Minimum tradable expectancy? - Traders Hideout | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Traders Hideout

Minimum tradable expectancy?
Started:January 24th, 2010 (03:12 PM) by solom113 Views / Replies:1,242 / 2
Last Reply:January 29th, 2010 (01:37 AM) Attachments:0

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Minimum tradable expectancy?

Old January 24th, 2010, 03:12 PM   #1 (permalink)
Just starting out...
Futures Experience: Advanced
Platform: Ninjatrader
Posts: 10 since Jan 2010
Thanks: 0 given, 3 received

Minimum tradable expectancy?


I was wondering what you guys consider the minimum expectancy you'd have to find in a system or methodology before you would trade it. For instance, I've tested some systems that have a very small expectancy, but worth trading? No due to comms and slippage etc. What do you guys think?

Reply With Quote

Old January 28th, 2010, 04:50 PM   #2 (permalink)
Just starting out...
Ottawa, Canada
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IB
Favorite Futures: ES
Posts: 22 since Nov 2009
Thanks: 4 given, 12 received

solom113 View Post

No due to comms and slippage etc.

Could you clarify whether or not you included commissions and slippage?

Reply With Quote

Old January 29th, 2010, 01:37 AM   #3 (permalink)
Membership Revoked
Futures Experience: Intermediate
Platform: ninja, excel
Favorite Futures: YM, equities
darthtrader3.6's Avatar
Posts: 86 since Jan 2010
Thanks: 6 given, 45 received

If your thinking in terms of expectancy, i think it helps alot to become familiar with expected value in a more general sense. Blog Archive What is EV or Expected Value
Expected value - Wikipedia, the free encyclopedia

You can make an arguement that you should take every trade that has positive expected value as long as it fits within a good risk management strategy.

Reply With Quote

Reply > Futures Trading, News, Charts and Platforms > Traders Hideout > Minimum tradable expectancy?

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Expectancy and SQN RM99 Psychology and Money Management 6 August 17th, 2011 11:54 PM
Expectancy & Expectancy Uncertainty serac Psychology and Money Management 4 August 9th, 2011 10:48 PM
Expectancy custom fitness sam028 EasyLanguage Programming 13 September 29th, 2010 09:23 PM
Expectancy Big Mike Terms (Glossary) 0 July 11th, 2010 09:12 PM
Expectancy/Probability for zwentz steve2222 Psychology and Money Management 0 November 8th, 2009 12:59 AM

All times are GMT -4. The time now is 11:22 PM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-22 in 0.08 seconds with 19 queries on phoenix via your IP