Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Actually no. As I mentioned in the Hurley thread, I'm really bad about keeping up with these journals. It's a bit of a chore and I'm not the best multi-tasker on the planet.
But not much has changed and the strategy continues to perform similiar to the backtest results.
Can you help answer these questions from other members on NexusFi?
I'm going to try to restart this thread. No guarantees, however. I'm still a terrible multi-tasker.
Since my last post, I have abandoned the scalper, not because it didn't perform (which it did); instead, I wanted a bigger profit for the risk I was taking. So, I went back to the original strat and made two very minor changes which resulted in extraordinary performance.
I've been in this business long enough to understand that today's favorite flavor is tomorrow's barf, and a month of good numbers can change on a dime, but I'm cautiously optimistic this may continue. At least I'm hoping it can!
As a point of information, the revised strategy now named "Paradigm," was tested using 64bit NT7b17 Kinetick. In addition, the tick stream was compared against a custom datafeed from a quant hedge fund. The results, I'm pleased to report, were virtually identical (kudos to Kinetick).
Attached is the equity curve for the recent trailing 30 day period trading one contract.
