KJ Trading Systems Kevin Davey - Ask Me Anything (AMA) - Vendors and Product Reviews | futures.io
futures.io futures trading


KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)
Started: by Big Mike Views / Replies:36,183 / 235
Last Reply: Attachments:5

Welcome to futures.io.

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

Reply
 5  
 
Thread Tools Search this Thread
 

KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)

  #151 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 1,633 since Dec 2013
Thanks: 1,434 given, 2,454 received


SMCJB View Post
If you rank those products in volatility order isn't NQ significantly more volatile than the others?


FABRICATORX View Post
You know what, I have no idea lol. Is it?

VIX index values for each index... so yes NQ is the most volatile of the products you listed

VXN (~NQ) 18.07
VIX (~ES) 16.05
VXD (~YM) 14.7
TYVIX (~ZN) 4.96

Reply With Quote
The following 3 users say Thank You to SMCJB for this post:
 
  #152 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,212 since Jul 2012
Thanks: 1,010 given, 4,016 received


SMCJB View Post
If you rank those products in volatility order isn't NQ significantly more volatile than the others?

The odd thing is usually MORE volatility in a market makes it EASIER to create a strategy...

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
The following 2 users say Thank You to kevinkdog for this post:
 
  #153 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,212 since Jul 2012
Thanks: 1,010 given, 4,016 received



Enric66 View Post
But if I may, let me put my question in other way: For a mechanical trader all the rules to define a strategy are absolutely accurate, no exceptions. Once the strategy is 'manufactured' there's a mechanical process to test it and this last process should have its accurate rules. Here's the question. On these rules do you consider the results in just one market or do you expect some minimum for other markets as well?

Well, again thanks!

I look at results for that market.

If results in other markets (if I even look) are good, that makes me feel a bit better.

If results in other markets (if I even look) are poor, that probably won't make me throw the system away.

I realize the pitfalls in this approach, but I have never been able to correlate future performance to this kind of metric.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
The following 2 users say Thank You to kevinkdog for this post:
 
  #154 (permalink)
Trading Apprentice
Izmir Turkey
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: ES
 
Posts: 14 since Jul 2015
Thanks: 3 given, 22 received

% of failed strategies

Hello Kevin.

From the strategies that you created by your Strategy Factory rules, how many did you have to quit trading because they reached your max drawdown limit? Can you at least give a rough percentage? Thanks.

Reply With Quote
 
  #155 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,212 since Jul 2012
Thanks: 1,010 given, 4,016 received

Futures Edge on FIO

Which products do you trade?

 

ilkan10 View Post
Hello Kevin.

From the strategies that you created by your Strategy Factory rules, how many did you have to quit trading because they reached your max drawdown limit? Can you at least give a rough percentage? Thanks.

Sorry, did not see this until just now. Somehow I don;t get e-mail notifications anymore...


Anyhow, I don't keep stats on this - I probably should. If I had to guess, I bet about 10% of strategies I stop trading because of poor performance.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
The following user says Thank You to kevinkdog for this post:
 
  #156 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,652 since Jun 2009
Thanks: 29,044 given, 80,653 received


kevinkdog View Post
Sorry, did not see this until just now. Somehow I don;t get e-mail notifications anymore...


Anyhow, I don't keep stats on this - I probably should. If I had to guess, I bet about 10% of strategies I stop trading because of poor performance.

If you aren't getting emails, you need to check your spam and mark us as not spam

Sent from my phone

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #157 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,212 since Jul 2012
Thanks: 1,010 given, 4,016 received


Big Mike View Post
If you aren't getting emails, you need to check your spam and mark us as not spam

Sent from my phone

Its weird, because it is not showing up as spam either. I did get a "here are your preferences" e-mail last week, though. I'll have to play around with it. Used to work fine...

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
 
  #158 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,652 since Jun 2009
Thanks: 29,044 given, 80,653 received


kevinkdog View Post
Its weird, because it is not showing up as spam either. I did get a "here are your preferences" e-mail last week, though. I'll have to play around with it. Used to work fine...

In the last 7 days, you've been sent 48 emails and all were delivered successfully. The problem is on your side...

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Here are the times for the most recent emails to you help you troubleshoot:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #159 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,652 since Jun 2009
Thanks: 29,044 given, 80,653 received

It should also be noted that on Oct 16 8:48am you Unsubscribed from some things (can't tell what), but I notice your thread subscription settings are now set for no email by default.

You should check your profile settings and subscription settings if you did this by mistake.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #160 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,652 since Jun 2009
Thanks: 29,044 given, 80,653 received


Your email server is responding with 452's, which is an out of resources/out of memory error.

I also see GL appended, which could be greylisting. That's fine, I use greylisting on my server as well to reduce spam -- but your greylist isn't setup correctly if we aren't automatically whitelisted after a while of sending emails. Otherwise, all emails would be delayed continuously.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Your server is also an open relay for spam it would seem according to a quick test.

http://mxtoolbox.com/SuperTool.aspx?action=smtp%3a66.96.140.65&run=toolpage

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:

Reply



futures.io > > > > KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)

Thread Tools Search this Thread
Search this Thread:

Advanced Search



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

2016 True Edge Awards: Voting is open until Jan 21!

Now
 

Bookmap New Indicator Panel, Cumulative Delta, Order Flow demo

Jan 17
 

An Afternoon with FIO member Massive l

Elite only

Leo Murphy: Making sense of Technical Analysis and Random Walk

Elite only
 

FuturesTrader71: Ask Me Anything

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Webinar: Designing an Algo Trading System from A-to-Z, code included (Kevin Davey) Big Mike Elite Automated Trading 80 July 22nd, 2014 09:33 AM
Webinar: Developing a Rule Based Trading Algorithm - Kevin Davey Big Mike Elite Automated Trading 68 December 1st, 2013 09:05 PM
Market Profile Trading Academy / MissTrade's Matt Davio - Ask Me Anything (AMA) Big Mike Vendors and Product Reviews 81 November 27th, 2013 06:04 PM
DeCarley Trading's Carley Garner (Senior Strategist/Broker) - Ask Me Anything (AMA) Big Mike Options on Futures 1 March 6th, 2013 07:00 PM
Your experience with Kevin Lowry-free range trading ? mjwfinc Vendors and Product Reviews 3 August 16th, 2012 09:12 AM


All times are GMT -4. The time now is 12:13 AM.

no new posts
Page generated 2017-01-17 in 0.15 seconds with 20 queries on phoenix via your IP 23.23.37.116