Fair Value

Where can I find FV prior to the NY open?

 

http://www.programtrading.com/buysell.htm

nitro

 

Thanks Nitro.

 

Hi,

does anyone have a file (any format) with the daily buy and sell premium levels (as published by programtrading.com) for the past months or even year(s) ?

I intend to backtest some PREM chart patterns (involving these values) to be used as filters for entering ES intraday positions, but I couldn't find any historical record of these buy & sell program levels (only got the Fair Value..)

If yes, thank you for contacting me, I would be ready to trade it against other historical data I have in my tick/1min bar backtesting database.

Eddy

 

I've tried putting all the various symbols into TWS that might work for PREM. Anybody help?

TIA

 

anyone using prem as a timing indicator? If so please post. I watched it most of the day and it jumped around between -1.00 and maybe -.20 most of the day, trading around -40-.50 most of the day

Can someone posts some concrete examples as to how they incorporated it into a trade they made today or recently.

 

If you really want to learn:
http://www.programtrading.com/seminars.htm

 

Er, no.

 

may be sell when prem is high, buy when it's low

 

Hmm, sounds good to me!

Prem is a scalper's dream!