Secondly, in my case I optimized some sample strategies but they were > really quiet during all the past year, weeks and months passed with 0 > trades.. >
Same thing for me. All the sample strategies (and the real ones that I trade) have the same premise: enter the trade when the order book is extremely out of balance, and exit the trade when the balance returns to normal range. In 2012 (and 2013 so far), there were not that many occurrences to enter the trade, compared to 2011. I am not sure what that means. I could be simply because the volatility is low, or it could be that the irregularities in the ES order book have dissipated due to more efficient trading. It's tempting to adjust the sensitivity threshold lower to trigger the trades when less "stretching" occurs in the balance, so that more trades are generated, but if the market returns to the 2011 mode, this would mean losses. So, I'm just patiently waiting, and yes, it may mean weeks and sometimes months without taking a trade. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
