Tuesday, 6 December 2011

Tougher End of Year

The snows are coming to our mountains. We've had light touches further above us, but luckily no snow at our level. We're ready for winter now. The leaves have been blown and the snow blower is primed, skis are waxed. Bring on the snow!

I don't know if anyone else has noticed, but the last 10 days have been tougher trading. Maybe it's my rhythm or it's the markets that have changed a little. My win rate is down a little bit. I guess it has been a long year, but a good one.

The DAX chart is from TradeStation. I like their walk forward analysis very much, although it takes a long time to run an optimisation. I wish they would re-write for 64 bit 4 cores.


  1. I read that most institutional traders are done for the year. This may be what is keeping recent moves from having any follow through.

  2. You could say the markets been a bit of a snow queen. I have noticed a larger than normal move in Euroland time zone decreasing the action in RTH Yesterday was my best day in a week. I took 22 handles per contract (In sim). Vs 10 last week

  3. Tradestation 9.1, currently in beta, has some multicore processing capabilities with more to follow in 2012.