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Search: Posts Made By: pepelucho
Forum: Commodities March 18th, 2015, 07:21 PM
Replies: 2,696
Views: 614,626
Posted By pepelucho
Nice call. That CL pop after the announcement...

Nice call. That CL pop after the announcement was shocking. In an environment where oil supply / demand balance seems to dictate prices, why would the Fed no longer being 'Patient' affect the price...
Forum: Brokers July 11th, 2014, 01:49 PM
Replies: 668
Views: 306,229
Posted By pepelucho
I also have to second the sentiment. I had been...

I also have to second the sentiment. I had been with Mirus for the last 4 years and even stuck with them through the zenfire fiasco and the very poor support they provided through that ordeal, but...
Forum: Brokers July 3rd, 2014, 03:04 PM
Replies: 668
Views: 306,229
Posted By pepelucho
"Among the benefits of the deal, NinjaTrader is...

"Among the benefits of the deal, NinjaTrader is promoting to futures traders that it will be providing its platform with industry-leading low commissions. While the offering becomes a compelling...
Forum: Commodities June 22nd, 2014, 08:54 PM
Replies: 28
Views: 6,947
Posted By pepelucho
Unfortunately this paper pretty much concludes...

Unfortunately this paper pretty much concludes there's no way to come up with a programmatic trading system, at least not using any historical data. And using future data is impossible. So lets all...
Forum: Commodities June 21st, 2014, 02:47 PM
Replies: 28
Views: 6,947
Posted By pepelucho
I've also posted all the statistics generated by...

I've also posted all the statistics generated by the Tradestation report. There's a lot of information there. What other information do you feel is necessary for intelligent comment ?
Forum: Commodities June 21st, 2014, 01:18 PM
Replies: 28
Views: 6,947
Posted By pepelucho
I don't want to share too much about the system...

I don't want to share too much about the system since it has taken me a long time to get to where it is. This is what I can reveal :

It's 100% automated without any subjective input in my part. ...
Forum: Brokers June 21st, 2014, 05:30 AM
Replies: 378
Views: 193,967
Posted By pepelucho
My 2 cents. I have been with Mirus for 5 or...

My 2 cents.

I have been with Mirus for 5 or 6 years now, I trade CL exclusively. My experience with Mirus up until the zenfire debacle was neither good nor bad. I previously used Tradestation...
Forum: Commodities June 13th, 2014, 09:34 PM
Replies: 28
Views: 6,947
Posted By pepelucho
Actually I've been trading CL in a funded account...

Actually I've been trading CL in a funded account for years now, and I have this strategy automated on ninjatrader which is way easier than manually trading it. Not sure what a TST combine is, maybe...
Forum: Commodities June 13th, 2014, 09:28 PM
Replies: 28
Views: 6,947
Posted By pepelucho
I had gotten so sucked into CL that I had...

I had gotten so sucked into CL that I had forgotten to test out all the other energy futures !
Thanks for the reminder, mike !

I have a lot of work ahead of me ...


Here is NG, again, with...
Forum: Commodities June 13th, 2014, 09:18 PM
Replies: 28
Views: 6,947
Posted By pepelucho
yea, I've fiddled with the time frame to no end. ...

yea, I've fiddled with the time frame to no end. It works across all time frames that I've thrown at it, the one I use is just the one that ends up working best. Usually changing the time frame...
Forum: Commodities June 13th, 2014, 09:10 PM
Replies: 28
Views: 6,947
Posted By pepelucho
QM again

Here is QM again, with profit and stop targets cut in half and no other changes :

https://nexusfi.com/attachment.php?attachmentid=149043
Forum: Commodities June 13th, 2014, 09:01 PM
Replies: 28
Views: 6,947
Posted By pepelucho
Oil patterns

I'm aware of the rationale that a good trading system should work across a variety of symbols. I actually started off my system trading ER / TF. Thing is, the system has evolved to take advantage...
Forum: Commodities June 13th, 2014, 08:38 PM
Replies: 28
Views: 6,947
Posted By pepelucho
I don't think that at all

haha, I don't think I didn't curve fit, as a matter of fact I'm pretty sure that it's a curve fit.

This is like the 10th iteration of this system, so far all previous tries ended up too curved...
Forum: Commodities June 13th, 2014, 06:54 PM
Replies: 28
Views: 6,947
Posted By pepelucho
good point

Good point, here are more details :

it's an intraday strategy and the strategy report info bellow is for trading 1 contract continuously, not ramping up contracts.
This is 60 months of data :
...
Forum: Commodities June 13th, 2014, 06:13 PM
Replies: 28
Views: 6,947
Posted By pepelucho
tried that

right, like I've said, I've been working on this strategy for the last 4 years, and before that I was day trading since 1998. I have tried walk forward optimization testing and it didn't help. I do...
Forum: Commodities June 12th, 2014, 11:56 PM
Replies: 28
Views: 6,947
Posted By pepelucho
please comment on my trading system

I've been working on a CL day trading system for the last 4 years. Basically so far it's been a system that is over optimized and breaks down eventually and needs re optimization. However I think...
Forum: Commodities March 13th, 2014, 06:04 PM
Replies: 3
Views: 1,590
Posted By pepelucho
margin raised on CL ?

This might be slightly off topic but I couldn't find a better place to post, so here it goes.

I just found out while trading that my broker, Mirus/Dorman, raised the margin on CL.
When the whole...
Forum: Brokers February 10th, 2014, 01:16 PM
Replies: 292
Views: 157,429
Posted By pepelucho
you're awesome

Thanks Sam,

once again your awesomeness comes through !

-Jose
Forum: Brokers February 10th, 2014, 12:58 PM
Replies: 292
Views: 157,429
Posted By pepelucho
That url is most likely for their web server, I...

That url is most likely for their web server, I doubt that that is the same as their trade routing server, but of course in your case you incur the extra delay between your computer and their...
Forum: Brokers February 10th, 2014, 12:23 PM
Replies: 292
Views: 157,429
Posted By pepelucho
ip address

this might be a little off topic, if so please feel free to direct me to the proper thread.

I just switched to continuum due to the mirus/zenfire issue and I'm curious to ping their trade servers...
Forum: Brokers January 28th, 2014, 03:04 PM
Replies: 292
Views: 157,429
Posted By pepelucho
where the servers at ?

Anybody know if the continuum/CQG servers are collocated at the exchange for nymex futures ? I'm trying to figure out how low latency they really are compared to rithmic.
Forum: Brokers January 27th, 2014, 07:53 PM
Replies: 668
Views: 306,229
Posted By pepelucho
another mirus customer about to bolt

So I've been desperately trying to ride out the mirus / zenfire debacle since I've been traveling out of the country this past month. I tried giving mirus the benefit of the doubt but as of today my...
Forum: Commodities December 10th, 2012, 02:37 PM
Replies: 59
Views: 35,172
Posted By pepelucho
I asked because that's what I figured such a...

I asked because that's what I figured such a forum was for, getting information that others might have ahead of you. Yes, I'll eventually figure it out, and when I do, I'll be glad to share slippage...
Forum: Commodities December 10th, 2012, 01:07 PM
Replies: 59
Views: 35,172
Posted By pepelucho
thanks

thanks for the input, that's pretty much what I've been doing... keeping a very detailed trade log that includes slippage and whether or not it affected the P/L for the trade... nothing significant...
Forum: Commodities December 10th, 2012, 12:56 PM
Replies: 59
Views: 35,172
Posted By pepelucho
sure, no prob. To be clear, I've only traded...

sure, no prob.

To be clear, I've only traded up to 3 contracts, it remains to be seen how true the trading is to the backtest once I reach something like 10 or 20. I'm guesstimating that I might...
Showing results 1 to 25 of 50

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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