I've started trading with JBT live today. I'll record my experience here. I am not going to describe exactly details of the strategies, but I am willing to say that they are variations of the strategy known as Defender in the JBT distribution. I will be running three strategies, each trading one ES contract. All three are rather conservative, meaning that they settle for small gains and small losses. All three trade the ES from 10am to 3:30pm EST. From backtesting results over the last 16 months, the profit factor is around 3 and the PI is around 6. The number of trades is between 250 and 400 per strategy for that period.
Today's results: ran three strategies, D2, D3, and D4. Ended up with + $328 for the day. D2 is +$101, D3 is +$126, D4 is +$101. Each strategy made 5 trades. Slippage was near zero, except for one trade where it was one tick (position was sold at 1152.75 while the current best bid was 1153). Out of the 15 trades, 12 were profitable. The purpose of this journal is not so much to publish the performance, but to report any technical and logistical issues related to JBT in live trading. For those of you who are trading live with JBT, please report your observations here. Thanks. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
