ES Volatility Study

Discussion in 'Index Futures' started by aphexcoil, Oct 30, 2002.

Thread Status:
Not open for further replies.
  1. dottom


    Cool, just wanted to double check. sometimes in backtesting you can get crazy results if you're not careful.

    You may also want to try a filter that eliminates all bars that close greater than X, where X can be something arbitrary at first and then work in some volatility measure (like 2 * ATR). In other words, if in one bar you get a very large move, you may want to bypass the signal generated by that bar b/c you're caught in the middle of something crazy like an economic report.

    If you decide to take those trades (i.e. you think the method still has an edge even during high volatility periods), you may want to adjust your stop loss based on current volatility.
    #51     Nov 1, 2002
  2. You da' man! :cool:
    #52     Nov 1, 2002
  3. lmfao

    The Aphex Rap

    Yo, what you got, look around
    I'm about to rip up this city and town,
    Dancin' and cool romancin', kissin' the cuties in the gucci booties,
    Your friends -- they told me you were something kinky,
    so back that ass up girl and let me work it like a slinky.
    I'm wacked, coming from behind the back,
    open your mouth baby, let me get a taste of that
    ohh damn, move those sexy hips,
    make it hot while I hit the spot,
    now scream my name baby,
    "MC lick-a-lot"

    Lets get these box springs squeekin',
    while the wine on your chest be leakin',
    I'll chase those drops and catch 'em with my tongue,
    I'll lick 'em and get 'em like a fully loaded love gun,

    yeah yeah baby,
    I'm a bad bad boy
    yeah yeah baby,
    I'm your fire hot sex toy
    #53     Nov 2, 2002
  4. College days ...
    #54     Nov 2, 2002
  5. Aphie,

    There are system traders, and there are discretionary traders,
    and you sir, are a system trader..

    #55     Nov 3, 2002
  6. hahahahahah again I must thank you!!! you are good shit! :D :D :p :p
    #56     Nov 3, 2002
  7. ahhhhhhhh MC lick alot hahahahahahaah!!!!!!! :p :D :p yeahhhh
    #57     Nov 3, 2002
  8. tntneo

    tntneo Moderator

    about to close this thread since we are not talking about the topic.
    #58     Nov 3, 2002
  9. might as well close 80% of the threads these days...We've got a bunch of juvenile delinquents hijacking this site...
    #59     Nov 3, 2002
  10. tntneo

    tntneo Moderator

    a sad truth.
    when the market becomes challenging, we get a lot of crappy threads on ET. A strong correlation there. I bet there is a tradable pattern there.
    see ? I am doing it too.

    PM me if you want this thread reopened because you would like to CONTRIBUTE to the topic.
    there is a chit chat area for the rest. I don't mind it. It's there for that. here is not the place.

    futures trading is difficult enough. I am tired of reading members complaining that they need to skip through pages and pages of useless posts. They are right, and that's why we try to moderate threads.
    #60     Nov 3, 2002
Thread Status:
Not open for further replies.