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DirtyNuke

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  1. In the OC this morning someone mentioned trading the Swiss Franc Future (TradeStation SF, IB/Ninja 6s) using the SST. I backtested from early June (no earlier data was available), a bit over 300 trades (2 contracts, basic and trailer). The early going was brutal--maybe because the instrument was new? But since mid September (the December contract) it has been scarily on fire. Even including the bad months gave total profit of $7.1K. Winning % is 67. I used the EC calc settings and the following additional rules: - Trade 8:30 Chicago time to 9:30 Chicago time - If no trades have setup by 9:30, quit. - If in a trade at 9:30, let it play out. Since mid-Sept almost every day there has been a huge trailer. Thanks to the person who made the suggestion! Regards, Raj
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