with IB or anybody else, my only experience is with futures. I'd love to try and build a non-correlated carry portfolio but it's not possible if all the FX brokers interest...
Forum: Trading Journals April 17th, 2020, 01:01 PM
Replies: 327
Views: 21,585
Posted By SMCJB
Take for example USD:EUR If you buy USD sell...

Take for example USD:EUR
If you buy USD sell EUR they pay you 0% on the USD balance and charge you 1.5% Pro or 2.5% Lite on the USD Balance. So you lose 1.5%/2.5% in financing charges.
Now if you...
Forum: Trading Journals April 16th, 2020, 06:20 PM
Replies: 327
Views: 21,585
Posted By SMCJB
If your holding positions over the...

If your holding positions over the swap/roll/finance time line - whatever they call it - be careful - they might have great bid-ask spreads but they have some awfully unfriendly interest/swap rates.
Forum: Trading Journals April 8th, 2020, 08:37 PM
Replies: 327
Views: 21,585
Posted By SMCJB
My wife has been very surprised how much she is...

My wife has been very surprised how much she is having to help our youngest son and a lot of people I talk to are having similar issues. Reading an article today that was saying in some schools a...
Forum: Trading Journals March 19th, 2020, 10:27 PM
Replies: 327
Views: 21,585
Posted By SMCJB
Stating the obvious this in once in a decade...

Stating the obvious this in once in a decade market conditions and I wouldn't read anything into this weeks performance into long term performance. (Good or Bad).

Assume you saw Kevin's recent...
Forum: Trading Journals March 9th, 2020, 09:44 PM
Replies: 327
Views: 21,585
Posted By SMCJB
MES was tight but volatile today but slippage on...

MES was tight but volatile today but slippage on MNQ would have been large, bid/ask was 5+ ticks constantly.
Forum: Trading Journals March 4th, 2020, 11:48 AM
Replies: 327
Views: 21,585
Posted By SMCJB
High frequency arbitrage keeps them in line tick...

High frequency arbitrage keeps them in line tick for tick - at least in the prompt month. For MES/ES I would think the charts will look identical. For things like QM/CL they will look different. That...
Forum: Trading Journals March 4th, 2020, 10:06 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Maybe obvious but there are also some mini's that...

Maybe obvious but there are also some mini's that may be more attractive than trading the full size contract. QM is Crude Oil (500 bbls / half size), QG is Natural Gas (2500 MMbtu, quarter size)....
Forum: Trading Journals February 14th, 2020, 12:28 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Custom Session (works if you test it this way) or...

Custom Session (works if you test it this way) or are you arbitrarily picking (ie juggling grenades) which 4 hours a day ?
Forum: Trading Journals February 10th, 2020, 07:20 PM
Replies: 327
Views: 21,585
Posted By SMCJB
I was thinking about this some more this evening....

I was thinking about this some more this evening. The problem with all of those volatility calculations in Tradestation (except ATR) is that they are based upon returns and hence will not work on...
Forum: Trading Journals February 9th, 2020, 11:08 AM
Replies: 327
Views: 21,585
Posted By SMCJB
I went back and forth on this a lot. Part of it...

I went back and forth on this a lot. Part of it was my unhappiness with how Tradestation calculates some things (ie Drawdowns) and part additional information I wanted. It's actually very easy to...
Forum: Trading Journals February 5th, 2020, 04:15 PM
Replies: 327
Views: 21,585
Posted By SMCJB
When you get both good and consistent it becomes...

When you get both good and consistent it becomes all business focused with very little trading focus. Trades are just things that happen while your managing the business.

This kind of touches on...
Forum: Trading Journals February 3rd, 2020, 09:18 PM
Replies: 327
Views: 21,585
Posted By SMCJB
The Bounty for that month was for Fixed Income...

The Bounty for that month was for Fixed Income contracts. Hence this system trades the 30 Year Treasury @US using 1440min bars - which are basically daily bars with a slight difference. Just under...
Forum: Trading Journals February 1st, 2020, 09:28 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Looks like I passed. Seven trades in 6 months....

Looks like I passed.
Seven trades in 6 months. -1000 -1000 -1000 +6125 +1968 -1562 +1718.
43% win rate, Avg Trade $750, Avg Winner $3270, Avg Loser $1140, Avg Win/Avg Loss 2.87, 3 Long trades...
Forum: Trading Journals January 29th, 2020, 07:18 PM
Replies: 327
Views: 21,585
Posted By SMCJB
Excellent Course. I have done it myself. The...

Excellent Course. I have done it myself. The Strategy Club is very cool as well. (My last entry was in August, and the 6 month incubation finishes in 2 days and I expect it to pass!). Kevin also has...
Forum: Trading Journals January 29th, 2020, 10:44 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Wouldn't it be like VWAP. The smaller the bar...

Wouldn't it be like VWAP. The smaller the bar size you use the more accurate the result?
Forum: Trading Journals January 28th, 2020, 07:01 PM
Replies: 327
Views: 21,585
Posted By SMCJB
You can use delayed data in sim as well! I...

You can use delayed data in sim as well!

I was a massive fan of XTrader, but it's being discontinued in the next few months. I'm much less of a fan of new or cloud TT. I find using it (not the...
Forum: Trading Journals January 27th, 2020, 06:58 PM
Replies: 327
Views: 21,585
Posted By SMCJB
If you go all delayed data on the second account...

If you go all delayed data on the second account it a) should be much cheaper - the pro rates are only for live data and b) since everything is delayed you won't get that annoying 'you can't chart...
Forum: Trading Journals January 27th, 2020, 11:12 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Sorry for double post. Re: Tradestation. You...

Sorry for double post.

Re: Tradestation. You can get a second account, thats what I used to do. On the primary account I would have real time data just for the products I was trading, then on the...
Forum: Trading Journals January 27th, 2020, 11:08 AM
Replies: 327
Views: 21,585
Posted By SMCJB
Why is your data so much? Non-professional data...

Why is your data so much? Non-professional data should be about $10/month for futures?
Forum: Trading Journals January 25th, 2020, 05:34 PM
Replies: 327
Views: 21,585
Posted By SMCJB
Or have a computer dedicated to running your...

Or have a computer dedicated to running your Tradestation automation. You can get something cloud based very cheap <$60/month. Dedicated server will $100+/month.
Forum: Trading Journals January 22nd, 2020, 11:35 AM
Replies: 327
Views: 21,585
Posted By SMCJB
In Tradestation you can backtest against EDZ20...

In Tradestation you can backtest against EDZ20 easily but backtesting a constant time to maturity contract doesn't work. For example @ED=219XC+HMUZ should give you a chart of the 2nd contract in the...
Forum: Trading Journals January 21st, 2020, 05:29 PM
Replies: 327
Views: 21,585
Posted By SMCJB
Regarding Eurodollars, the prompt contract will...

Regarding Eurodollars, the prompt contract will rarely move much. How much can interest rates really move in the next 15-30 days? A lot of people trade the 4th contract in the H, M, U, Z cycle which...
Forum: Trading Journals January 13th, 2020, 10:24 PM
Replies: 327
Views: 21,585
Posted By SMCJB
On a daily bar the close is the official...

On a daily bar the close is the official settlement price which is different than the last trade. For example with Crude / CL the settlement window where the settlement price is determined is from...
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Max margin utilization at brokerage account (and did you receive a margin call?)

 

 
 


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