But that is a good thing as long as the math is in our favor.
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Well, all in a days work. Right back up to where we started. The Math is still working. Yesterday and today’s E mini S&P session is one reason I find it difficult to use stop loss, profit target, trailing stops, etc, in static mode. My experience is they have to be dynamic in nature and this is very difficult to do when trying to pass stringent development and sensitivity methodologies.
Maybe each trade is a random even and not linked to any previous trade? Not sure, but if so, then this could be sampling with replacement, so long runs of wins and losses can be appropriate. Just thinking out loud here. I don’t believe that they are independent from each other. If so, why do “revert to mean” strategies have some excellent track records.
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What about those that use a brokerage that isn’t supported?
I use TD ThinkorSwim platform, I have a very good commission rate with them, I just have to put in my trades manually.
Right now I have my strategy setup with a simulated brokerage simply because I don’t want to use a different one, I’ve grown accustomed to this one.
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Again, nothing against you or your system.
I am simply talking percentages.
TOS systems “survive” at a higher rate than non-TOS systems as a previous
member mentioned.
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Too bad TD Ameritrade is not supported, I use ThinkorSwim software to do most of my trading.
IB software for active trading is just not that great.
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