Bond Trader 2007

Discussion in 'Journals' started by johnpinochet, Feb 6, 2007.

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  1. zbtrader

    zbtrader

    Can you tell us which trades were using delta or delta has a part in the decision making process?

    jim
     
    #91     Mar 3, 2007
  2. Jim,

    You know, now that you ask, I think you've hit the nail on the head. I was using IB with MarketDelta. I only recently started subscribing to IQFeed after I moved into a brand new apartment with the latest and greatest broadband (100 Mbps for around 30 bucks a month). I started having disconnects with IB and decided to try another provider.

    This coincided with IB's implementation of data throttling so I didn't pay much attention to trying to troubleshoot the problem. It turns out, due to my line of work, I was a little too cautious with my firewall configuration.

    Now that you have asked I think part of the reason why MarketDelta is better this time around is the better datafeed of IQFeed.

    John
     
    #92     Mar 4, 2007
  3. Jim,

    Your question changed after I posted.

    All of those trades were done using MarketDelta as a decision support tool. If you are referring to "delta", a number given at the bottom of the footprint chart, I learned last year that it is not very reliable to take it solely as a signal.

    Today, I received a signal to sell at roughly 113 13 between 0854 and 0904. I got in really late at 113 08 due to not being at the screen. I knew we would test the lows again, so I left a limit order to exit at 113 05 and went to bed. At the time I went to bed, 113 04 was the low, and price was back at 113 08.

    The above signal as well as the signals given for the trades previously posted were generated by following the steps I detailed on my post with the 03-02-07 11:38 PM timestamp.

    Here are today's trades, once again small size as I experiment.

    SLD 2 ZB false JUN07 Futures ZB JUN 07 113 8/32 USD ECBOT 20070305 09:12:34
    SLD 4 ZN false JUN07 Futures ZN JUN 07 108'280 USD ECBOT 20070305 09:12:08
    BOT 4 ZN false JUN07 Futures ZN JUN 07 108'265 USD ECBOT 20070305 10:13:08
    BOT 2 ZB false JUN07 Futures ZB JUN 07 113 5/32 USD ECBOT 20070305 10:09:42
     
    #93     Mar 5, 2007
  4. Lance Carson

    Lance Carson Guest

    Long 111-20, ZBM7 : Target 112-11
     
    #94     Mar 26, 2007
  5. 500 cars?
     
    #95     Mar 26, 2007
  6. Surdo

    Surdo

    I thought I saw a 1000 lot cross the tape!
     
    #96     Mar 26, 2007
  7. Lance Carson

    Lance Carson Guest

    What do you see now? lol
     
    #97     Mar 26, 2007
  8. zbtrader

    zbtrader

    Great call!

    Looking at Friday's action, I was thinking to buy today. But isn't it a little scary buying before New Homes Sales?

    jim
     
    #98     Mar 26, 2007
  9. Surdo

    Surdo

    A lotta GREEN!
     
    #99     Mar 26, 2007
  10. Lance Carson

    Lance Carson Guest

    Three Ticks from Target
     
    #100     Mar 26, 2007
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