It may be mutually beneficial for this trader to work with a paid consultant, to answer these and other questions, and perhaps to suggest additional research and mental exercises that would further reassure the trader and give confidence before trading. (I myself do not provide consulting services)
If you are a paid consultant who may be interested in working with this trader, please reply here (or send me an email, or PM, whatever you prefer) and I will make sure the trader receives your name and particulars.
Some of the trader's concerns include
- My suite seems to perform better on a portfolio of 30 futures markets, than on 100+ markets. Is this a sign of danger?
- The Blox reported MAR ratio is fairly high; is this a sign of danger?
- Are my assumptions for commission and slippage reasonable?
- My suite does not trade multiple timeframes, all systems use the same XXX-hour bars. Is this something to worry about?
- Here is the Blox simulation report including curves and histograms and tables. Does it look reasonable to you?
- I designed and optimized the suite of systems using historical price data for the years AAAA to BBBB. Is this a reasonable choice?
- Please give me a portfolio of 25-30 futures markets that you yourself are trading today, I would like to simulate my suite with your portfolio.