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Daily profit measured by volatility


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Daily profit measured by volatility

  #1 (permalink)
 
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 Big Mike 
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New poll on forum homepage, please vote there and discuss here.

What is your daily profit, per contract, as measured by % of DR (daily range)?

For example, if the daily range is 40 ticks, and you have trade 1 contract for 4 ticks ten times, that would be 100%.

Mike

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  #3 (permalink)
 
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 wldman 
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thought about that. I'll check that out and respond asap. Old poll still on my front page btw. DB

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  #4 (permalink)
 
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 Big Mike 
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wldman View Post
Old poll still on my front page btw. DB

Refresh.

Mike

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  #5 (permalink)
 
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 Big Mike 
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BTW, the ADR for ES RTH session 2013 YTD is 14.29 points or 57 ticks.

Mike

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  #6 (permalink)
 
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 Silvester17 
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Big Mike View Post
BTW, the ADR for ES RTH session 2013 YTD is 14.29 points or 57 ticks.

Mike

@Big Mike

how did you get that number?

mine is more like 12.50 points for the rth session.

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  #7 (permalink)
 
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 Big Mike 
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Silvester17 View Post
@Big Mike

how did get that number?

mine is more like 12.50 points for rth session.

See post 220 and this one:


Feel free to check my math, I was using someone elses csv bar data because my NT is still hosed and I can't get it to stop locking up.

Mike

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  #8 (permalink)
 
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 Silvester17 
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Big Mike View Post
See post 220 and this one:


Feel free to check my math, I was using someone elses csv bar data because my NT is still hosed and I can't get it to stop locking up.

Mike

hmm, I used @Fat Tails indicator to measure the adr. if I use the eth session I'm getting closer to your result.

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  #9 (permalink)
 
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 Big Mike 
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Silvester17 View Post
hmm, I used @Fat Tails indicator to measure the adr. if I use the eth session I'm getting closer to your result.

My results are also a few days old I think, but you can check the csv source data I used and see if it is right. I hope to get NT fixed soon so I can test myself.

Mike

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  #10 (permalink)
 
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 Big Mike 
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So far the early voters are indicating they don't have a plan to capture a certain amount of movement from the market.

Why does this not surprise me?

Mike

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Last Updated on March 11, 2013


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