Using the last bids, the trade is breakeven for the week. I had an order in to dump the whole thing for about a 3% profit from mid-morning, but...
Implied volatility (as computed by IB) is now below historical for SLV options. This morning I picked out the 31 Strikes, July, which had the...
Today: buying breakouts of the premarket high (PMH) and buying support around yesterday's close. Back to real $ (no sim was needed); see below...
Yes, but only for a relatively small sample (compared to the years you mentioned) for the YM in 2005. I was trading a breakout strategy (purely...
Well, by my reading of your procedure, you could (in principle, your software permitting) accomplish the same thing by: (1) Using data from up 3...
After thinking about Friday's losses over the weekend, I conclude the problem is general to trading a support and resistance model. After a...
Thanks for posting that Hurricane. I'm always comparing various distributions from my methodologies to that from random trades. I do a lot of...
I just downloaded this and had a quick look. It's a great effort; thanks for open sourcing it. Do you have a discussion group somewhere (or is...
Yes. For starters, you mentioned you test all of your ideas on a simulator before trading real money. So what are your criteria for switching...
(1) So, what are your criteria for trading with the smallest amount of real money? (2) Then, what are your criteria for increasing the size?...
If you mean the trading methodology, absolutely true. Conditionally false. IB does have a simulator, and I use it all the time. But at some...
... and today I saw the ugly side of this decision, where I had three -5.00 losses for a total of -15.00 shorting 2768.50. Previous to...
Selling/buying the pre-market high/low, plus buy/selling breakouts above/below. I'm glad the computer is doing it and not me. Now that I'm...
Selling above yesterday's high? I don't normally do such things. :confused: A break in the routine is not a good thing (see: "late to party"...
A little late to the party this morning, but same plan as yesterday. Selling around the highs thus far and selling a breakout of the premarket...
A very interesting issue. I'm still using price polling for the StopMover code, as opposed to the new asynchronous price feed I recently...
Trouble: the program moved the stops up right away after the short entry. This doesn't happen in the automated tests, so it should be interesting...
I'm selling NQ today... any resistance at yesterday's close (= pre-market high) and breakout of the pre-market lows.
Mini-update: Last week net was about +10 NQ points ($200), 1 contract This week so far (Mon + Tues) is about even I really need to whip...
Hi Seb, it's a collection of very simple price action and time constraints. Many I learned from years of screen watching and discretionary...
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