Charles, I did some testing on the ER2/YM pair (1:1 contract ratio) using intraday tick data (continuous contract) on a +/- 2 SDs from a 60...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=55698 I'll keep in mind that 70 pips down is a "huge drop", but not a "tank" (an...
In fact, I do -- the 100 point drop in the Euro futures adds up to $1,250 per contract. I suppose it's all relative to your account size and...
What news made the Euro tank last night around 9:00 ET?
What do you consider "trading large"?
P.S. I don't know what kind of data you're using for your backtesting, but the data vendor I use has tick data with optional best bid/ask price...
Personally I would get additional data (perhaps two years worth). I had an automated system that I was backtesting over nine months of data, was...
Are calendar spreads on the same issue any better than the sympathetic issue spreads (e.g., ES/NQ)? I've never paid much attention to the...
tatsimon, What is the timeframe for setups with your system (weekly, daily, hourly, etc.)? The lower the timeframe the less likely you will be...
It might sound a bit flaky, but consider trying yoga or even a routine workout (if you don't already do one). When I get up and move my ass I...
As long as you can afford to lose your trading capital and you've given your money management strategy just as much consideration as your entry...
The original poster (me) gave up trading Asian markets. I found the Nikkei very hard to trade intraday (or intranight), and my extremely busy...
Charles, what is the timeframe on this trade (1 week, intraday)?
Three cheers for Charles for indulging our curiousity!!
Charles, Do you think replacing the ES with a more fluid product (YM or ER2) would increase or decrease the occurrence of intraday setups using...
Check out http://www.cbot.com/cbot/pub/page/0,3181,909,00.html. The webinars are pretty interesting (they have archived editions as well as...
Until recently I had an excellent group health PPO for my s-corp through my local Blue Cross affiliate in Philadelphia. I made my wife an officer...
Sending this one back up to the top...
Thanks for all the replies on this topic; they were very helpful. Regards,
I have an automated intraday strategy that I'm currently backtesting on 9 months of level-one tick data for the mini-Dow. Itâs a triple...
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