Day & Night trading Derivatives Futures

Discussion in 'Journals' started by maxinger, Aug 31, 2019.

  1. maxinger

    maxinger

    15 Oct Asian session

    hang seng - yesterday the market was closed.

    ie today is post-holiday trading.
    post-holiday trading success rate tends to be high.

    It applies to many other index futures.

    yesterday, it was Thailand SET50 post-holiday trading --> high success rate.


    so next Monday,
    it will be India Nifty post-holiday trading.

    more post-holidays, please.
     
    Last edited: Oct 14, 2021
    #631     Oct 14, 2021
    toon likes this.
  2. maxinger

    maxinger

    [​IMG]

    more things to trade.
    MCA is available from HKFE starting next Monday.
     
    Last edited: Oct 15, 2021
    #632     Oct 15, 2021
  3. maxinger

    maxinger

    HKEX to launch A-shares futures, filling a gap in cross-border finance and giving Hong Kong the edge over Singapore
    • Securities and Futures Commission gave its approval for the launch of the new futures on Friday
    • HKEX has entered into a new licensing agreement with global index provider MSCI to launch the new futures contract based on the MSCI China A 50 Connect Index
    ________________________________

    more Intermarket trading & arbitrage trading opportunities among

    - SGX FTSE Xinhua China A50 index futures
    - HKFE MSCI China A50 Connect Index futures

    - HKFE Hang Seng index futures
    - HKFE Hang Seng H shares futures
     
    Last edited: Oct 15, 2021
    #633     Oct 15, 2021
    toon likes this.
  4. maxinger

    maxinger

    HKFE MSCI China A50 Connect Index futures

    today is the start of MCA launch.


    symbol : MCA
    symbol format : MCA X21-HKF

    key parameters :

    1 tick = 0.2 point

    margin requirement : tbd

    volume chart : tbd
    it might take days to determine it as volume traded
    is very low

    max stop loss : 12 ticks

    currency : USD

    contract : monthly contract like hangseng

    opening hours : same as hangseng

    intermarket / arbitrage trading : see above post

    current price : 2703.20
     
    Last edited: Oct 17, 2021
    #634     Oct 17, 2021
  5. maxinger

    maxinger


    today's volume - only 170 contracts after 1 hour.
    it is getting worse.

    well. let's see if it will improve in a few weeks' time.

    margin requirement from IB : US$10K / lot

    this is relatively high.
    perhaps this is a new product. so the margin requirement is relatively high.
     
    Last edited: Oct 18, 2021
    #635     Oct 18, 2021
  6. maxinger

    maxinger

    tools for trading 4 decades ago

    those were the good old days
    when I was having a full-time job,
    and I was doing investing / trading during the evening time.


    [​IMG] upload_2021-10-19_19-18-44.jpeg









    [​IMG][​IMG]
    calculator for calculating daily moving average 5


    [​IMG]

    for calling broker / remiser during daytime.


    Now I have computers,
    one 42" monitor for the ladders and trading platforms, and
    five 32" monitors for the charts.
     
    Last edited: Oct 19, 2021
    #636     Oct 19, 2021
  7. maxinger

    maxinger

    19 Oct copper trading review

    post mortem / hindsight analysis or whatever

    copper has been moving massively since 13 Oct 2021.


    good signals
    time, up/down, max RR ratio , max profit

    846a, up, 7, $1050 <<< CME and Shanghai INE copper moved in tandem
    152p, up, 6, $900
    912p, down, 5, $750 <<< CME and Shanghai INE copper moved in tandem
    923p, down, 5, $750

    max max profit : $3500 / lot


    This number looks great.
    UNFORTUNATELY!!!
    past few days, the copper markets (both CME and Shanghai's ) have been moving in a choppy messy manner.
    there were landmines here and there.
    candlesticks were extra long.
    very easy to lose money trading such a market.

    no idea about the LME copper but I am sure it would be equally choppy.

    solution:
    - perhaps use a bigger volume chart, and increase max STOP loss by 3 to 5X.
    - perhaps trade proxy like crude oil.


    will the market be choppy tomorrow?
    no way to tell.
    copper seems to have topped.
     
    Last edited: Oct 19, 2021
    #637     Oct 19, 2021
  8. maxinger

    maxinger

    19 Oct summary

    what moved
    - Asian index futures like Taiwan Index, China A50, HS, SET50, India Nifty
    - copper, crude oil, and perhaps NG
    copper moved massively. unfortunately movement was choppy, and candlesticks were extra long
    - gold, GBP <<< uptrend started during the Asian session due to whatever reason
    - bund, btp, zb


    what hardly moved
    - Eur index futures
     
    Last edited: Oct 19, 2021
    #638     Oct 19, 2021
  9. maxinger

    maxinger

    upload_2021-10-20_10-27-52.png
    today's copper.
    still choppy but better than previous days.

    luckily I didn't trade it.
     
    #639     Oct 19, 2021
    toon likes this.
  10. maxinger

    maxinger

    MBT micro BTC futures review

    key parameters / info for day trading

    1 tick = 5 points

    volume chart : 30V

    stop loss : 30 to 50 ticks

    bid offer spread : horrific !!!! could be > 10 ticks

    movement :
    - quite common to see very long candlesticks (because of horrific bid offer spread and low volume)
    - tends to be choppy

    # signals :
    MBT - not many good signals per week.
    copper, crude oil, or gold - there are a few good signals per day.


    So MBT is not great for day trading.
    There are other better things to day trade.
     
    Last edited: Oct 20, 2021
    #640     Oct 20, 2021
    toon likes this.