Hi Steve,
Yes I'm trading all the mini's and the EFT equivalents at the same time. I realize the high correlation between them. I'm trying to discount/normalize this when testing for dependency though. We shall see.
Though I'm not frustrated at all. It's all quite interesting. Overall results have been very good so for. But I have been filtering some trades here and there on a discretionary basis. Hedge Fund geeks call this "adding discretionary Alpha."
Best,
Todd
Good Luck on that ES. I assume it was the TS3 signal. I passed on that because it seemed like the R:R numbers were a bit low.
Quote:
Originally Posted by Steve Griffiths
Hi Todd,
I hope you are not trading differnet minis all at the same time, as this will increase your overall initial risk and as such is not recomended. Because if the YM goes up (for example) then the NQ and ES (for example) will porbbaly be going up as well, so in this respect, YES, they are related....
But overal a frustraing day, I agree, I am currently long the ES and sitting on a small profit but watching it go nowhere............ 
Steve |