11:20am CST - 2 trades in ZS System today which I started trading around end of Sept. but had recently scaled back lot size. The reason is pretty clear on profit curve below. It was rocking up all summer (thanks to drought?) but has been mostly flat since I started trading it. It uses tick data so I can't backtest any further than I already have. I will continue tracking the hypothetical results and will likely continue trading it with small size until I come up with a more profitable use of my capital.
I've been meaning to post some news links well worth reading. Thanks to Cory for the 1st one:
High-Speed Traders Profit at Expense of Ordinary Investors
High-Frequency Trading: A Grave Threat to the Markets and the Economy
NFA takes emergency enforcement action against FXDD
| RESULTS FOR DAY |
|---|
| ZS Contracts: | 6 |
| Net $P/L: | 544 |
| Wins: | 1 |
| Losses: | 1 |
| Win%: | 50 |
| Avg$Win: | 929 |
| Avg$Loss: | -385 |
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